scholarly journals The non-linear sewing lemma II: Lipschitz continuous formulation

2021 ◽  
Vol 293 ◽  
pp. 482-519
Author(s):  
Antoine Brault ◽  
Antoine Lejay
2019 ◽  
Vol 23 ◽  
pp. 770-796 ◽  
Author(s):  
Aline Duarte ◽  
Eva Löcherbach ◽  
Guilherme Ost

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes, called Markovian cascades of successive memory terms. Explicit conditions implying the positive Harris recurrence of these processes are presented. The proof is based on integration by parts with respect to the jump times. A crucial property is the non-degeneracy of the transition semigroup which is obtained thanks to the invertibility of an associated Vandermonde matrix. For Lipschitz continuous rate functions we also show that these Markovian cascades converge to equilibrium exponentially fast with respect to the Wasserstein distance. Finally, an extension of the classical thinning algorithm is proposed to simulate such Markovian cascades.


2020 ◽  
Vol 70 (5) ◽  
pp. 1113-1134
Author(s):  
Svetlana V. Butler

AbstractTopological measures and deficient topological measures generalize Borel measures and correspond to certain non-linear functionals. We study integration with respect to deficient topological measures on locally compact spaces. Such an integration over sets yields a new deficient topological measure if we integrate a nonnegative continuous vanishing at infinity function; and it produces a signed deficient topological measure if we integrate a continuous function on a compact space. We present many properties of these resulting deficient topological measures and of signed deficient topological measures. In particular, they are absolutely continuous with respect to the original deficient topological measure, and their corresponding non-linear functionals are Lipschitz continuous. Deficient topological measures obtained by integration over sets can also be obtained from non-linear functionals. We show that for a deficient topological measure μ that assumes finitely many values, there is a function f such that $\begin{array}{} \int\limits_X \end{array}$f dμ = 0, but $\begin{array}{} \int\limits_X \end{array}$ (–f) dμ ≠ 0. We present different criteria for $\begin{array}{} \int\limits_X \end{array}$f dμ = 0. We also prove some convergence results, including a Monotone convergence theorem.


1967 ◽  
Vol 28 ◽  
pp. 105-176
Author(s):  
Robert F. Christy

(Ed. note: The custom in these Symposia has been to have a summary-introductory presentation which lasts about 1 to 1.5 hours, during which discussion from the floor is minor and usually directed at technical clarification. The remainder of the session is then devoted to discussion of the whole subject, oriented around the summary-introduction. The preceding session, I-A, at Nice, followed this pattern. Christy suggested that we might experiment in his presentation with a much more informal approach, allowing considerable discussion of the points raised in the summary-introduction during its presentation, with perhaps the entire morning spent in this way, reserving the afternoon session for discussion only. At Varenna, in the Fourth Symposium, several of the summaryintroductory papers presented from the astronomical viewpoint had been so full of concepts unfamiliar to a number of the aerodynamicists-physicists present, that a major part of the following discussion session had been devoted to simply clarifying concepts and then repeating a considerable amount of what had been summarized. So, always looking for alternatives which help to increase the understanding between the different disciplines by introducing clarification of concept as expeditiously as possible, we tried Christy's suggestion. Thus you will find the pattern of the following different from that in session I-A. I am much indebted to Christy for extensive collaboration in editing the resulting combined presentation and discussion. As always, however, I have taken upon myself the responsibility for the final editing, and so all shortcomings are on my head.)


Optimization ◽  
1975 ◽  
Vol 6 (4) ◽  
pp. 549-559
Author(s):  
L. Gerencsér

1979 ◽  
Author(s):  
George W. Howe ◽  
James H. Dalton ◽  
Maurice J. Elias
Keyword(s):  

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