Related papers: G-Expectation Weighted Sobolev Spaces, Backward SD…

In the setting of the Euclidean space equipped with an arbitrary Radon measure, we prove the equivalence between several notions of function of bounded variation present in the literature. We also study the relation between various…

This paper presents three new families of fractional Sobolev spaces and their accompanying theory in one-dimension. The new construction and theory are based on a newly developed notion of weak fractional derivatives, which are natural…

Geodesic contraction in vector-valued differential equations is readily verified by linearized operators which are uniformly negative-definite in the Riemannian metric. In the infinite-dimensional setting, however, such analysis is…

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

A G-solenoid is a laminated space whose leaves are copies of a single Lie group G, and whose transversals are totally disconnected sets. It inherits a G-action and can be considered as dynamical system. Free Z^d-actions on the Cantor set as…

We apply the metrical approach to Sobolev spaces, which arise in various evolution PDEs. Functions from those spaces are defined on an interval and take values in a family of Banach spaces. In this case we adapt the definition of Newtonian…

Via the new weight function $A_{\vec p}^{\theta }(\varphi )$, the authors introduce a new class of multilinear Littlewood--Paley $g_{\lambda}^{*}$ functions and establish the boundedness on weighted Lebesgue spaces. In addition, the authors…

There are known trace and extension theorems relating functions in a weighted Sobolev space in a domain U to functions in a Besov space on the boundary bU. We extend these theorems to the case where the Sobolev exponent p is less than one…

We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations…

The Riemann Mapping Theorem states existence of a conformal homeomorphism $\varphi$ of a simply connected plane domain $\Omega\subset\mathbb C$ with non-empty boundary onto the unit disc $\mathbb D\subset \mathbb C$. In the first part of…

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Let $L_{q,\mu}$, $1\leq q\leq\infty$, denotes the weighted $L_q$ space of functions on the unit ball $\Bbb B^d$ with respect to weight $(1-\|x\|_2^2)^{\mu-\frac12},\,\mu\ge 0$, and let $W_{2,\mu}^r$ be the weighted Sobolev space on $\Bbb…

In this paper, we introduce a new type of backward stochastic differential equations (BSDEs), called conditional expectation BSDEs, whose drivers depend not only on the value of the solutions but also on their conditional expectations with…

In this paper we present a new characterization of Sobolev spaces on Euclidian spaces ($\mathbb{R}^n$). Our characterizing condition is obtained via a quadratic multiscale expression which exploits the particular symmetry properties of…

In this paper, we shall study the basic absolute properties of $G$-Brownian motion, i.e., those properties which hold for q.s. $\omega$. These include the characterization of the zero set and the local maxima of the $G$-Brownian motion…

We construct a family of non-parametric (infinite-dimensional) manifolds of finite measures on $R^d$. The manifolds are modelled on a variety of weighted Sobolev spaces, including Hilbert-Sobolev spaces and mixed-norm spaces. Each supports…

In this paper we consider fractional Sobolev spaces equipped with weights being powers of the distance to the boundary of the domain. We prove the versions of Bourgain--Brezis--Mironescu and Maz'ya--Shaposhnikova asymptotic formulae for…

We consider the problem of model reduction of parametrized PDEs where the goal is to approximate any function belonging to the set of solutions at a reduced computational cost. For this, the bottom line of most strategies has so far been…

The present paper is concerned with new Besov-type space of variable smoothness. Nonlinear spline-approximation approach is used to give atomic decomposition of such space. Characterization of the trace space on hyperplane is also obtained.

We introduce a weighted Sobolev space theory for the non-local elliptic equation $$ \Delta^{\alpha/2}u=f, \quad x\in \mathcal{O}\,; \quad r_{\overline{\mathcal{O}}^c}u=g $$ as well as for the non-local parabolic equation $$…