Related papers: Martingale problems for some degenerate Kolmogorov…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
The present paper is concerned a class of quasi-linear elliptic degenerate equations. The degenerate operator comes from the analysis of manifolds with corner singularity. Variational methods are applied to verify the existence of infinity…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
For a general class of divergence type quasi-linear degenerate parabolic equations with differentiable structure and lower order coefficients form bounded with respect to the Laplacian we obtain $L^q$-estimates for the gradients of…
In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.
In this paper, we gave a weighted compactness theory for the generalized commutators of vecotor-valued multilinear Calder\'{o}n-Zygmund operators. This was done by establishing a weighted Fr\'{e}chet-Kolmogorov theorem, which holds for…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We introduce fractional weighted Sobolev spaces with degenerate weights. For these spaces we provide embeddings and Poincar\'e inequalities. When the order of fractional differentiability goes to $0$ or $1$, we recover the weighted Lebesgue…
We extend the local well-posedness theory for the Cauchy problem associated to a degenerated Zakharov system. The new main ingredients are the derivation of Strichartz and maximal function norm estimates for the linear solution of a…
We prove several off-diagonal and pointwise estimates for singular integral operators that extend compactly on $L^{p}(\mathbb R^{n})$.
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
The inverse problem which arises in the Camassa--Holm equation is revisited for the class of discrete densities. The method of solution relies on the use of orthogonal polynomials. The explicit formulas are obtained directly from the…
In this article, we address pointwise sparse domination for multilinear Calder\'on-Zygmund operators on upper doubling, geometrically doubling metric measure spaces. As a consequence, we have obtained sharp quantitative weighted estimates…
In this paper, we focus on the analysis of discrete versions of the Calderon problem with partial boundary data in dimension d >= 3. In particular, we establish logarithmic stability estimates for the discrete Calderon problem on an…
We prove existence, uniqueness and regularity results for mixed boundary value problems associated with fully nonlinear, possibly singular or degenerate elliptic equations. Our main result is a global H\"older estimate for solutions,…
We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…
In this paper we study the discrete coagulation--fragmentation models with growth, decay and sedimentation. We demonstrate the existence and uniqueness of classical global solutions provided the linear processes are sufficiently strong.…
For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…