Related papers: A weighted identity for stochastic partial differe…
In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…
In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…
In this paper we study weighted Hardy-Sobolev spaces of vector valued functions analytic on double-napped cones of the complex plane. We introduce these spaces as a tool for complex scaling of linear ordinary differential equations with…
We propose a novel approach for performing dynamical system identification, based upon the comparison of simulated and observed physical invariant measures. While standard methods adopt a Lagrangian perspective by directly treating…
We consider the problem of learning Stochastic Differential Equations of the form $dX_t = f(X_t)dt+\sigma(X_t)dW_t $ from one sample trajectory. This problem is more challenging than learning deterministic dynamical systems because one…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
We establish sharp two-sided weighted bounds on the fundamental solution to the fractional Schr\"{o}dinger operator using the method of desingularizing weights.
We solve an interpolation problem in $A^p_\alpha$ involving specifying a set of (possibly not distinct) $n$ points, where the $k^{\textrm{th}}$ derivative at the $k^{\textrm{th}}$ point is up to a constant as large as possible for functions…
In this paper we study the commutators of fractional type integral operators. This operators are given by kernels of theform $$K(x,y)=k_1(x-A_1y)k_2(x-A_2y)\dots k_m(x-A_my),$$ where $A_i$ are invertibles matrices and each $k_i$ satisfies a…
Quantum systems with real energies generated by an apparently non-Hermitian Hamiltonian may re-acquire the consistent probabilistic interpretation via an ad hoc metric which specifies the set of observables in the updated Hilbert space of…
We prove quantitative, one-weight, weak-type estimates for maximal operators, singular integrals, fractional maximal operators and fractional integral operators. We consider a kind of weak-type inequality that was first studied by…
In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…
It is well-known that, in Linear Dynamics, the most studied class of linear operators is certainly that of weighted shifts, on the separable Banach spaces $c_0$ and $\ell^p$, $1 \leq p< \infty$. Over the last decades, the intensive study of…
We propose a new variational model in weighted Sobolev spaces with non-standard weights and applications to image processing. We show that these weights are, in general, not of Muckenhoupt type and therefore the classical analysis tools may…
The aim of this paper is to introduce a new formalism for the deterministic analysis associated with backward stochastic differential equations driven by general c{\`a}dl{\`a}g martingales. When the martingale is a standard Brownian motion,…
In this paper, we study the Poisson problem involving a fractional Hardy operator and a measure source. The complex interplay between the nonlocal nature of the operator, the peculiar effect of the singular potential and the measure source…
The q-weighted CUSUM and their corresponding estimator are well known statistics for change-point detection and estimation. They have the difficulty that the performance is highly dependent on the location of the change. An adaptive…
The aim of these notes is to describe some recent results concerning dispersive estimates for principally normal pseudodifferential operators. The main motivation for this comes from unique continuation problems. Such estimates can be used…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…