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Preprints 2020


20024 Hanwu LiPDF

Optimal Multiple Stopping Problem under Nonlinear Expectation

Project: C3

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Optimal Multiple Stopping Problem under Nonlinear Expectation


Authors: Hanwu Li Projects: C3
Submission Date: 21.02.2020 Submitter: Giorgio Ferrari
Download: PDF Link: 20024

20023 Hanwu Li, Yongsheng SongPDF

Backward Stochastic Differential Equations Driven by $\textit{G}$-Brownian Motion with Double Reflections

Project: C3

To appear: Journal of Theoretical Probability. (2020)

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Backward Stochastic Differential Equations Driven by $\textit{G}$-Brownian Motion with Double Reflections


Authors: Hanwu Li, Yongsheng Song Projects: C3
Submission Date: 21.02.2020 Submitter: Giorgio Ferrari
Download: PDF Link: 20023
To appear: Journal of Theoretical Probability. (2020)

20022 Yue Wang, Yuting Liu, Wei Chen, Zhi-Ming Ma, Tie-Yan LiuPDF

Target Transfer Q-Learning and Its Convergence Analysis

Project: B1

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Target Transfer Q-Learning and Its Convergence Analysis


Authors: Yue Wang, Yuting Liu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu Projects: B1
Submission Date: 18.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20022

20021 Yue Wang, Yuting Liu, Zhi-Ming MaPDF

The Scale-Invariant Space for Attention Layer in Neural Network

Project: B1

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The Scale-Invariant Space for Attention Layer in Neural Network


Authors: Yue Wang, Yuting Liu, Zhi-Ming Ma Projects: B1
Submission Date: 18.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20021

20020 Michael Röckner, Xiaobin Sun, Yingchao XiePDF

Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

Project: B1

To appear: Annales de l’Institut Henri Poincaré (2020)

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations


Authors: Michael Röckner, Xiaobin Sun, Yingchao Xie Projects: B1
Submission Date: 14.02.2020 Submitter: Friedrich Götze
Download: PDF Link: 20020
To appear: Annales de l’Institut Henri Poincaré (2020)

20019 Svetlana Vladimirovna Anulova, Alexander VeretennikovPDF

On averaged expected cost control for 1D ergodic diffusions with switching

Project: B1

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On averaged expected cost control for 1D ergodic diffusions with switching


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 04.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20019

20018 Wolfhard Hansen, Ivan NetukaPDF

On Evans' and Choquet's theorems for polar sets

Project: A3

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On Evans' and Choquet's theorems for polar sets


Authors: Wolfhard Hansen, Ivan Netuka Projects: A3
Submission Date: 30.01.2020 Submitter: Alexander Grigor'yan
Download: PDF Link: 20018

20017 Alexander Grigor'yan, Rolando Jimenez, Yuri Muranov, Shing-Tung YauPDF

Homology of path complexes and hypergraphs

Project: A3

Published: Topology and its Applications 267 (2019), 106877: 1–26

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Homology of path complexes and hypergraphs


Authors: Alexander Grigor'yan, Rolando Jimenez, Yuri Muranov, Shing-Tung Yau Projects: A3
Submission Date: 27.01.2020 Submitter: Moritz Kaßmann
Download: PDF Link: 20017
Published: Topology and its Applications 267 (2019), 106877: 1–26

20016 Jun Cao, Alexander Grigor'yanPDF

Heat kernels and Besov spaces associated with second order divergence form elliptic operators

Project: A3

Published: Journal of Fourier Analysis and Applications 26 (2020), 3: 1–52

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Heat kernels and Besov spaces associated with second order divergence form elliptic operators


Authors: Jun Cao, Alexander Grigor'yan Projects: A3
Submission Date: 27.01.2020 Submitter: Moritz Kaßmann
Download: PDF Link: 20016
Published: Journal of Fourier Analysis and Applications 26 (2020), 3: 1–52

20015 Alexander Grigor'yan, Yuhua Sun, Igor VerbitskyPDF

Superlinear elliptic inequalities on manifolds

Project: A3

To appear: Journal of Functional Analysis (2020)

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Superlinear elliptic inequalities on manifolds


Authors: Alexander Grigor'yan, Yuhua Sun, Igor Verbitsky Projects: A3
Submission Date: 27.01.2020 Submitter: Moritz Kaßmann
Download: PDF Link: 20015
To appear: Journal of Functional Analysis (2020)

20014 Alexander Grigor'yan, Rolando Jimenez, Yuri MuranovPDF

Cubical and path homology theories for digraphs

Project: A3

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Cubical and path homology theories for digraphs


Authors: Alexander Grigor'yan, Rolando Jimenez, Yuri Muranov Projects: A3
Submission Date: 27.01.2020 Submitter: Moritz Kaßmann
Download: PDF Link: 20014

20013 Jun Cao, Alexander Grigor'yanPDF

Heat kernels and Besov spaces on metric measure space

Project: A3

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Heat kernels and Besov spaces on metric measure space


Authors: Jun Cao, Alexander Grigor'yan Projects: A3
Submission Date: 27.01.2020 Submitter: Moritz Kaßmann
Download: PDF Link: 20013

20012 Sebastian Herr, Shinya KinoshitaPDF

Subcritical well-posedness results for the Zakharov-Kuznetsov equation in dimension three and higher

Project: A1

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Subcritical well-posedness results for the Zakharov-Kuznetsov equation in dimension three and higher


Authors: Sebastian Herr, Shinya Kinoshita Projects: A1
Submission Date: 27.01.2020 Submitter: Martina Hofmanová
Download: PDF Link: 20012

20011 Alexander Shaposhnikov, Lukas WreschPDF

Pathwise vs. path-by-path uniqueness

Project: A5, B1

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Pathwise vs. path-by-path uniqueness


Authors: Alexander Shaposhnikov, Lukas Wresch Projects: A5, B1
Submission Date: 23.01.2020 Submitter: Michael Röckner
Download: PDF Link: 20011

20010 Friedrich Götze, Andrei Zaitsev, Dmitry ZaporozhetsPDF

A multivariate version of Kolmogorov's second uniform limit theorem

Project: A4

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A multivariate version of Kolmogorov's second uniform limit theorem


Authors: Friedrich Götze, Andrei Zaitsev, Dmitry Zaporozhets Projects: A4
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20010

20009 Gennadiy P. Chistyakov, Friedrich GötzePDF

Edgeworth-type expansion in the entropic free CLT

Project: B5

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Edgeworth-type expansion in the entropic free CLT


Authors: Gennadiy P. Chistyakov, Friedrich Götze Projects: B5
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20009

20008 Friedrich Götze, Andrei ZaitsevPDF

Estimates for the closeness of convolutions of probability distributions on convex polyhedra

Project: A4, B5

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Estimates for the closeness of convolutions of probability distributions on convex polyhedra


Authors: Friedrich Götze, Andrei Zaitsev Projects: A4, B5
Submission Date: 31.12.2019 Submitter: Gernot Akemann
Download: PDF Link: 20008

20007 L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa RandrianasoloPDF

Numerical approximation of the value of a stochastic differential game with asymmetric information

Project: B3, C4

To appear: SIAM Journal on Control and Optimization (2020)

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Numerical approximation of the value of a stochastic differential game with asymmetric information


Authors: L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo Projects: B3, C4
Submission Date: 01.01.2020 Submitter: Frank Riedel
Download: PDF Link: 20007
To appear: SIAM Journal on Control and Optimization (2020)

20006 Martina Hofmanová, Rongchan Zhu, Xiangchan ZhuPDF

Non-uniqueness in law of scholastic 3D Navier-Stokes equations

Project: B2, B7

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Non-uniqueness in law of scholastic 3D Navier-Stokes equations


Authors: Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu Projects: B2, B7
Submission Date: 02.01.2020 Submitter: Michael Röckner
Download: PDF Link: 20006

20005 Svetlana Vladimirovna Anulova, Alexander VeretennikovPDF

On averaged expected cost control for 1D ergodic diffusions with switching

Project: B1

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On averaged expected cost control for 1D ergodic diffusions with switching


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 24.12.2019 Submitter: Michael Röckner
Download: PDF Link: 20005

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