Related papers: Path-dependent SDEs in Hilbert spaces

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

We close an unexpected gap in the literature of stochastic differential equations (SDEs) with drifts of super linear growth (and random coefficients), namely, we prove Malliavin and Parametric Differentiability of such SDEs. The former is…

We prove existence of wide types in a continuous theory expanding a Banach space, and density of minimal wide types among stable types in such a theory. We show that every minimal wide stable type is "generically" isometric to an l_2 space.…

In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.

In this paper, we prove strict Frechet differentiability of the metric projection operator onto closed balls in Hilbert spaces, and we find exact expressions for Frechet derivatives. Since Frechet differentiability implies Gateaux…

We study the uniqueness in the path-by-path sense (i.e. $\omega$-by-$\omega$) of solutions to stochastic differential equations with additive noise and non-Lipschitz autonomous drift. The notion of path-by-path solution involves considering…

We present an approach to defining Hilbert spaces of functions depending on infinitely many variables or parameters, with emphasis on a weighted tensor product construction based on stable space splittings, The construction has been used in…

The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…

This note has two objectives. The first objective is show that, even if a separable Banach space does not have a Schauder basis (S-basis), there always exists Hilbert spaces $\mcH_1$ and $\mcH_2$, such that $\mcH_1$ is a continuous dense…

In this work, we consider time-fractional Navier-Stokes equations (NSE) with the external forces involving finite delay. Equations are considered on a bounded domain in 3-D space having sufficiently smooth boundary. We transform the system…

Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on the associated {\it solution manifold} in the Banach space $C^1_n=C^1([-h,0],\mathbb{R}^n)$. For a…

Sufficient and necessary conditions are presented for the comparison theorem of path dependent $G$-SDEs. Different from the corresponding study in path independent $G$-SDEs, a probability method is applied to prove these results. Moreover,…

We present an abstract framework for treating the theory of well-posedness of solutions to abstract parabolic partial differential equations on evolving Hilbert spaces. This theory is applicable to variational formulations of PDEs on…

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…

Associated with every separable Hilbert space $\mathcal{H}$ and a given localized frame, there exists a natural test function Banach space $\mathcal{H}^1$ and a Banach distribution space $\mathcal{H}^{\infty}$ so that $\mathcal{H}^1 \subset…

We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by L\'evy noise. We first discuss in details the finite dimensional case with a linear, resp. non…

We investigate the Hilbert scheme of points on curves with n-fold singularities, that is curves that look locally around their singular points as the axis in an affine space. We describe the structure and number of its irreducible…

The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…

In this paper, we are concerned with studying the existence of invariant complex manifolds of two-dimensional holomorphic systems. From the geometric singular perturbation theory we know that if a slow-fast system has associated a normally…