Related papers: Wong-Zakai type convergence in infinite dimensions
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in…
A Vitali-type theorem for vector lattice-valued modulars with respect to filter convergence is proved. Some applications are given to modular convergence theorems for moment operatorsin the vector lattice setting, and also for the Brownian…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…
We introduce a new type of reduction of inversive difference polynomials that is associated with a partition of the basic set of automorphisms $\sigma$ and uses a generalization of the concept of effective order of a difference polynomial.…
Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motions. The results cover the corresponding ones in the case…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
The paper is devoted to developing subdifferential theory for set-valued mappings taking values in ordered infinite-dimensional spaces. This study is motivated by applications to problems of vector and set optimization with various…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
We prove finiteness results on integral points on complements of large divisors in projective varieties over finitely generated fields of characteristic zero. To do so, we prove a function field analogue of arithmetic finiteness results of…
This paper surveys recent developments in the sampling discretization of integral and uniform norms for functions in general finite-dimensional spaces. These results generalize the classical Marcinkiewicz-Zygmund inequalities for…
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard backward SDEs and establish its well-posedness, and we show…
In this paper, we construct a linear positive operators q-parametric Szasz-Mirakjan operators generated by the q-Dunkl generalization of the exponential function. We obtain Korovkin's type approximation theorem for these operators and…
We delve deeper into the study of semimartingale attractors that we recently introduced in Allouba and Langa \cite{AL0}. In this article we focus on second order SPDEs of the Allen-Cahn type. After proving existence, uniqueness, and…
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…
We study the convergence of these operators in a weighted space of functions on a positive semi-axis and estimate the approximation by using a new type of weighted modulus of continuity and error estimation.
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…