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

In this paper, we first prove that the kernel of convolution operator, corresponding the composition of pseudo-differential operator and evolution system associated with the symbol depending on time, satisfies the H\"ormander's condition.…

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Using the theory of stochastic integration developed recently by the authors, in this paper we prove an It\^{o} formula for Hilbert space-valued It\^{o} processes defined with respect to a cylindrical-martingale valued measure. As part of…

The purpose of this paper is to introduce new definitions of H\"ormander classes for pseudo-differential operators over the compact group of $p$-adic integers. Our definitions possess a symbolic calculus, asymptotic expansions and…

We obtain existence and uniqueness in L^p, p>1 of the solutions of a backward stochastic differential equations (BSDEs for short) driven by a marked point process, on a bounded interval. We show that the solution of the BSDE can be…

We prove a new fixed point theorem of Schauder-type which applies to discontinuous operators in non-compact domains. In order to do so, we present a modification of a recent Schauder-type theorem due to Pouso. We apply our result to…

Boundedness properties for pseudodifferential operators with symbols in the bilinear H\"ormander classes of sufficiently negative order are proved. The results are obtained in the scale of Lebesgue spaces and, in some cases, end-point…

In this notes we reprove MacPherson's conjecture on $L^2-(n,q)$-cohomology through Demailly's formulation of H\"ormander's Estimate. This approach allows us to weaken the condition of locally semipositivity in Ruppenthal's…

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

Let H(f)(x)=\int_{(0,infty)^d} f(v) E_{x}(v) d\nu(v), be the multivariable Hankel transform, where E_{x}(v)=\prod_{k=1}^d (x_k v_k)^{-a_k+1/2} J_{a_k-1/2}(x_k v_k), d\nu(v)=v^a dv, a=(a_1,...,a_d). We give sufficient conditions on a bounded…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

In this paper, models that approximate stochastic processes from the space $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $\varphi(t)$. For processes that are decomposited in…

Bilinear pseudodifferential operators with symbols in the bilinear analog of all the H\"ormander classes are considered and the possibility of a symbolic calculus for the transposes of the operators in such classes is investigated. Precise…

Let H be a Schrodinger operator with barrier potential on the real line. We define the Besov spaces for H by developing the associated Littlewood-Paley theory. This theory depends on the decay estimates of the spectral operator in the high…

We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…

A variant of the global $T(1)$ criterion to characterize the bounded Calder\'{o}n--Zygmund operators on BMO($\mathbb{R}^d$) is proved. We apply it to the certain Calder\'on commutators.

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of…

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…