Related papers: H\"ormander's theorem for stochastic partial diffe…
In this paper we consider the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups with time-dependent H\"older propagation speeds. The examples are the time-dependent wave equation for the sub-Laplacian…
We extend the theoretical results for any FOU(p) processes for the case in which the Hurst parameter is less than 1/2 and we show theoretically and by simulations that under some conditions on T and the sample size n it is possible to…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We analyse stability of observability estimates for solutions to wave and Scr\" odinger equations subjected to additive perturbations. The paper generalises the recent averaged observability/control result by allowing for systems consisting…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
This paper is devoted to the homogenization of Shr\"odinger type equations with periodically oscillating coefficients of the diffusion term, and a rapidly oscillating periodic time-dependent potential. One convergence theorem is proved and…
By minimizing the difference between the left- and the right-hand sides of the many-body time-dependent Schr\"{o}dinger equation with the Slater-determinant wave-function, we derive a non-adiabatic and self-interaction free time-dependent…
We obtain new partial H\"older continuity results for solutions to divergence form elliptic systems with discontinuous coefficients, obeying $p(x)$-type nonstandard growth conditions. By an application of the method of…
In this paper we consider the classical $\bar{\partial}$-problem in the case of one complex variable both for analytic and polyanalytic data. We apply the decomposition property of polyanalytic functions in order to construct particular…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We give a new method for proving the homomorphic property of a quantum stochastic ow satisfying a quantum stochastic differential equation with unbounded coefficients, under some further hypotheses. As an application, we prove a Trotter…
We investigate the global hypoellipticity of a class of overdetermined systems with coefficients depending both on time and space variables in the setting of time-periodic Gelfand-Shilov spaces. Our main result provides necessary and…
This paper is devoted to the study of the dynamical behavior of the critically dissipative quasi-geostrophic equation in $\textbf{T}^2$. We prove that this system possesses time-dependent periodic solutions, bifurcating from a smooth steady…
The aim of this note is to provide a short and self-contained proof of H\"ormander's theorem about the smoothness of transition probabilities for a diffusion under H\"ormander's "brackets condition". While both the result and the technique…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
We investigate microlocal properties of partial differential operators with generalized functions as coefficients. The main result is an extension of a corresponding (microlocalized) distribution theoretic result on operators with smooth…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…