Related papers: Derivative Formula and Applications for Degenerate…
An investigation of classical fields with fractional derivatives is presented using the fractional Hamiltonian formulation. The fractional Hamilton's equations are obtained for two classical field examples. The formulation presented and the…
We consider a nonlinear wave equation with nonconstant coefficients. In particular, the coefficient in front of the second order space derivative is degenerate. We give the blow-up behavior and the regularity of the blow-up set. Partial…
Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
We study positive solutions to the heat equation on graphs. We prove variants of the Li-Yau gradient estimate and the differential Harnack inequality. For some graphs, we can show the estimates to be sharp. We establish new computation…
The large time behaviour of nonnegative solutions to a quasilinear degenerate diffusion equation with a source term depending solely on the gradient is investigated. After a suitable rescaling of time, convergence to a unique profile is…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
This note studies local integral gradient bounds for distributional solutions of a large class of partial differential inequalities with diffusion in divergence form and power-like first-order terms. The applications of these estimates are…
We give several applications of the thick distributional calculus. We consider homogeneous distributions, point source fields, and higher order derivatives of order $0.$
These Lecture Notes are a brief introduction to the Malliavin calculus. In particular, different notions of Malliavin derivative found in the literature are considered and compared.
The paper considers a manifold $M$ evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on $M$. Among other results, we prove Li-Yau-type inequalities in this context. We…
We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…
We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…
We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…
We develop a technique based on Malliavin-Bismut calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in…
We consider a one-dimensional Stochastic Differential Equation with reflection where we allow the drift to be merely bounded and measurable. It is already known that such equations have a unique strong solution. Recently, it has been shown…
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…
In this paper, we derive several differential Harnack estimates (also known as Li-Yau-Hamilton-type estimates) for positive solutions of Fisher's equation. We use the estimates to obtain lower bounds on the speed of traveling wave solutions…
Let $\mathcal{L}$ be the sub-Laplacian on H-type groups and $\phi: \mathbb{R}^+ \to \mathbb{R}$ be a smooth function. The primary objective of the paper is to study the decay estimate for a class of dispersive semigroup given by…
In this paper, we prove that the inverse of Malliavin matrix is p integrable for a kind of degenerate stochastic differential equation under some conditions, which like to Hormander condition, but don't need all the coefficients of the SDE…