Related papers: Path-dependent SDEs in Hilbert spaces
We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniqueness. The corresponding solutions are expected to be…
In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…
By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence,…
We are concerned with bilinear estimates and uniqueness of mild solutions for the Navier-Stokes equations in critical spaces. For that, we construct general settings in which estimates for the bilinear term of the mild formulation hold true…
In this paper we begin the study of some important Banach spaces of slice hyperholomorphic functions, namely the Bloch, Besov and weighted Bergman spaces, and we also consider the Dirichlet space, which is a Hilbert space. The importance of…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
In this paper Hilbert spaces are characterized among Banach spaces in terms of transitivity with respect to nicely behaved subgroups of the isometry group. For example, the following result is typical here: If X is a real Banach space…
We develop a Hilbert space framework for a number of general multi-scale problems from dynamics. The aim is to identify a spectral theory for a class of systems based on iterations of a non-invertible endomorphism. We are motivated by the…
Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…
We consider non-negative solutions to some infinite-dimensional SDEs on $\mathbb{Z}^d$ with H\"older continuous noise coefficients. We prove that if the H\"older exponent is less than $1/2$, solutions are compactly supported for almost all…
Let $E$, $F$ be separable Hilbert spaces, and assume that $E$ is infinite-dimensional. We show that for every continuous mapping $f:E\to F$ and every continuous function $\varepsilon: E\to (0, \infty)$ there exists a $C^{\infty}$ mapping…
This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…
For the class of systems of PDEs, for which infinitesimal translations (with respect to some (in)dependent variables) possess specific finite-dimensional invariant subspaces of the space of generalized symmetries of the system considered.…
This paper is devoted to study discrete and continuous bases for spaces supporting representations of SO(3) and SO(3,2) where the spherical harmonics are involved. We show how discrete and continuous bases coexist on appropriate choices of…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…
This paper is a follow-up contribution to our work [20] where we discussed some invariant subspace results for contractions on Hilbert spaces. Here we extend the results of [20] to the context of n-tuples of bounded linear operators on…
The present paper deals with existence and uniqueness of global mild solutions for the 2D Navier-Stokes equations with impulses. Using the framework of nonautonomous dynamical systems, we extend previous results considering the 2D…
We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…
This paper, the second of a series, deals with the function space of all smooth K\"ahler metrics in any given closed complex manifold $M$ in a fixed cohomology class. The previous result of the second author \cite{chen991} showed that the…