Related papers: Measure-valued equations for Kolmogorov operators …

We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,\phi)+\mathcal{L}u(t,\phi)+f(t,\phi,u(t,\phi),\partial_{x}u(t,\phi)…

Few years ago G\u{a}vru\c{t}a gave the notions of $K$-frame and atomic system for a linear bounded operator $K$ in a Hilbert space $\mathcal{H}$ in order to decompose $\mathcal{R}(K)$, the range of $K$, with a frame-like expansion. These…

Let $(G,+)$ be a topological abelian group with a neutral element $e$ and let $\mu : G\longrightarrow\mathbb{C}$ be a continuous character of $G$. Let $(\mathcal{H}, \langle \cdot,\cdot \rangle)$ be a complex Hilbert space and let…

In investigation of boundary-value problems for certain partial differential equations arising in applied mathematics, we often need to study the solution of system of partial differential equations satisfied by hypergeometric functions and…

In the infinite-dimensional separable complex Hilbert space we construct new abstract examples of unbounded maximal accretive and maximal sectorial operators $B$ for which ${\rm dom\,}B^{\frac{1}{2}}\ne{\rm dom\,}B^{*{\frac{1}{2}}}$. New…

We derive sufficient conditions for the surjectivity of the Cauchy-Riemann operator $\overline{\partial}$ between spaces of weighted smooth Fr\'echet-valued functions. This is done by establishing an analog of H\"ormander's theorem on the…

Let $A$ be a selfadjoint operator in a separable Hilbert space, $K$ a selfadjoint Hilbert-Schmidt operator, and $f\in C^n(\mathbb{R})$. We establish that $\varphi(t)=f(A+tK)-f(A)$ is $n$-times continuously differentiable on $\mathbb{R}$ in…

We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…

Recently, functional It\=o calculus has been introduced and developed in finite dimension for functionals of continuous semimartingales. With different techniques, we develop a functional It\=o calculus for functionals of Hilbert…

We consider the following convolution equation or equivalently stochastic difference equation $$\lam _k = \mu _k*\phi (\lam _{k-1}), k \in \Z \eqno (1) $$ for a given bi-sequence $(\mu _k)$ of probability measures on $\R ^d$ and a linear…

The $k$-Cauchy-Fueter operator $ D_0^{(k) } $ on one dimensional quaternionic space $\mathbb{H}$ is the Euclidean version of helicity $\frac k 2$ massless field operator on the Minkowski space in physics. The $k$-Cauchy-Fueter equation for…

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…

We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics via studying the longtime behavior of the strongly continuous contraction semigroup solving the associated Kolmogorov…

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

In this article we introduce a stochastic counterpart of the H\"ormander condtion on the kernel $K(r,t,x,y)$: there exists a pseudo-metric $\rho$ on $(0,\infty)\times R^d$ and a positive constant $C_0$ such that for $X=(t,x), Y=(s,y),…

The $k$-Hessian operator $\sigma_k$ is the $k$-th elementary symmetric function of the eigenvalues of the Hessian. It is known that the $k$-Hessian equation $\sigma_k(D^2u)=f$ with Dirichlet boundary condition $u=0$ is variational; indeed,…

We investigate elliptic boundary-value problems with additional unknown functions in boundary conditions. These problems were introduced by Lawruk. We prove that the operator corresponding to such a problem is bounded and Fredholm on…

We consider the quantum difference equation of the Hilbert scheme of points in $\mathbb{C}^2$. This equation is the K-theoretic generalization of the quantum differential equation discovered by A. Okounkov and R. Pandharipande. We obtain…

Let $\mu$ be a positive Borel measure on $[0,1)$. If $f \in H(\mathbb{D})$ and $\alpha>-1$, the generalized integral type Hilbert operator defined as follows: $$\mathcal{I}_{\mu_{\alpha+1}}(f)(z)=\int^1_{0}…