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We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…
We prove stability results in hypercontractivity estimates for the Hopf--Lax semigroup in $\mathbb R^n$ and apply them to deduce stability results for the Euclidean $L^p$-logarithmic Sobolev inequality for any $p>1$. As a main tool, we use…
We establish sharp forms of Young's convolution inequality and its reverse on the discrete hypercube $\{0,1\}^d$ in the diagonal case $p=q$. As applications, we derive bounds for additive energies and sumsets. We also investigate the…
We prove the concavity of $p$-R\'enyi entropy power for positive solutions to the doubly nonlinear diffusion equations on $\mathbb{R}^n$ or compact Riemannian manifolds with nonnegative Ricci curvature. As applications, we give new proofs…
For a large class of nonlinear evolution PDEs, and more generally, of nonlinear semigroups, as well as their approximating numerical methods, two rather natural stability type convergence conditions are given, one being necessary, while the…
In this paper, we prove a new functional inequality of Hardy-Littlewood type for generalized rearrangements of functions. We then show how this inequality provides {\em quantitative} stability results of steady states to evolution systems…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
In this article, we study a nonlinear stochastic control problem perturbed by multiplicative Levy noise, where the nonlinear operator in divergence form satisfies p type growth with coercivity assumptions. By using Aldous tightness criteria…
This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measured locally in space and over a finite time interval, we show…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
This paper studies a class of impulsive neutral stochastic partial differential equations in real Hilbert spaces. The main goal here is to consider the Trotter-Kato approximations of mild solutions of such equations in the $p$th-mean…
Motivated by the equation satisfied by the extremals of certain Hardy-Sobolev type inequalities, we show sharp $L^q$ regularity for finite energy solutions of p-laplace equations involving critical exponents and possible singularity on a…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…
We prove a sharp integral inequality valid for non-negative functions defined on $[0,1]$, with given $L^1$ norm. This is in fact a generalization of the well known integral Hardy inequality. We prove it as a consequence of the respective…
We consider inequalities between $L_p$-norms of partial derivatives, $p\in [1,+\infty]$, for bivariate concave functions on a convex domain that vanish on the boundary. Can the ratio between those norms be arbitrarily large? If not, what is…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…