The two membranes problem for different operators

We study the two membranes problem for different operators, possibly nonlocal. We prove a general result about the H\"older continuity of the solutions and we develop a viscosity solution approach to this problem. Then we obtain $C^{1,\gamma}$ regularity of the solutions provided that the orders of the two operators are different. In the special case when one operator coincides with the fractional Laplacian, we obtain the optimal regularity and a characterization of the free boundary

Boundary Harnack estimates in slit domains and applications to thin free boundary problems

We provide a higher order boundary Harnack inequality for harmonic functions in slit domains. As a corollary we obtain the $C^\infty$ regularity of the free boundary in the Signorini problem near non-degenerate points

The vector innovation structural time series framework: a simple approach to multivariate forecasting

The vector innovation structural time series framework is proposed as a way of modelling a set of related time series. Like all multi-series approaches, the aim is to exploit potential inter-series dependencies to improve the fit and forecasts. A key feature of the framework is that the series are decomposed into common components such as trend and seasonal effects. Equations that describe the evolution of these components through time are used as the sole way of representing the inter-temporal dependencies. The approach is illustrated on a bivariate data set comprising Australian exchange rates of the UK pound and US dollar. Its forecasting capacity is compared to other common single- and multi-series approaches in an experiment using time series from a large macroeconomic database.Vector innovation structural time series, state space model, multivariate time series, exponential smoothing, forecast comparison, vector autoregression.

Regularity in a one-phase free boundary problem for the fractional Laplacian

For a one-phase free boundary problem involving a fractional Laplacian, we prove that "flat free boundaries" are $C^{1,\alpha}$. We recover the regularity results of Caffarelli for viscosity solutions of the classical Bernoulli-type free boundary problem with the standard Laplacian.Comment: Corrected some typo