Related papers: Nondifferentiable functions of one-dimensional sem…

A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…

We prove that for every function $f:X\to Y$, where $X$ is a separable Banach space and $Y$ is a Banach space with RNP, there exists a set $A\in\tilde\mcA$ such that $f$ is Gateaux differentiable at all $x\in S(f)\setminus A$, where $S(f)$…

We consider a Dirichlet type problem for a nonlinear, nonlocal equation driven by the degenerate fractional p-Laplacian, with a logistic type reaction depending on a positive parameter. In the subdiffusive and equidiffusive cases, we prove…

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

In this paper we address the question of non-vanishing of $L'(0,f)$ where $f$ is an algebraic valued periodic function. In 2011, Gun, Murty and Rath studied the nature of special values of the derivatives of even Dirichlet-type functions…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

We prove a quantitative version of the following statement. Given a Lipschitz function f from the k-dimensional unit cube into a general metric space, one can decomposed f into a finite number of BiLipschitz functions f|_{F_i} so that the…

We generalize the Bartsch-Li's splitting lemma at infinity for $C^2$-functionals in [2] and some later variants of it to a class of continuously directional differentiable functionals on Hilbert spaces. Different from the previous flow…

We consider {\em discretized} Hamiltonian PDEs associated with a Hamiltonian function that can be split into a linear unbounded operator and a regular nonlinear part. We consider splitting methods associated with this decomposition. Using a…

This paper deals with the extension of a classical theorem by R. Phelps on the G\^ateaux differentiability of Lipschitz functions on separable Banach spaces to the non-separable case. The extension of the theorem is not possible for general…

Let $X_1, \dots, X_n$ be Banach spaces and $f$ a real function on $X=X_1 \times\dots \times X_n$. Let $A_f$ be the set of all points $x \in X$ at which $f$ is partially Fr\' echet differentiable but is not Fr\' echet differentiable. Our…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

We study such important properties of $f$-divergence minimal martingale measure as Levy preservation property, scaling property, invariance in time property for exponential Levy models. We give some useful decomposition for $f$-divergence…

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

In this article we are interested in the differentiability property of the Markovian semi-group corresponding to the Bessel processes of nonnegative dimension. More precisely, for all $\delta \geq 0$ and $T>0$, we compute the derivative of…

In this paper we first establish an It\^o formula for a finite quadratic variation process $X$ expanding $f(t,X_t),$ when $f$ is of class $C^2$ in space and is absolutely continuous in time. Second, via a Fukushima-Dirichlet decomposition…

Linearly independent Dirichlet L-functions satisfying the same Riemann-type of functional equation have been supposed for long time to possess off critical line non trivial zeros. We are taking a closer look into this problem and into its…

This paper contributes to the generalization of Rademacher's differentiability result for Lipschitz functions when the domain is infinite dimensional and has nonabelian group structure. We introduce the notion of metric scalable groups…

We show that for a wide class of functions $F$ that: $$ {\lim_{\epsilon \downarrow 0} {\frac{1}{\epsilon}} \int_0^t \Big\{F(s, X_s) - F(s, X_s - \epsilon)\Big\} d\big<X,X\big>_s} = - \int_0^t\int_{\R} F(s, x) d L_s^x $$ where $X_t$ is a…

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…