Results 41 to 50 of about 93,517 (188)
Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions [PDF]
SIAM Journal of Control and Optimization, 2016 This paper is concerned with the properties of the sets of strategic measures induced by admissible team policies in decentralized stochastic control and the convexity properties in dynamic team problems.
S. Yüksel, Naci Saldi
semanticscholar +1 more source
Brownian Occupation Measures, Compactness and Large Deviations [PDF]
, 2015 In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential tightness ...
Mukherjee, Chiranjib, Varadhan, S. R. S.
core +4 more sources
, 2013 We obtain an improved Sobolev inequality in H^s spaces involving Morrey norms. This refinement yields a direct proof of the existence of optimizers and the compactness up to symmetry of optimizing sequences for the usual Sobolev embedding. More generally,
Palatucci, Giampiero, Pisante, Adriano
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Fourier transform of self-affine measures [PDF]
, 2019 Suppose $F$ is a self-affine set on $\mathbb{R}^d$, $d\geq 2$, which is not a singleton, associated to affine contractions $f_j = A_j + b_j$, $A_j \in \mathrm{GL}(d,\mathbb{R})$, $b_j \in \mathbb{R}^d$, $j \in \mathcal{A}$, for some finite $\mathcal{A}$.
Jialun Li, Tuomas Sahlsten
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Null Lagrangian Measures in subspaces, compensated compactness and conservation laws
, 2018 Compensated compactness is an important method used to solve nonlinear PDEs. A simple formulation of a compensated compactness problem is to ask for conditions on a set $\mathcal{K}\subset M^{m\times n}$ such that $$ \lim_{n\rightarrow \infty} \mathrm ...
Lorent, Andrew, Peng, Guanying
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Introduction to discrete functional analysis techniques for the numerical study of diffusion equations with irregular data [PDF]
, 2015 We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming non-physical regularity ...
Droniou, Jerome
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Weighted maximal regularity estimates and solvability of non-smooth elliptic systems II [PDF]
, 2011 We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second order, complex,
A. Axelsson +38 more
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Differential inclusions in Wasserstein spaces: The Cauchy-Lipschitz framework [PDF]
Journal of Differential Equations, 2020 In this article, we propose a general framework for the study of differential inclusions in the Wasserstein space of probability measures. Based on earlier geometric insights on the structure of continuity equations, we define solutions of differential ...
Benoît Bonnet, H. Frankowska
semanticscholar +1 more source
On the measure of non‐compactness of maximal operators
Journal of Function Spaces, 2004 In one of the previous articles of the author it was proved that if B is a convex quasi‐density measurable basis and E is a symmetric space on with respect to the Lebesgue measure, then there do not exist non‐orthogonal weights w and v for which the maximal operator MB corresponding to B acts compactly from the weight space Ew to the weight space Ev ...
openaire +2 more sources
Duality for pathwise superhedging in continuous time [PDF]
, 2019 We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging price of a path ...
Bartl, Daniel +3 more
core +2 more sources