Yosida–Moreau Regularization of Sweeping Processes with Unbounded Variation
نویسندگان
چکیده
منابع مشابه
Unbounded Bayesian Optimization via Regularization
Bayesian optimization has recently emerged as a powerful and flexible tool in machine learning for hyperparameter tuning and more generally for the efficient global optimization of expensive black box functions. The established practice requires a user-defined bounded domain, which is assumed to contain the global optimizer. However, when little is known about the probed objective function, it ...
متن کاملRecovery with Unbounded Diffusion Processes∗
We analyze the problem of recovering the pricing kernel and objective probability distribution from observed option prices, when the state variable is an unbounded diffusion process. We derive necessary and sufficient conditions for recovery. In the general case, these conditions depend on the properties of the diffusion process, but not on the pricing kernel. We also show that when recovery is...
متن کاملSimulating Gaussian Stationary Processes with Unbounded Spectra
We propose a new method for simulating a Gaussian process, whose spectrum diverges at one or multiple frequencies in 0; 1 2 ] (not necessarily at zero). The method utilizes a generalization of the discrete wavelet transform, the discrete wavelet packet transform (DWPT), and only requires explicit knowledge of the spectral density function of the process { not its autocovariance sequence. An ort...
متن کاملExistence of Solutions for Degenerate Sweeping Processes
In this paper, the existence of solutions to a class of non-standard sweeping processes of the form ?u 0 (t) 2 @ C(t) (Au(t)) is established. In contrast to the \classical" sweeping process with A = id, these problems may be degenerated, since there might be no solutions at all.
متن کاملStabilization by Unbounded-Variation Noises
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations based on rough path analysis; then, we provide the notion of asymptotic stability in roughness to analyze the stability for the systems. In the procedure, we...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 1996
ISSN: 0022-0396
DOI: 10.1006/jdeq.1996.0144