Related papers: Sobolev index: A classification of L\'evy processe…

We study Sobolev estimates for the solutions of parabolic equations acting on a vector bundle, in a complete, compact or non compact, riemannian manifold $M.$ The idea is to introduce geometric weights on $M.$ We get global Sobolev…

This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…

Let D be a bounded domain in n-dimensional Eucledian space with a smooth boundary. We indicate appropriate Sobolev spaces of negative smoothness to study the non-homogeneous Cauchy problem for an elliptic differential complex {A_i} of first…

In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical L\'evy processes in Hilbert spaces. Since cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation L\'{e}vy process with a Volterra-type kernel. This class of processes contains, for example, fractional L\'{e}vy processes as…

Let $X:=(X_1, \ldots, X_p)$ be random objects (the inputs), defined on some probability space $(\Omega,{\mathcal{F}}, \mathbb P)$ and valued in some measurable space $E=E_1\times\ldots \times E_p$. Further, let $Y:=Y = f(X_1, \ldots, X_p)$…

This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence of input variables. We present a method to overpass this…

We propose a new variational model in weighted Sobolev spaces with non-standard weights and applications to image processing. We show that these weights are, in general, not of Muckenhoupt type and therefore the classical analysis tools may…

The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski-Taylor…

We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump L\'evy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding…

This note is devoted to several inequalities deduced from a special form of the logarithmic Hardy-Littlewood-Sobolev, which is well adapted to the characterization of stationary solutions of a Keller-Segel system written in self-similar…

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

Liouville theorems for scaling invariant nonlinear elliptic systems (saying that the system does not possess nontrivial entire solutions) guarantee a priori estimates of solutions of related, more general systems. Assume that $p=2q+3>1$ is…

In this article, we study the effects of the propagation of a non-degenerate L\'evy noise through a chain of deterministic differential equations whose coefficients are H\"older continuous and satisfy a weak H\"ormander-like condition. In…

We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…

The covariant Poisson equation for Lie algebra-valued mappings defined in 3-dimensional Euclidean space is studied using functional analytic methods. Weighted covariant Sobolev spaces are defined and used to derive sufficient conditions for…

We first prove the equivalence of two definitions of Riemann-Liouville fractional integral on time scales, then by the concept of fractional derivative of Riemann-Liouville on time scales, we introduce fractional Sobolev spaces,…

We prove uniform boundedness of certain boundary representations on appropriate fractional Sobolev spaces $W^{s,p}$ with $p>1$ for arbitrary Gromov hyperbolic groups. These are closed subspaces of $L^p$ and in particular Hilbert spaces in…

For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…

We consider exit problems for general L\'evy processes, where the first passage over a threshold is detected either immediately or at an epoch of an independent homogeneous Poisson process. It is shown that the two corresponding one-sided…