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

We develop a wide general theory of bilinear bi-parameter singular integrals $T$. First, we prove a dyadic representation theorem starting from $T1$ assumptions and apply it to show many estimates, including $L^p \times L^q \to L^r$…

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…

We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit…

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…

This paper develops some deeper consequences of an extended definition, proposed previously by the author, of pseudo-differential operators that are of type $1,1$ in H\"ormander's sense. Thus, it contributes to the long-standing problem of…

Using properties of backward stochastic differential equations we give new proofs of some well known results on BMO martingales and improve some estimates of BMO norms.

In the present paper we introduce old and new results related to St\"ormer theorem about Pell equations. Moreover we give four types of applications of these results.

In this paper we present a unified approach to establish gradient type formulas and Bismut type formulas for backward stochastic differential equations (BSDEs). This approach relies on a mix of derivative formulas with respect to the…

We introduce a class of (possibly) degenerate dispersive equations with a drift. We prove that, under the H\"ormander hypoellipticity condition, the relevant Cauchy problem can be uniquely solved in the Schwartz class, and the solution…

We deal with backward stochastic differential equations with time delayed generators. In this new type of equations, a generator at time t can depend on the values of a solution in the past, weighted with a time delay function for instance…

A fundamental result in pseudodifferential theory is the Calder\'on-Vaillancourt theorem, which states that a pseudodifferential operator defined from a H\"ormander symbol of order $0$ defines a bounded operator on $L^2(\mathbb{R}^d)$. In…

Commutators of bilinear pseudodifferential operators with symbols in the H\"ormander class BS_{1, 0}^1 and multiplication by Lipschitz functions are shown to be bilinear Calder\'on-Zygmund operators. A connection with a notion of…

We prove well-posedness results for backward stochastic differential equations (BSDEs) and reflected BSDEs with an optional obstacle process in the case of appropriately weighted $\mathbb{L}^2$-data when the generator is integrated with…

Sturm oscillation theorem for second order differential equations was generalized to systems and higher order equations with positive leading coefficient by several authors. What we propose here is a Sturm oscillation theorem for systems of…

In this paper, we explore a specific class of bi-parameter pseudo-differential operators characterized by symbols $\sigma(x_1,x_2,\xi_1,\xi_2)$ falling within the product-type H\"ormander {class} $\mathbf{S}^m_{\rho, \delta}$. This…

The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…

The Hodge-de Rham Theorem is introduced and discussed. This result has implications for the general study of several partial differential equations. Some propositions which have applications to the proof of this theorem are used to study…

We prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's…

We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…

We study the relation between certain non-degenerate lower Hessenberg infinite matrices $\mathcal{G}$ and the existence of sequences of orthogonal polynomials with respect to Sobolev inner products. In other words, we extend the well-known…