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In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we ...
We consider the setting of stochastic bandit problems with a continuum of arms. We first point out that the strategies considered so far in the literature only provided theoretical guarantees of the...
We prove the existence of a (random) Lipschitz function F: Zd-1 → Z+ such that, for every x∈ Zd-1, the site (x,F(x)) is open in a site percolation process on Zd. The Lipschitz constant may be taken to...
Extension of Lipschitz integrands and minimization of nonconvex integral functionals. Applications to the optimal recourse problem in discrete time。
We give sharp global estimates for the Green function, Martin kernel and Poisson kernel in Lipschitz domains for symmetric a-stable processes. We give some applications of the estimates.
We deal with multidimensional backward stochastic differential equations (BSDE) with locally Lipschitz coefficient in both variables $ y,z $ and an only square integrable terminal data. Let $ L_N $ be...
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.

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