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An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…
A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…
In this paper we will outline elements of the global calculus of seudo-differential operators on the group SU(2). This is a part of a more general approach to pseudo-differential operators on compact Lie groups that will appear in the…
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
Pseudo-differential operator equations with parameter are studied. Uniform separability properties and resolvent estimates are obtained in terms of fractional derivatives. Moreover, maximal regularity properties of the pseudo-differential…
This article introduces a certain class of stochastic processes, which we suggest to call mild Ito processes, and a new - somehow mild - Ito type formula for such processes. Examples of mild Ito processes are mild solutions of SPDEs and…
A functional version of the Kato one-parametric regularisation for the construction of a dynamical semigroup generator of a relative bound one perturbation is introduced. It does not require that the minus generator of the unperturbed…
Let $\sigma(x,\xi) $ be a sufficiently regular function defined on $R^d \times R^d.$ The pseudo-differential operator with symbol $\sigma$ is defined on the Schwartz class by the formula: \[f\to\sigma f(x)=\int_{R^d} \sigma(x,\xi)…
Let $X$ be a Banach space, and $T:[0,\infty)\rightarrow {\mathcal{L}}(X,X),$ the bounded linear operators on $X.$ A family $\{T(t)\}_{t\ge 0}\subseteq {% \mathcal{L}}(X,X)$ is called a one-parameter semigroup if $T(s+t)=T(s)T(t),$ and…
We give an explicit set of generators for the semigroup of the Gr\"obner degeneration of a toric ideal. This set of generators is used to study algebraic properties of the semigroup it generates: approximation of semigroups,…
In the present paper we continue the project of systematic construction of invariant differential operators on the example of the non-compact algebra $so^*(12)$. We give the main multiplets of indecomposable elementary representations. Due…
The overarching goal of this paper is to establish a set-valued It\^{o}'s formula. As an application, we obtain the existence and uniqueness of solutions for the general set-valued backward stochastic differential equation which gives an…
We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the intrinsic geometry induced by the operator itself and not…
In this paper we develop the calculus of pseudo-differential operators corresponding to the quantizations of the form $$ Au(x)=\int_{\mathbb{R}^n}\int_{\mathbb{R}^n}e^{i(x-y)\cdot\xi}\sigma(x+\tau(y-x),\xi)u(y)dyd\xi, $$ where…
We introduce some general classes of pseudodifferential operators with symbols admitting exponential type growth at infinity and we prove mapping properties for these operators on Gelfand-Shilov spaces both in the quasi-analytic and in the…
In this paper, following [1], we develop the theory of global pseudo-differential operators defined on the quantum group $SU_q(2)$, and provide some spectral results concerning these operators. We define a graduation for this algebra of…
We define a class of discrete operators acting on infinite, finite or periodic sequences mimicking the standard properties of pseudo-differential operators. In particular we can define the notion of order and regularity, and we recover the…
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…
For non-anticipative functionals, differentiable in Chitashvili's sense, the It\^o formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.