Related papers: On L_{p}-estimates of some singular integrals rela…

A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are…

The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…

A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

We prove certain $L^p$ estimates ($1<p<\infty$) for non-isotropic singular integrals along surfaces of revolution. As an application we obtain $L^p$ boundedness of the singular integrals under a sharp size condition on their kernels.

We consider a priori estimates of possibly sign-changing solutions to superlinear parabolic problems and their applications (blow-up rates, energy blow-up, continuity of blow-up time, existence of nontrivial steady states etc). Our…

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we…

Fractional spline wavelet systems are considered in the work. Molecular structure of elements of such systems admits estimates connecting norms of fractional integrals' images and pre--images in Besov spaces.

We study integrodifferential operators and regularity estimates for solutions to integrodifferential equations. Our emphasis is on kernels with a critically low singularity which does not allow for standard scaling. For example, we treat…

In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for…

In this paper, we consider the stochastic singular integral operators and obtain the BMO estimates. As an application, we consider the fractional Laplacian equation with additive noises \bess…

We obtain estimates in Besov, Lizorkin-Triebel and Lorentz spaces of differential forms on R^n in terms of their L^1 norm.

We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…

We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…

This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…

We present an It\^o formula for the $L_p$-norm of jump processes having stochastic differentials in $L_p$-spaces. The main results extend well-known theorems of Krylov to the case of processes with jumps, and which can be used to prove…

We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients…

We consider the parabolic Lam\'{e} system on a bounded domain. We focus on two types of inequalities for higher-order derivatives of solutions. The first is related to an $L^p$-$L^p$ estimate locally in time in the Lebesgue space setting,…

We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data,…