Related papers: Second order Riesz transforms on multiply-connecte…
For $2\le p<\infty$ we show the lower estimates \[ \|A^{\frac 12}x\|_p \kl c(p)\max\{\pl \|\Gamma(x,x)^{{1/2}}\|_p,\pl \|\Gamma(x^*,x^*)^{{1/2}}\|_p\} \] for the Riesz transform associated to a semigroup $(T_t)$ of completely positive maps…
We prove the boundedness on $L^p$, $1<p<\infty$, of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators include various classical operators such as second order…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion…
We use integration by parts formulas to give estimates for the $L^p$ norm of the Riesz transform. This is motivated by the representation formula for conditional expectations of functionals on the Wiener space already given in Malliavin and…
We study the second order twist corrections to a toy model of a dipole-dipole interaction in the context of a both deterministic and stochastic effects. This work is done in the high $N_C$ limit in the Bjorken picture. We show that the…
In this paper we establish $L^p$-boundedness properties for variation, oscillation and jump operators associated with Riesz transforms and Poisson semigroups related to Laguerre polynomial expansions.
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
This paper concerns the numerical valuation of swing options with discrete action times under a linear two-factor mean-reverting model with jumps. The resulting sequence of two-dimensional partial integro-differential equations (PIDEs) are…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
We develop adaptive time-stepping strategies for It\^o-type stochastic differential equations (SDEs) with jump perturbations. Our approach builds on adaptive strategies for SDEs. Adaptive methods can ensure strong convergence of nonlinear…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
The high-order numerical analysis for fractional Laplacian via the Riesz fractional derivative, under the low regularity solution, has presented significant challenges in the past decades. To fill in this gap, we design a grid mapping…
Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, T, in [Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson, Convergence in Riesz spaces with conditional…
This article concerns robustness analysis for interconnections of two dynamical systems (described by upper semicontinuous differential inclusions) using a generalized notion of derivatives associated with locally Lipschitz Lyapunov…
In this paper we study higher order Riesz transforms associated with the inverse Gaussian measure given by $\pi ^{n/2}e^{|x|^2}dx$ on $\mathbb{R}^n$. We establish $L^p(\mathbb{R}^n,e^{|x|^2}dx)$-boundedness properties and obtain…
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…
Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, $T$, in [{{\sc Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson}, {Convergence in Riesz spaces with…
Second order equations of the form $z'' + A_0 z + D z'=0$ in an abstract Hilbert space are considered. Such equations are often used as a model for transverse motions of thin beams in the presence of damping. We derive various properties of…
We establish a symmetrization procedure in a context of general orthogonal expansions associated with a second order differential operator $L$, a `Laplacian'. Combined with a unified conjugacy scheme furnished in our earlier article it…