Related papers: Clark--Ocone formula and variational representatio…

This article is devoted to derivation of the Laplace transforms of the derivatives with respect to parameters of certain special functions, namely, the Mittag-Leffler type, Wright and Le Roy type functions. These formulas show…

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…

We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \R$ by the…

We prove the weak $L^2$ boundedness of a lacunary maximal function of the $SU(1,1)$-valued nonlinear Fourier transform if the potential is in $L^1$.

This paper concerns a variational representation formula for Wiener functionals. Let $B=\{ B_{t}\} _{t\ge 0}$ be a standard $d$-dimensional Brownian motion. Bou\'e and Dupuis (1998) showed that, for any bounded measurable functional $F(B)$…

Let $(X,d)$ be a locally compact separable ultrametric space. Given a measure $m$ on $X$ and a function $C$ defined on the set $\mathcal{B}$ of all balls $B\subset X$ we consider the hierarchical Laplacian $L=L_{C}$. The operator $L$ acts…

This paper considers the existence of weak and strong solutions to the Poisson equation on a surface with a boundary condition in co-normal direction. We apply the Lax-Milgram theorem and some properties of $H^1$-functions to show the…

In this paper we formulate embedding maps into time-frequency space related to the Carleson operator and its variational counterpart. We prove bounds for these embedding maps by iterating the outer measure theory of [DT15]. Introducing…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

Following the global method for relaxation we prove an integral representation result for a large class of variational functionals naturally defined on the space of functions with Bounded Deformation. Mild additional continuity assumptions…

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity…

We formulate Yang-Mills theory in terms of the large-N limit, viewed as a classical limit, of gauge-invariant dynamical variables, which are closely related to Wilson loops, via deformation quantization. We obtain a Poisson algebra of these…

We generalize classical Hobson's formula concerning partial derivatives of radial functions on a Euclidean space to a formula in the Dunkl analysis. As applications we give new simple proofs of known results involving Maxwell's…

We prove $L^p(w)$ bounds for the Carleson operator ${\mathcal C}$, its lacunary version $\mathcal C_{lac}$, and its analogue for the Walsh series $\W$ in terms of the $A_q$ constants $[w]_{A_q}$ for $1\le q\le p$. In particular, we show…

We consider the divergent fractional Laplace operator presented in [Dipierro-Savin-Valdinoci, Rev. Mat. Iberoam.] and we prove three types of results. Firstly, we show that any given function can be locally shadowed by a solution of a…

The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…

In this paper, we extend the classical Weyl's lemma to $RCD(K,N)$ metric measure spaces. As its applications, we show the local regularity of solutions for Poisson equations and a Liouville-type result for $L^1$ very weak harmonic functions…

We give a domination condition implying good-$\lambda$ and exponential inequalities for couples of measurable functions. Those inequalities recover several classical and new estimations involving some operators in Harminic Analysis. Among…