Related papers: On continuity equations in infinite dimensions wit…

We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Let $(\mathfrak{M},\rho,\mu)$ be a metric measure space satisfying a doubling condition, $p_0\in (1,\infty)$, and $T(t):L^{p_0}(\mathfrak{M},\mu)\rightarrow L^{p_0}(\mathfrak{M},\mu)$, $t\geq 0$, a strongly continuous semi-group. We provide…

Let $M=S^n/ \Gamma$ and $h \in \pi_1(M)$ be a non-trivial element of finite order $p$, where the integers $n, p\geq2$ and $\Gamma$ is a finite abelian group which acts on the sphere freely and isometrically, therefore $M$ is diffeomorphic…

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

We consider a uniformly rectifiable set $\Gamma \subset \mathbb R^n$ of dimension $d<n-1$. By using degenerate elliptic operators on the complement $\Omega = \mathbb R^n \setminus \Gamma$, Guy David, Svitlana Mayboroda, and the author…

Let $\mu$ be a Borel probability measure on a compact path-connected metric space $(X, \rho)$ for which there exist constants $c,\beta>1$ such that $\mu(B) \geq c r^{\beta}$ for every open ball $B\subset X$ of radius $r>0$. For a class of…

In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a…

A D-dimensional gravitational model with a Gauss-Bonnet term and the cosmological term Lambda is considered. Assuming diagonal cosmological metrics, we find, for certain non-zero Lambda new examples of solutions with an exponential time…

We prove a complete characterization of the extremal invariant measures for half-space geometric last-passage percolation with an arbitrary boundary parameter. This is the first result of its kind for a model in the KPZ universality class…

We prove that self-similar measures on the real line are absolutely continuous for almost all parameters in the super-critical region, in particular confirming a conjecture of S-M. Ngai and Y. Wang. While recently there has been much…

Consider a sequence of linear contractions $S_{j}(x)=\varrho x+d_{j}$ and probabilities $p_{j}>0$ with $\sum p_{j}=1$. We are interested in the self-similar measure $\mu =\sum p_{j}\mu \circ S_{j}^{-1}$, of finite type. In this paper we…

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

Given a second order parabolic operator $$ Lu(t,x) :=\frac{\partial u(t,x)}{\partial t} + a^{ij}(t,x)\partial_{x_i}\partial_{x_j}u(t,x) + b^i(t,x)\partial_{x_i}u(t,x), $$ we consider the weak parabolic equation $L^{*}\mu=0$ for Borel…

We investigate the existence of densities for finite-dimensional distributions of Hermite processes of order \(q \ge 1\) and self-similarity parameter \(H\in(\frac12,1)\). Whereas the Gaussian case \(q=1\) (fractional Brownian motion) is…

The duality $L^{\infty}\simeq (L^{1})'$ frequently breaks down in the presence of model uncertainty, where a single reference measure $P$ is replaced by a non-dominated family of probability measures $\mathcal{P}$. The unavailability of…

This paper relates to the Fourier decay properties of images of self-similar measures $\mu$ on $\mathbb{R}^k$ under nonlinear smooth maps $f \colon \mathbb{R}^k \to \mathbb{R}$. For example, we prove that if the linear parts of the…

The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators arising in image processing and inverse problems. In this…

We show that Lipschitz solutions $u$ of $\mathrm{div}\, G(\nabla u)=0$ in $B_1\subset\mathbb R^2$ are $C^1$, for strictly monotone vector fields $G\in C^0(\mathbb R^2;\mathbb R^2)$ satisfying a mild ellipticity condition. If $G=\nabla F$…

Following the thread of R. Gastmans, S. L. Wu and T. T. Wu, the calculation in the unitary gauge for the $H \to \gamma \gamma$ process via one W loop is repeated, but without the specific choice of the independent loop momentum for the…