Related papers: H\"ormander-Type Theorem for It\^o Processes and R…
A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems in i.i.d. and non-i.i.d. situations. In particular, new tools are developed to handle…
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a…
We establish Calder\'on-type theorems for operators bounded on nonstandard end-point Lorentz spaces \begin{equation*} T\colon L^{p_0, q_0}\to L^{p_1, q_1}\quad\text{and}\quad T\colon L^{q, 1}\to L^\infty \end{equation*} and the improvement…
In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
We develop the functional It\^o/path-dependent calculus with respect to fractional Brownian motion with Hurst parameter $H> \frac{1}{2}$. Firstly, two types of integrals are studied. The first type is Stratonovich integral, and the second…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
We consider self-adjoint semigroups $T_t = \exp(-tA)$ acting on $L^2(\Omega)$ and satisfying (generalised) Gaussian estimates, where $\Omega$ is a metric measure space of homogeneous type of dimension $d$. The aim of the article is to show…
Li\'{e}nard-type nonlinear oscillators with linear and nonlinear damping terms exhibit diverse dynamical behavior in both the classical and quantum regimes. In this paper, we consider examples of various one-dimensional Li\'{e}nard type-I…
Formally second-order correct, mathematical descriptions of long-crested water waves propagating mainly in one direction are derived. These equations are analogous to the first-order approximations of KdV- or BBM-type. The advantage of…
In this paper, a new calculus on sequences is defined. Also, the $\lambda$-derivative and the $\lambda$-integration are investigated. The fundamental theorem of $\lambda$-calculus is included. A suitable function basis for the…
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short) in probability spaces with general filtration from the perspective of transposition solutions of BSDEs. As…
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…
In this paper, we derive a new proof on some sharp double integral inequalities of the Hermite-Hadamard type. Our approach is mainly based on well-known Taylor's theorem with the integral remainder.
In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then…
In this paper we give an extension of the Birkhoff--Lewis theorem to some semilinear PDEs. Accordingly we prove existence of infinitely many periodic orbits with large period accumulating at the origin. Such periodic orbits bifurcate from…
It is studied that pointwise estimates and continuities on Hardy spaces of pseudo-differential operators (PDOs for short) with the symbol in general H\"{o}rmander's classes. We get weighted weak-type $(1,1)$ estimate, weighted normal…
The purpose of this note is to propose a new approach for the probabilistic interpretation of Hamilton-Jacobi-Bellman equations associated with stochastic recursive optimal control problems, utilizing the representation theorem for…
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…
In this paper, we introduce a specific kind of doubly reflected Backward Stochastic Differential Equations (in short DRBSDEs), defined on probability spaces equipped with general filtration that is essentially non quasi-left continuous,…