Related papers: H\"ormander-Type Theorem for It\^o Processes and R…
Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SPDEs are established. Representation of functionals of Ito…
We establish H\"ormander-type $L^2$-estimates for the $\overline{\partial}$-operators that hold uniformly for all nontrivial flat holomorphic line bundles on compact K\"ahler manifolds. Our result can be regarded as a…
This article introduces a certain class of stochastic processes, which we suggest to call mild Ito processes, and a new - somehow mild - Ito type formula for such processes. Examples of mild Ito processes are mild solutions of SPDEs and…
A set of two-parameter bi-orthogonal eigen-spinors has been constructed from a deformed pseudo- Hermitian extension of Pauli Hamiltonian and its Hermitian conjugate. The Hamiltonians thus obtained are iso-spectral to the original Pauli…
We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…
The classical Szeg\H{o}-Verblunsky theorem relates integrability of the logarithm of the absolutely continuous part of a probability measure on the circle to square summability of the sequence of recurrence coefficients for the orthogonal…
A well-known It\^o formula for finite dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is revised. The revised formula, which corresponds to the…
In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…
We study the regularity properties of a general second order H\"ormander operator with Dini continous coefficients $a_{ij}$. Precisely if $X_0, X_1,\cdots X_m$ are smooth self adjoint vector fields satisfying the H\"ormander condition, we…
Cram\'er type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used methods in statistics. In this paper, we develop a new…
We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…
We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of the proof are…
By H\"ormander's $L^2$-m\'ethode, we study some operators in the Hilbert space of weight $L^2(\mathbb{C}, \mathrm{e}^{-|z|^2})$. We prove in each case of operator the existence of its inverse which is also a bounded operator.
Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…
The goal of this paper is to solve backward doubly stochastic differential equation (BDSDE, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus…
We develop an obstruction theory for Hirsch extensions of cbba's with twisted coefficients. This leads to a variety of applications, including a structural theorem for minimal cbba's, a construction of relative minimal models with twisted…
The article proves an assertion analogous to the Littlewood-Paley theorem for the orthoprojectors onto wavelet subspaces corresponding to the multidimensional multiresolution analysis generated as tensor product of smooth finite scaling…
In this article, we construct a representation formula for stochastic B-series evaluated in a B-series. This formula is used to give for the first time the order conditions of implicit Taylor methods in terms of rooted trees. Finally, as an…
For a limited range of indices $p$, we obtain $L^p(\mathbb{R}^n)$ boundedness for singular integral operators whose kernels satisfy a condition weaker than the typical H\"ormander smoothness estimate. These operators are assumed to be…
We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…