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Resumen Este artículo revisa cinco obras narrativas colombianas publicadas entre 2004 y el 2007, y encuentra en la memoria un fuerte eje temático y un reto formal. ¿Cómo sirve la ficción literaria en la reconstrucción del pasado colectivo? ¿Cómo se conectan la vida privada y la vida pública en el ejercicio de rehacer la biografía propia o ajena? ¿Cómo se actualizan las indagaciones literarias sobre la memoria y la reconstrucción (auto) biográfica en la narrativa colombiana contemporánea? Estas preguntas orientan la discusión acerca de obras que son completamente diferentes en cuanto al tipo de narrador, al contexto histórico y al pacto ficcional que proponen.

For each n ≥ 1, let X n,1 ,. .. , X n,Nn be real random variables and S n = Nn i=1 X n,i. Let m n ≥ 1 be an integer. Suppose (X n,1 ,. .. , X n,Nn) is m n-dependent, E(X ni) = 0, E(X 2 ni) < ∞ and σ 2 n := E(S 2 n) > 0 for all n and i. Then, d W S n σ n , Z ≤ 30 c 1/3 + 12 U n (c/2) 1/2 for all n ≥ 1 and c > 0, where d W is Wasserstein distance, Z a standard normal random variable and U n (c) = m n σ 2 n Nn i=1 E X 2 n,i 1 |X n,i | > c σ n /m n. Among other things, this estimate of d W S n /σ n , Z yields a similar estimate of d T V S n /σ n , Z where d T V is total variation distance.

Ce document est protégé par la loi sur le droit d'auteur. L'utilisation des services d'Érudit (y compris la reproduction) est assujettie à sa politique d'utilisation que vous pouvez consulter en ligne. https://apropos.erudit.org/fr/usagers/politique-dutilisation/ Cet article est diffusé et préservé par Érudit. Érudit est un consortium interuniversitaire sans but lucratif composé de l'

We propose a novel projection-based particle method for solving McKean-Vlasov stochastic differential equations. Our approach is based on a projection-type estimation of the marginal density of the solution in each time step. The projection-based particle method leads in many situation to a significant reduction of numerical complexity compared to the widely used kernel density estimation algorithms. We derive strong convergence rates and rates of density estimation. The convergence analysis, particularly in the case of linearly growing coefficients, turns out to be rather challenging and requires some new type of averaging technique. This case is exemplified by explicit solutions to a class of McKean-Vlasov equations with affine drift. The performance of the proposed algorithm is illustrated by several numerical examples.

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In this paper we introduce a new technique to construct unique strong solutions of SDEs with singular coefficients driven by certain Levy processes. Our method which is based on Malliavin calculus does not rely on a pathwise uniqueness argument. Furthermore, the approach, which provides a direct construction principle, grants the additional insight that the obtained solutions are Malliavin differentiable.

Sur l'ensemble des Alpes françaises, le croisement de deux bases de données bien documentées, la chronique d'avalanches EPA et les réanalyses nivo-météorologique, a permis de quantifier la réponse de l'activité avalancheuse aux évolutions récentes du climat hivernal. Même si le signal est affecté d'une variabilité interannuelle importante, il est démontré qu'en moyenne sur les trente dernières années on observe une augmentation des altitudes d'arrêt et une diminution du nombre d'avalanche avec aérosols et du nombre moyen d'avalanches. Sur le massif du Mont-Blanc, l'article présente les résultats obtenus sur l'augmentation, quasi concomitante avec le récent réchauffement, de la proportion des avalanches humides, de même que les corrélations obtenues entre les paramètres de frottement des avalanches et les propriétés de la neige. Par la suite l'article synthétise les nouvelles avancées en matière de pression d'impact des avalanches et souligne les conséquences attendues notamment pour les avalanches humides. Enfin, l'article se conclut par la présentation synthétique des projections au prochain siècle des quantités de précipitations, de la qualité de la neige et des décalages attendus, à la fois en saisons et en altitude, de l'activité avalancheuse. Mots clefs : Avalanches, neige humide, réchauffement climatique, impacts, aléa, risque. Impact of climate warming on avalanche activity in French Alps and increase of proportion of wet snow avalanches ABSTRACT.-The cross-analysis of two well documented databases, EPA snow avalanche chronicles and the reanalysis of snow mantle, allows quantifying the changes in avalanche activity as a response to climate warming. In the French Alps and even if the signal is affected by a significant variability, it is shown that, on average over the past thirty years, the run-out altitudes increased and the frequency and the proportion of powder avalanches decreased. In Chamonix valley a substantial increase of the proportion of wet snow avalanches since the seventies has been shown, concomitant to the local climate warming. The reanalysis of a large number of avalanches that occurred in Chamonix valley between 1958 and 2010 allowed drawing up significant correlations between the basal friction coefficient and the snow properties. On average, the friction coefficient increases with snow temperature. This trend is coherent with the run-out altitude increase observed over the French Alps since 1980. However the friction coefficient drops to small values when snow water content exceeds a certain threshold, hence very wet snow avalanches have large extensions. In addition, because their density and height are high and the velocity low, the pressure they develop is higher than expected notably in the run-out zone. The expected consequences on the avalanche hazard of these proved trends is presented together with the projections concerning amount and quality of snow for the next century as well as expected altitudinal and seasonal shifts in avalanche activity.

We present a Lyapunov-type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature, most results concerning existence and uniqueness are obtained under regularity assumptions of the coefficients with respect to the Wasserstein distance. Some existence and uniqueness results for irregular coefficients have been obtained by considering the total variation distance. Here, we extend this approach to the control of the solution in some weighted total variation distance, that allows us now to derive a rather general weak uniqueness result, merely assuming measurability and certain integrability on the drift coefficient and some non-degeneracy on the dispersion coefficient. We also present an abstract weak existence result for the solution of law-dependent stochastic differential equations with merely measurable coefficients, based on an approximation with law-dependent stochastic differential equations with...

It is well-known that the components of the solution to a system of N interacting stochastic differential equations with an averaged sum of interaction terms and with independent identically distributed (chaotic) initial values, as N tends to infinity, converge to the solutions of Vlasov-McKean equations, in which the averaged sum is replaced by the expectation. Since the solutions to the corresponding Vlasov-McKean equations are independent, this phenomenon is called propagation of chaos. This thesis is about well-posedness of path-dependent stochastic differential equations, propagation of chaos for spatially structured neural network with delay and existence and uniqueness of weak solutions to Vlasov-McKean equations. In Chapter 2, existence and uniqueness of strong solution to path-dependent stochastic differential equations driven by martingale noise under local monotonicity and coercivity assumptions with controls with respect to supremum norm are obtained. Because the noise c...

We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under regularity assumptions of the coefficients w.r.t the Wasserstein distance. Some existence and uniqueness results for irregular coefficients have been obtained by considering the total variation distance. Here we extend this approach to the control of the solution in some weighted total variation distance, that allows us now to derive a rather general weak uniqueness result, merely assuming measurability and certain integrability on the drift coefficient and some non-degeneracy on the dispersion coefficient. We also present an abstract weak existence result for the solution of law-dependent stochastic differential equations with merely measurable coefficients, based on an approximation with law-dependent stochastic differential equations with regular coefficients under Lyapunov type assumptions.

The aim of this paper is to extend a stochastic model for simulation of highly nonstationary ground motions (GMs). In this model, the dual-tree complex discrete wavelet transform (DT-CDWT) is applied to a recorded ground motion to extract its wavelet coefficients and then the Smooth Transition Generalized Autoregressive Conditional Heteroscedastic (ST-GARCH) model is used to simulate these coefficients. This model simulates nonstationary features of real GMs greatly, because the conditional variance estimated by this model changes compatibly with the amplitude nonstationary features of real GMs. Because of having asymmetric structure, this model also estimates sudden changes in the amplitude of ground motions. Some of the special capabilities of this model are the simulation of multiple increasing-decreasing cycles in the temporal amplitude of GMs, prediction of several peaks in the frequency spectrum of GMs, estimation of steps of their energy curve, and simultaneous simulation of all shocks of a GM sequence. Also, this model simulates the time-frequency energy distribution of both wide-frequency and narrow-frequency bandwidth GMs.

Resumo Este artigo pretende mostrar que a incompreensão do público não é apenas um fenômeno histórico-cultural capaz de explicar a má recepção pública dos primeiros poemas de Baudelaire. Tema de vários escritos do poeta, a incompreensão é incorporada em sua poesia como um problema enunciativo. Após breves comentários acerca do conceito de “poeta dramático”, cunhado por Barbey d’Aurevilly, analiso alguns poemas em prosa nos quais a incompreensão é dramatizada.

No ano que acaba de passar, ocorreu um fato considerável. Não digo que ele seja o mais importante, mas um dos mais importantes, ou melhor, um dos mais sintomáticos. Em um banquete comemorativo da revolução de Fevereiro, um brinde ao deus Pan, sim, ao deus Pan, foi feito por um desses jovens que podemos qualificar como instruídos e inteligentes. Eduardo Horta Nassif Veras é pós-doutorando do IEL-Unicamp/ Fapesp.

Let ϕ t (x), x ∈ R d + , be a solution of a stochastic differential equation in the half-space R d + with normal reflection in the boundary; the solution starts from a point x. We prove that the random mapping ϕ t (•, ω) is differentiable in the Sobolev sense for almost all ω. We obtain a stochastic equation for the derivative ∇ϕ t .

If α is a probability on R d and t > 0, the Dirichlet random probability Pt ∼ D(tα) is such that for any measurable partition (A0,. .. , A k) of R d the random variable (Pt(A0),. .. , Pt(A k)) is Dirichlet distributed with parameters (tα(A0),. .. , tα(A k)). If R d log(1 + x)α(dx) < ∞ the random variable R d xPt(dx) of R d does exist: let µ(tα) be its distribution. The Dirichlet curve associated to the probability α is the map t → µ(tα). It has simple properties like lim t 0 µ(tα) = α and limt→∞ µ(tα) = δm when m = R d xα(dx) exists. The present paper shows that if m exists and if ψ is a convex function on R d then t → R d ψ(x)µ(tα)(dx) is a decreasing function, which means that t → µ(tα) is decreasing according to the Strassen convex order of probabilities. The second aim of the paper is to prove a group of results around the following question: if µ(tα) = µ(sα) for some 0 ≤ s < t, can we claim that µ is Cauchy distributed in R d ?

We study the following random walks system on the complete graph with n vertices. At time zero, there is a number of active and inactive particles living on the vertices. Active particles move as continuous-time, rate 1, random walks on the graph, and, any time a vertex with an inactive particle on it is visited, this particle turns into active and starts an independent random walk. However, for a fixed integer L ≥ 1, each active particle dies at the instant it reaches a total of L jumps without activating any particle. We prove a Law of Large Numbers and a Central Limit Theorem for the proportion of visited vertices at the end of the process.

Resumen El presente artículo explora la circulación de las obras Roland Barthes en Chile a partir del estudio de la crítica y de la narrativa del escritor Enrique Lihn (1929-1988). Para eso, abordamos, en primer lugar, la polémica de Lihn y el principal crítico chileno de la dictadura, José Miguel Ibãñez Langlois, en torno del estructuralismo francés. En segundo lugar, analizamos las marcas del pensamiento de Barthes en los textos críticos de Enrique Lihn reunidos en El circo en llamas. Finalmente, observamos cómo estas marcas también se reflejan en la narrativa de Lihn, específicamente en los relatos “Huacho y Pochocha”, “Panorama artístico de la República Independiente de Miranda” y en las obras en que aparece el personaje Gerardo de Pompier.

We consider the problem faced by a central bank which bails out distressed financial institutions that pose systemic risk to the banking sector. In a structural default model with mutual obligations, the central agent seeks to inject a minimum amount of cash in order to limit defaults to a given proportion of entities. We prove that the value of the central agent's control problem converges as the number of defaultable institutions goes to infinity, and that it satisfies a drift controlled version of the supercooled Stefan problem. We compute optimal strategies in feedback form by solving numerically a regularized version of the corresponding mean field control problem using a policy gradient method. Our simulations show that the central agent's optimal strategy is to subsidise banks whose equity values lie in a non-trivial time-dependent region.

This paper deals with fuzzy-number-valued functions on time scales, and more particularly focuses on a class of new derivative and Henstock-Kurzweil integral of such fuzzy functions. Furthermore, the corresponding fundamental properties of the introduced derivative and integral are studied and discussed. Keywords Hukuhara-Hilger derivative • Fuzzy Henstock-Kurzweil delta integral • Time scale • Fuzzy-number-valued functions Communicated by V. Loia.

Les donnees accumulees sur les mouvements du sol apportent des connaissances tres importantes sur les processus de rupture des seismes, les caracteristiques du milieu de propagation, la relation entre le mouvement du sol et les dommages des structures... Cependant, les seismes de faible et moyenne amplitude etant plus frequents que les grands evenements sismiques, les bases de donnees de mouvements de sol utilisees dans le developpement de modeles de prediction du mouvement du sol ne contiennent pas beaucoup de donnees de forts seismes. Le point le plus critique concerne les stations proches de la rupture de la faille, pour lesquelles les bases de donnees restent mal echantillonnees. Les pays a sismicite moderee ou elevee pour lesquels des failles majeures peuvent se briser a proximite de ses grandes villes, sont donc confrontes a un risque sismique majeur, mais le manque d’enregistrements du mouvement ne permet pas une bonne prediction des mouvements fort du sol. Il est donc necess...

We study the following random walks system on the complete graph with n vertices. At time zero, there is a number of active and inactive particles living on the vertices. Active particles move as continuous-time, rate 1, random walks on the graph, and, any time a vertex with an inactive particle on it is visited, this particle turns into active and starts an independent random walk. However, for a fixed integer L ≥ 1, each active particle dies at the instant it reaches a total of L jumps without activating any particle. We prove a Law of Large Numbers and a Central Limit Theorem for the proportion of visited vertices at the end of the process.

We investigate the existence and uniqueness of positive solution for system of nonlinear fractional differential equations in two dimensions with delay. Our analysis relies on a nonlinear alternative of Leray-Schauder type and Krasnoselskii&#39;s fixed point theorem in a cone.

Ce document est protégé par la loi sur le droit d'auteur. L'utilisation des services d'Érudit (y compris la reproduction) est assujettie à sa politique d'utilisation que vous pouvez consulter en ligne. https://apropos.erudit.org/fr/usagers/politique-dutilisation/ Cet article est diffusé et préservé par Érudit. Érudit est un consortium interuniversitaire sans but lucratif composé de l'

Resumo Retomamos a narrativa de Moreira, de César Aira, considerando-a em sua rede discursiva e nas disputas interpretativas de que ela participa, para, a partir dela, discutir como a leitura constitui-se num elemento central de sua poética. Inscrevendo-se no interstício em que escritura e experiência se conectam e problematizando a oposição entre o relato e sua interpretação, entre sincronia e diacronia, a leitura funciona como potência que articula e dá origem ao autor, à obra e ao leitor de Aira em Moreira e, desse modo, torna-se um dos elementos do jogo convocados na configuração do “efeito Aira”.

Let X be a solution of stochastic differential equation dX t = b(X t−)dZ t + γ|b| α (X t)dt, t ≥ 0 where Z is a one-dimensional symmetric stable process of index 0 < α ≤ 2 and let τ m (X) = inf{t ≥ 0 : |X t | ≥ m}, m ∈ Z +. We prove various L p-estimates for processes X for p = 1, 2. In particular, it is shown that, if γ = 0 and 0 < α ≤ 2, then for all t > 0 and a measurable function f : R → [0, ∞], it holds E t∧τm(X) 0 |b| α (X s)f (X s)ds ≤ N f 2,m where f 2,m is the L 2-norm of the function f on the interval [−m, m] and the constant N depends on α, m, γ, and t only. For γ = 0 and 1/2 < α ≤ 2, similar L p-estimates with p = 1, 2 are proven. As an application, we use obtained estimates to prove the existence of (weak) solutions for corresponding stochastic differential equations with γ = 0 and γ = 0.

Resumen Este artículo revisa cinco obras narrativas colombianas publicadas entre 2004 y el 2007, y encuentra en la memoria un fuerte eje temático y un reto formal. ¿Cómo sirve la ficción literaria en la reconstrucción del pasado colectivo? ¿Cómo se conectan la vida privada y la vida pública en el ejercicio de rehacer la biografía propia o ajena? ¿Cómo se actualizan las indagaciones literarias sobre la memoria y la reconstrucción (auto) biográfica en la narrativa colombiana contemporánea? Estas preguntas orientan la discusión acerca de obras que son completamente diferentes en cuanto al tipo de narrador, al contexto histórico y al pacto ficcional que proponen.

We consider a mean-field model for large banking systems, which takes into account default and recovery of the institutions. Building on models used for groups of interacting neurons, we first study a McKean-Vlasov dynamics and its evolutionary Fokker-Planck equation in which the mean-field interactions occur through a mean-reverting term and through a hitting time corresponding to a default level. The latter feature reflects the impact of a financial institution&#39;s default on the global distribution of reserves in the banking system. The systemic risk problem of financial institutions is understood as a blow-up phenomenon of the Fokker-Planck equation. Then, we incorporate in the model an optimization component by letting the institutions control part of their dynamics in order to minimize their expected risk. Phrasing this optimization problem as a mean-field game, we provide an explicit solution in a special case and, in the general case, we report numerical experiments based ...

Resumo Este artigo pretende mostrar que a incompreensão do público não é apenas um fenômeno histórico-cultural capaz de explicar a má recepção pública dos primeiros poemas de Baudelaire. Tema de vários escritos do poeta, a incompreensão é incorporada em sua poesia como um problema enunciativo. Após breves comentários acerca do conceito de “poeta dramático”, cunhado por Barbey d’Aurevilly, analiso alguns poemas em prosa nos quais a incompreensão é dramatizada.

Riassunto Melchior Cesarotti è stato uno dei protagonisti illustri che si sono occupati della Questione della Lingua nel tempo dell’Illuminismo Italiano. Facendo una lettura attenta di tipo close reading utilizzando il metodo dell’analisi del discorso, questo articolo ricalca le tesi centrali e le motivazioni di Cesarotti e dimostra la loro importanza nel processo dello sviluppo di una lingua nazionale italiana. Il merito del Cesarotti non è di avere superato il linguaggio delle tre corone fiorentine come modello di lingua scritta, ma di avere introdotto la libertà di arricchirlo con termini nuovi, derivanti dalla parte nobile di tutti gli idiomi italiani e stranieri.

Resumen Este artículo revisa cinco obras narrativas colombianas publicadas entre 2004 y el 2007, y encuentra en la memoria un fuerte eje temático y un reto formal. ¿Cómo sirve la ficción literaria en la reconstrucción del pasado colectivo? ¿Cómo se conectan la vida privada y la vida pública en el ejercicio de rehacer la biografía propia o ajena? ¿Cómo se actualizan las indagaciones literarias sobre la memoria y la reconstrucción (auto) biográfica en la narrativa colombiana contemporánea? Estas preguntas orientan la discusión acerca de obras que son completamente diferentes en cuanto al tipo de narrador, al contexto histórico y al pacto ficcional que proponen.

In this article, we treat the existence and uniqueness of strong solutions to the Cauchy problem of stochastic equations of the form dX t = αX t dt + σ X γ t dB t , X 0 = x > 0. The construction does not require the drift and the diffusion coefficients to be Lipschitz continuous. Sufficient and necessary conditions for the existence of a global positive solution of non-homogeneous stochastic differential equations with a non-Lipschitzian diffusion coefficient are sought using probabilistic arguments. The special case γ = 2 and the general case, that is, γ > 1 are considered. A complete description of every possible behavior of the process X t at the boundary points of the state interval is provided. For applications, the Cox-Ingersoll-Ross model is considered.

In [7], O. Loos has given, in the framework of 1ST (the Nelson&#39;s version of non standard analysis) a definition of the Lebesgue integral of a standard function / defined on a standard compact interval of E using a sort of approximation of / by steps functions. The advantage of this approach is that it reduces the Lebesgue integral to the level of difficulty of the ordinary Riemann integral. Other nonstandard theories on integration exist. The best known and universally used nonstandard formulation has been given, in the Robinson approach of nonstandard analysis, by P. Loeb in the book of Hurd and Loeb ([4]). The theory of Pierre Carrier and Yvette Perrin [2], is in the spirit of the phenomenological approach of mathematics of Vopenka ([18]); it is very clear and use only calculus of hyper-finite sums (finite but nonstandard). We can also say that the thought process of Loos is not so far from the classical approach of KurzweilHenstock in [3], with gauge functions and its nonstan...

Let X be a solution of stochastic differential equation dX t = b(X t−)dZ t + γ|b| α (X t)dt, t ≥ 0 where Z is a one-dimensional symmetric stable process of index 0 < α ≤ 2 and let τ m (X) = inf{t ≥ 0 : |X t | ≥ m}, m ∈ Z +. We prove various L p-estimates for processes X for p = 1, 2. In particular, it is shown that, if γ = 0 and 0 < α ≤ 2, then for all t > 0 and a measurable function f : R → [0, ∞], it holds E t∧τm(X) 0 |b| α (X s)f (X s)ds ≤ N f 2,m where f 2,m is the L 2-norm of the function f on the interval [−m, m] and the constant N depends on α, m, γ, and t only. For γ = 0 and 1/2 < α ≤ 2, similar L p-estimates with p = 1, 2 are proven. As an application, we use obtained estimates to prove the existence of (weak) solutions for corresponding stochastic differential equations with γ = 0 and γ = 0.

A obra teórica e poética de Baudelaire se debruça diversas vezes sobre a questão da representação, ora criticando o realismo &quot;pedreiro&quot;, ora caricaturizando o romantismo mais edulcorado. No Spleen de Paris: pequenos poemas em prosa, tal discussão assume uma configuração até mesmo ética, quando, n’ &quot;O mau vidraceiro&quot;, o poeta se insurge contra o próprio mecanismo da reprodução, seja do ponto de vista artístico, seja do ponto de vista social. Ao comparar esse texto com o de seu amigo e editor Arsène Houssaye, que publicara o poema em prosa &quot;A canção do vidraceiro&quot; sobre tema similar, percebe-se que duas concepções de mimese são oferecidas, cada qual revelando uma poética e uma visão de mundo bem distintas.

Resumen La obra y la figura de Carlos de Sigüenza y Góngora (1645-1700) presentan recurrentemente un problema doble de inscripción en la literatura de América: en términos críticos, obra y figura son percibidas y concebidas, ya en el vasto y diverso campo histórico que definieran las crónicas de Indias, ya en el todavía difuso pero revolucionario espacio de una ciencia de presunta modernidad; en términos históricos, son puestas, curiosa pero no casualmente, en series que las alejan del siglo XVII y su barroco, tan urbano como letrado. El presente artículo se propone, además de estudiar dicha inscripción, señalar cómo es ella la que adquiere fundamental importancia en la edición de sus textos, en la concepción y práctica de su literatura y en la capacidad de todo ello para articular, en América, redes diversas y renovadas de agentes, acontecimientos e ideas que hoy surgen bajo el signo del archivo.