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Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation methods which require only a few more arithmetical operations than the Euler-Maruyama method. These moment bounds are then used to prove strong convergence of the proposed schemes. Finally, the authors illustrate their results for several SDEs from finance, physics, biology and chemistry.
The Fourier Transform for Certain HyperKahler Fourfolds
Using a codimension-1 algebraic cycle obtained from the Poincaré line bundle, Beauville defined the Fourier transform on the Chow groups of an abelian variety A and showed that the Fourier transform induces a decomposition of the Chow ring CH∗(A). By using a codimension-2 algebraic cycle representing the Beauville-Bogomolov class, the authors give evidence for the existence of a similar decomposition for the Chow ring of Hyperkähler varieties deformation equivalent to the Hilbert scheme of length-2 subschemes on a K3 surface. They indeed establish the existence of such a decomposition for the Hilbert scheme of length-2 subschemes on a K3 surface and for the variety of lines on a very general cubic fourfold.
The Local Structure Theorem for Finite Groups With a Large $p$-Subgroup
Let p be a prime, G a finite Kp-group S a Sylow p-subgroup of G and Q a large subgroup of G in S (i.e., CG(Q)≤Q and NG(U)≤NG(Q) for 1≠U≤CG(Q)). Let L be any subgroup of G with S≤L, Op(L)≠1 and Q⋬L. In this paper the authors determine the action of L on the largest elementary abelian normal p-reduced p-subgroup YL of L.
Nil Bohr-Sets and Almost Automorphy of Higher Order
Two closely related topics, higher order Bohr sets and higher order almost automorphy, are investigated in this paper. Both of them are related to nilsystems. In the first part, the problem which can be viewed as the higher order version of an old question concerning Bohr sets is studied: for any d∈N does the collection of {n∈Z:S∩(S−n)∩…∩(S−dn)≠∅} with S syndetic coincide with that of Nild Bohr0 -sets? In the second part, the notion of d -step almost automorphic systems with d∈N∪{∞} is introduced and investigated, which is the generalization of the classical almost automorphic ones.
A Plethora of Cluster Structures on $GL_n$
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Deformation Theory and Local-Global Compatibility of Langlands Correspondences
The deformation theory of automorphic representations is used to study local properties of Galois representations associated to automorphic representations of general linear groups and symplectic groups. In some cases this allows to identify the local Galois representations with representations predicted by a local Langlands correspondence.
A Comparison Theorem for Semi-Abelian Schemes over a Smooth Curve
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Mathematical Aspects of Deep Learning
In recent years the development of new classification and regression algorithms based on deep learning has led to a revolution in the fields of artificial intelligence, machine learning, and data analysis. The development of a theoretical foundation to guarantee the success of these algorithms constitutes one of the most active and exciting research topics in applied mathematics. This book presents the current mathematical understanding of deep learning methods from the point of view of the leading experts in the field. It serves both as a starting point for researchers and graduate students in computer science, mathematics, and statistics trying to get into the field and as an invaluable reference for future research.
Reconstructing Orbit Closures from their Boundaries
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Homotopy Fibrations with a Section after Looping
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