Approximating functions on stratified sets
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- by D. Drusvyatskiy and M. Larsson PDF
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Abstract:
We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced class of stochastic processes, called the matrix-valued Bessel processes.References
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Additional Information
- D. Drusvyatskiy
- Affiliation: Department of Mathematics, University of Washington, Seattle, Washington 98195-4350 — and — Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1
- Email: ddrusv@uw.edu
- M. Larsson
- Affiliation: Swiss Finance Institute, École Polytechnique Fédérale de Lausanne, Switzerland
- Email: larsson@epfl.ch
- Received by editor(s): November 16, 2012
- Received by editor(s) in revised form: August 15, 2013
- Published electronically: July 29, 2014
- Additional Notes: The first author’s research was made with Government support under and awarded by DoD, Air Force Office of Scientific Research, National Defense Science and Engineering Graduate (NDSEG) Fellowship, 32 CFR 168a
The second author gratefully acknowledges funding from the European Research Council under the European Union’s Seventh Framework Programme (FP/2007-2013) / ERC Grant Agreement n. 307465-POLYTE - © Copyright 2014 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 367 (2015), 725-749
- MSC (2010): Primary 26B05; Secondary 14B05, 15A18, 57N80, 60J99
- DOI: https://doi.org/10.1090/S0002-9947-2014-06412-X
- MathSciNet review: 3271275