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Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients
  • Language: en
  • Pages: 99

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.

Mathematical Aspects of Deep Learning
  • Language: en
  • Pages: 493

Mathematical Aspects of Deep Learning

A mathematical introduction to deep learning, written by a group of leading experts in the field.

Moduli of Double EPW-Sextics
  • Language: en
  • Pages: 172

Moduli of Double EPW-Sextics

The author studies the GIT quotient of the symplectic grassmannian parametrizing lagrangian subspaces of ⋀3C6 modulo the natural action of SL6, call it M. This is a compactification of the moduli space of smooth double EPW-sextics and hence birational to the moduli space of HK 4-folds of Type K3[2] polarized by a divisor of square 2 for the Beauville-Bogomolov quadratic form. The author will determine the stable points. His work bears a strong analogy with the work of Voisin, Laza and Looijenga on moduli and periods of cubic 4-folds.

Classification of $E_0$-Semigroups by Product Systems
  • Language: en
  • Pages: 126

Classification of $E_0$-Semigroups by Product Systems

In these notes the author presents a complete theory of classification of E0-semigroups by product systems of correspondences. As an application of his theory, he answers the fundamental question if a Markov semigroup admits a dilation by a cocycle perturbations of noise: It does if and only if it is spatial.

Overgroups of Root Groups in Classical Groups
  • Language: en
  • Pages: 1840

Overgroups of Root Groups in Classical Groups

The author extends results of McLaughlin and Kantor on overgroups of long root subgroups and long root elements in finite classical groups. In particular he determines the maximal subgroups of this form. He also determines the maximal overgroups of short root subgroups in finite classical groups and the maximal overgroups in finite orthogonal groups of c-root subgroups.

Probability Theory
  • Language: en
  • Pages: 716

Probability Theory

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory. Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as: limit theorems for sums of random variables martingales percolation Markov chains and electrical networks construction of stochastic processes...

Classes of Polish Spaces Under Effective Borel Isomorphism
  • Language: en
  • Pages: 87

Classes of Polish Spaces Under Effective Borel Isomorphism

The author studies the equivalence classes under Δ11 isomorphism, otherwise effective Borel isomorphism, between complete separable metric spaces which admit a recursive presentation and he shows the existence of strictly increasing and strictly decreasing sequences as well as of infinite antichains under the natural notion of Δ11-reduction, as opposed to the non-effective case, where only two such classes exist, the one of the Baire space and the one of the naturals.

The Fourier Transform for Certain HyperKahler Fourfolds
  • Language: en
  • Pages: 161

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
  • Language: en
  • Pages: 342

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.