166 research outputs found
A sharp c\`adl\`ag property for jump diffusions and dynamic programming principle
Given a standard Brownian motion and a stationary Poisson point process
with characteristic measure , both with values in ,
we consider the following SDE of It\^o's type
\begin{align*}
&dX_{t}=b\left(r, X_{r}\right) dr +
\alpha\left(r, X_{r} \right) dW_r+
\int_{ |z| \le 1}g\left(X_{r-},r,z\right)\tilde{N}_p\left(dr,dz\right)
+
\int_{ |z| >1 } f\left(X_{r-},r,z\right){N}_p\left(dr,dz\right),
\end{align*} where Here
[resp., ] is the Poisson [resp., compensated Poisson] random
measure associated with . We require the coefficients , , and
to satisfy Lipschitz--type conditions in the variable, ensuring the
existence of a pathwise unique strong solution . We
prove, in particular, that there exists a sharp version of , i.e., there
exists an almost sure event such that, for every , the map is c\`adl\`ag in (for
and fixed), c\`adl\`ag in (for and fixed) and continuous in
(for and fixed). In the case of SDEs with only small jumps, i.e.,
with , this result solves an open problem which also appears in
Kunita's book on stochastic flows. In our proof, we deal with non-separable
spaces of c\`adl\`ag functions involving supremum norms and, when ,
we employ an extension of the c\`adl\`ag criterion by Bezandry and Fernique,
which is proved in the appendix. We then extend our approach to encompass
controlled SDEs having also a large-jumps component. Using our sharp stochastic
flow we obtain a new dynamic programming principle, whose proof is of
independent interest
On the Kolmogorov equation associated with Volterra equations and Fractional Brownian Motion
We consider a Volterra convolution equation in perturbed with
an additive fractional Brownian motion of Riemann-Liouville type with Hurst
parameter . We show that its solution solves a stochastic partial
differential equation (SPDE) in the Hilbert space of square-integrable
functions. Such an equation motivates our study of an unconventional class of
SPDEs requiring an original extension of the drift operator and its Fr\'echet
differentials. We prove that these SPDEs generate a Markov stochastic flow
which is twice Fr\'echet differentiable with respect to the initial data. This
stochastic flow is then employed to solve, in the classical sense of infinite
dimensional calculus, the path-dependent Kolmogorov equation corresponding to
the SPDEs. In particular, we associate a time-dependent infinitesimal generator
with the fractional Brownian motion. In the final section, we show some
obstructions in the analysis of the mild formulation of the Kolmogorov equation
for SPDEs driven by the same infinite dimensional noise. This problem, which is
relevant to the theory of regularization-by-noise, remains open for future
research
Un pericoloso terrorista
[Abstract non disponibile
Le nuove frontiere dell’interesse pubblico nella dinamica del diritto penale.
Il testo riporta l’intervento dell’autore al Convegno «L’innovazione istituzionale: grandi disegni o vere riforme?», svolto a Matera il 12 aprile 2002. Trattando le qualifiche soggettive degli agenti pubblici, vengono suggeriti nuovi percorsi interpretativi dello statuto penale della pubblica amministrazione. In particolare, l’analisi si sofferma su temi quali l’autonomia del diritto penale rispetto alle disposizioni di diritto amministrativo; il «quando» e il «come» intervenire con lo strumento della pena per la tutela degli interessi legati all’amministrazione pubblica in un’ottica costituzionalmente orientata
Massimo Pavarini e le città sicure. Patricia Victoria Perello’ intervista Massimo Pavarini. Universitad Nacional de Mar del Plata, Giugno 2013
[Massimo Pavarini and the Urban Security] Urban security, perception of security, Government of public spaces, urban development, lived and consumed city, new citizenship, conflict dislocation, inclusion and exclusion policy, stereotypes, to be in politics: a criminologist life and his social commitment in one of the last interviews of Massimo Pavarini.
La geografia dei diritti
Sommario: 1. Identità europea. – 2. Dimensione nazionale. – 3. Dimensione europea. – 4. Dimensione globale. – 5. Senza memoria. – 6. Senza diritti. – 7. Senza Europa
Multi-view coding of local features in visual sensor networks
Local visual features extracted from multiple camera views are employed nowadays in several application scenarios, such as object recognition, disparity matching, image stitching and many others. In several cases, local features need to be transmitted or stored on resource-limited devices, thus calling for efficient coding techniques. While recent works have addressed the problem of efficiently compressing local features extracted from still images or video sequences, in this paper we propose and evaluate an architecture for coding features extracted from multiple, overlapping views. The proposed Multi-View Feature Coding architecture can be applied to either real-valued or binary features, and allows to obtain bitrate reductions in the order of 10-20% with respect to simulcast coding
Comparison of the effects of hyaluronidase and hyaluronic acid on probiotics growth
Hyaluronic acid has several clinical applications. Recent evidences suggested antimicrobial properties against several pathogens. The aim of the present survey was to evaluate the effect of hyaluronic acid, alone or in combination with hyaluronidase, on protechnological or probiotic strains
- …