Related papers: Hypercontractivity for Functional Stochastic Parti…

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

For a function $f$ on the hypercube $\{0,1\}^n$ with Fourier expansion $f=\sum_{S\subseteq[n]}\hat f(S)\chi_S$, the hypercontractive inequality allows bounding norms of $T_\rho f=\sum_S\rho^{|S|} \hat f(S)\chi_S$ in terms of norms of $f$.…

In this work, we consider the two and three dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations and examine some asymptotic behaviors of its strong solution. We establish the asymptotic log-Harnack inequality for the…

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

This paper is devoted to various applications of Hardy-Sobolev type inequalities. We derive a new $L^2$ estimate for the $\bar{\partial}-$equation on ${\mathbb C}^n$ which yields a quantitative generalization of the Hartogs extension…

We present new proofs of two theorems of E.B. Davies and B. Simon about ultracontractivity property for of semigroups of operators and logarithmic Sobolev inequalities with parameter (LSIWP for short) satisfied by the generator of the…

In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

For $1<p\le q<\infty$ and $n\in\{3\cdot 2^{k},2^{k}\}$ with $k\ge 1$, we prove that the Poisson-like semigroup $(P_t)_{t\in \mathbb{R}_+}$ on $\mathbb{Z}_n$, associated with the word length $\psi_n(k)=\min(k,n-k)$, is hypercontractive from…

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

We establish Harnack inequalities for viscosity solutions of a class of degenerate fully nonlinear anisotropic elliptic equations exhibiting non-standard growth conditions. A primary example of such operators is the degenerate anisotropic…

This work is devoted to deriving the Onsager-Machlup action functional for stochastic partial differential equations with (non-Gaussian) Levy process as well as Gaussian Brownian motion. This is achieved by applying the Girsanov…