Related papers: Derivative Formula and Gradient Estimates for Grus…
In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as gradient estimate for stochastic differential equations driven by $\alpha$-stable noises, where $\alpha\in(0,2)$. As an application, the strong Feller…
We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear,…
Let $\mathbb{P}$ be an algebraic number field. We provide a computational analog of the strong approximation theorem for finitely generated Zariski dense groups $H\leq \mathrm{SL}(n,\mathbb{P})$, $n$ prime. That is, we present algorithms to…
The complete group classification problem for the class of (1+1)-dimensional $r$th order general variable-coefficient Burgers-Korteweg-de Vries equations is solved for arbitrary values of $r$ greater than or equal to two. We find the…
This paper examines the coefficient problems for the class of semigroup generators, a topic in complex dynamics that has recently been studied in context of geometric function theory. Further, sharp bounds of coefficient functional such as…
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds.…
We introduce some general tools to design exact splitting methods to compute numerically semigroups generated by inhomogeneous quadratic differential operators. More precisely, we factorize these semigroups as products of semigroups that…
This paper introduces a new derivative parsing algorithm for recognition of parsing expression grammars. Derivative parsing is shown to have a polynomial worst-case time bound, an improvement on the exponential bound of the recursive…
This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes. We take the term hyperbolic to mean that the leading operator generates a…
We consider a random variable X satisfying almost-sure conditions involving G:=<DX,-DL^{-1}X> where DX is X's Malliavin derivative and L^{-1} is the inverse Ornstein-Uhlenbeck operator. A lower- (resp. upper-) bound condition on G is proved…
Let $\Gamma$ be a Zariski-dense subgroup of a reductive group $\mathbf{G}$ defined over a field $F$. Given a finite collection of finite subgroups $H_i$ ($i \in I$) of $\mathbf{G}(F)$ avoiding the center, we establish a criterion to ensure…
We put together a general framework to deal with elliptic and parabolic equations associated with (nonlinear) nonlocal (fractional order) operators. Many well-known nonlocal operators enter into our framework, and in addition one may…
The purpose of these lectures is threefold: We first give a short survey of the Hida white noise calculus, and in this context we introduce the Hida-Malliavin derivative as a stochastic gradient with values in the Hida stochastic…
We study the complexity classes P and NP through a semigroup fP ("polynomial-time functions"), consisting of all polynomially balanced polynomial-time computable partial functions. Then P is not equal to NP iff fP is a non-regular…
This paper is concerned with the following Markovian stochastic differential equation of mean-reversion type \[ dR_t= (\theta +\sigma \alpha(R_t, t))R_t dt +\sigma R_t dB_t \] with an initial value $R_0=r_0\in\mathbb{R}$, where…
Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate…
Ordinary and partial differential equation for unknown functions defined on the Cantor dyadic group are studied. We consider two types of equations: related to the Gibbs derivatives and to the fractional modified Gibbs derivatives (or…
In this paper we study backward stochastic differential equations with general terminal value and general random generator. In particular, we do not require the terminal value be given by a forward diffusion equation. The randomness of the…
In this article we prove a derived version of the Marsden-Weinstein-Meyer symplectic reduction theorem. We model the symplectic quotient as a dg-groupoid. We then construct the reduced symplectic form inside the Bott-Shulman complex of the…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…