Related papers: H\"ormander-Type Theorem for It\^o Processes and R…

In this paper, we prove a version of the typed B\"ohm theorem on the linear lambda calculus, which says, for any given types A and B, when two different closed terms s1 and s2 of A and any closed terms u1 and u2 of B are given, there is a…

We propose a conjecture, similar to Skolem's conjecture, on a Hasse-type principle for exponential diophantine equations. We prove that in a sense the principle is valid for "almost all" equations. Based upon this we propose a general…

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

This dissertation concerns the pseudo-differential operators of type 1,1. These have been known especially since around 1980, when it was shown that they play an important role in the treatment of fully non-linear partial differential…

Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…

For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…

In this article, we build upon the work of Soner, Touzi and Zhang [Probab. Theory Related Fields 153 (2012) 149-190] to define a notion of a second order backward stochastic differential equation reflected on a lower c\`adl\`ag obstacle. We…

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

The article deals with gradient-like iterative methods for solving nonlinear operator equations on Hilbert and Banach spaces. The authors formulate a general principle of studying such methods. This principle allows to formulate simple…

This article is devoted to study the class of backward stochastic differential equation with delayed generator. We suppose the terminal value and the generator to be $L^{p}$-integrable with $p>1$. We derive a new type of estimation related…

Recently, a remarkable correspondence has been unveiled between a certain class of ordinary linear differential equations (ODE) and integrable models. In the first part of the report, we survey the results concerning the 2nd order…

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

Let $H$ be a complex Hilbert space and let ${\mathcal P}(H)$ be the associated projective space (the set of rank-one projections). Suppose that $\dim H\ge 3$. We prove the following Wigner-type theorem: if $H$ is finite-dimensional, then…

We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…

We develop a complete stationary scattering theory for Schr\"odinger operators on $\mathbb R^d$, $d\ge 2$, with $C^2$ long-range potentials. This extends former results in the literature, in particular [Is1, Is2, II, GY], which all require…

We show that hierarchies of differential Schroedinger operators for identical particles which are separating for the usual (anti-)symmetric tensor product, are necessarily linear, and offer some speculations on the source of quantum…

We establish general weighted $L^2$ inequalities for pseudodifferential operators associated to the H\"ormander symbol classes $S^m_{\rho,\delta}$. Such inequalities allow to control these operators by fractional "non-tangential" maximal…

An optimal first-order global regularity theory, in spaces of functions defined in terms of oscillations, is established for solutions to Dirichlet problems for the $p$-Laplace equation and system, with right-hand side in divergence form.…

We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…

Herbrand's Theorem is a fundamental result in mathematical logic which provides a reduction of first-order formulas satisfied by a universal class to formulas free of existential quantifiers. In this work, a simpler and self-contained…