Related papers: Martingale problems for some degenerate Kolmogorov…

We prove local boundedness, Harnack's inequality and local regularity for weak solutions of quasilinear degenerate elliptic equations in divergence form with Rough coefficients. Degeneracy is encoded by a non-negative, symmetric, measurable…

We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…

In the case of scalar conservation laws $$ u_{t} + f(u)_{x}~=~0,\qquad t\geq 0, x\in\mathbb{R}, $$ with uniformly strictly convex flux $f$, quantitative compactness estimates - in terms of Kolmogorov entropy in ${\bf L}^{1}_{loc}$ - were…

The backward uniqueness of the Kolmogorov operator $L=\sum_{i,k=1}^n\partial_{x_i}(a_{i,k}(x,t)\partial_{x_k})+\sum_{l=1}^m x_l\partial_{y_l}-\partial_t$, was proved in this paper. We obtained a weak Carleman inequality via Littlewood-Paley…

We use a suitable transform related to Sobolev inequality to investigate the sharp constants and optimizers for some Caffarelli-Kohn-Nirenberg-type inequalities which are related to the weighted $p$-Laplace equations. Moreover, we give the…

We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…

This paper is devoted to studying weighted endpoint estimates of operator-valued singular integrals. Our main results include weighted weak-type $(1,1)$ estimate of noncommutative maximal Calder\'{o}n-Zygmund operators, corresponding…

A non-homogeneous conormal derivative problem is considered for quasilinear divergence form elliptic equations modeled on the $m$-Laplacian operator. The nonlinear terms are given by Carath\'eodory functions and satisfy controlled growth…

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

Using a sharp Gagliardo-Nirenberg type inequality, well-posedness issues of the initial value problem for a fractional inhomogeneous Schrodinger equation are investigated.

We prove that a probability solution of the stationary Kolmogorov equation generated by a first order perturbation $v$ of the Ornstein--Uhlenbeck operator $L$ possesses a highly integrable density with respect to the Gaussian measure…

We establish spatial a priori estimates for the solution u to a class of dilation invariant Kolmogorov equation, where u is assumed to only have a certain amount of regularity in the diffusion's directions. The result is that u is also…

We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…

We associate backward and forward Kolmogorov equations to a class of fully nonlinear Stochastic Volterra Equations (SVEs) with convolution kernels $K$ that are singular at the origin. Working on a carefully chosen Hilbert space…

This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…

We solve the Stechkin problem about approximation of generally speaking unbounded hypersingular integral operators by bounded ones. As a part of the proof, we also solve several related and interesting on their own problems. In particular,…