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作者：Cordero, Fernando; Hummel, Sebastian; Vechambre, Gregoire
作者单位：University of Bielefeld; University of California System; University of California Berkeley; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：Our results characterize the long-term behavior for a broad class of ronmental selection. In particular, we reveal a rich variety of parameterdependent behaviors and provide explicit criteria to discriminate between them. That includes the situation in which both boundary points, 0 and 1, are repelling-a new phenomenon in this context. This has significant biological implications, because it means that selection alone can maintain genetic variation, that is, coexistence. If a boundary point is...
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作者：Pammer, Gudmund; Robinson, Benjamin A.; Schachermayer, Walter
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Klagenfurt; University of Vienna
摘要：We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes increasing in convex order. For a continuous-time peacock in arbitrary dimension, after Gaussian regularization, we show that there exists a strongly Markovian mimicking martingale It & ocirc; diffusion. A novel compactness result for martingale diffusions is a key tool in our proof. Moreover, we provide counterexam...
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作者：Dedecker, Jerome; Merlevede, Florence; Peligrad, Magda
作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis; Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Universite Gustave-Eiffel; University System of Ohio; University of Cincinnati
摘要：In this paper, we consider partial sums of martingale differences weighted by random variables drawn uniformly on the sphere, and globally independent of the martingale differences. Combining Lindeberg's method and a series of arguments due to Bobkov, Chistyakov and G & ouml;tze, we show that the Kolmogorov distance between the distribution of these weighted sums and the limiting Gaussian is super-fast of order (log n)2/n, under conditions allowing us to control the higher-order conditional mo...
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作者：Budzinski, Thomas; Contat, Alice; Curien, Nicolas
作者单位：Ecole Normale Superieure de Lyon (ENS de LYON); Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay
摘要：We study the Karp-Sipser core of a random graph made of a configuration model with vertices of degree 1, 2 and 3. This core is obtained by recursively removing the leaves as well as their unique neighbors in the graph. We settle a conjecture of Bauer and Golinelli ( (Eur. Phys. J. B 24 (2001) 339-352) and prove that at criticality, the Karp-Sipser core has size approximate to Cst . .theta .theta- .theta-2 . n n3/5 where theta is the hitting time of the curve t -> 1 t t2 by a linear Brownian mo...
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作者：Jackson, Joe; Lacker, Daniel
作者单位：University of Chicago; Columbia University
摘要：We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents, and the distributed problem, in which each agent observes only its own state. Our main results are sharp nonasymptotic bounds on the gap between these two problems, measured both in terms of their value functions and optimal states. Along the way, we develop ...
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作者：Hao, Tao; Hu, Ying; Tang, Shanjian; Wen, Jiaqiang
作者单位：Shandong University of Finance & Economics; Centre National de la Recherche Scientifique (CNRS); Universite de Rennes; Fudan University; Fudan University; Southern University of Science & Technology; Southern University of Science & Technology
摘要：In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, using some new ideas, we prove the existence and uniqueness of local and global solutions for a one-dimensional mean-field BSDE when the generator g(t,Y, Z,PY, PZ) has quadratic growth in Z and the terminal value is bounded. Second, we derive a comparison theorem for general mean-field BSDEs by applying the Girsanov transform. Third, within this framework, we u...
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作者：Lu, Huaxiang; Zhu, Xiangchan
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：In this paper we are concerned with the 2D incompressible Navier- Stokes equations driven by space-time white noise. We establish existence of solutions u for every divergence free initial condition u(0) is an element of L-p boolean OR C-1+delta, p is an element of (1, 2), delta > 0. More precisely, there exist infinitely many solutions such that u - z is an element of C([0, infinity); L-p) fl L-loc(2)([0, infinity); H-zeta) fl L-loc(1)([0, oo); W-1/3.1) for some zeta E (0, 1), where z is the ...
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作者：Champagnat, Nicolas; Hass, Vincent
作者单位：Universite de Lorraine; Centre National de la Recherche Scientifique (CNRS); Universite Marie et Louis Pasteur
摘要：In this article, a stochastic individual-based model describing Darwinian evolution of asexual, phenotypic trait-structured population, is studied. We consider a large population with constant population size characterised by a resampling rate modeling competition pressure driving selection and a mutation rate where mutations occur during life. In this model, the population state at fixed time is given as a measure on the space of phenotypes and the evolution of the population is described by ...
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作者：Chong, Carsten H.; Todorov, Viktor
作者单位：Hong Kong University of Science & Technology; Northwestern University
摘要：We derive a nonparametric higher-order asymptotic expansion for smalltime changes of conditional characteristic functions of It & ocirc; semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of the increment of the underlying process and the time gap between evaluating the conditional characteristic function are shrinking. The spot semimartingale characteristics of the underlying process as well as their spot semimartingale characteristics appe...
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作者：Hermon, Jonathan; Sarkovic, Andela; Sousi, Perla
作者单位：University of British Columbia; University of Cambridge
摘要：We consider a variant of the configuration model with an embedded community structure and study the mixing properties of a simple random walk on it. Every vertex has an internal degint >= 3 and an outgoing degout number of half-edges. Given a stochastic matrix Q, we pick a random perfect matching of the half-edges subject to the constraint that each vertex v has degint(v) neighbours inside its community and the proportion of outgoing half-edges from community i matched to a half-edge from comm...
