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We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…

Probability · Mathematics 2015-03-13 Martin Hairer , Jonathan C. Mattingly

By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…

Analysis of PDEs · Mathematics 2012-01-04 Xicheng Zhang

Consider the following nonlocal integro-differential operator: for $\alpha\in(0,2)$, $$ \cL^{(\alpha)}_{\sigma,b} f(x):=\mbox{p.v.} \int_{|z|<\delta}\frac{f(x+\sigma(x)z)-f(x)}{|z|^{d+\alpha}}\dif z+b(x)\cdot\nabla f(x)+\sL f(x), $$ where…

Probability · Mathematics 2014-04-08 Xicheng Zhang

In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic operators in the form $$\mathscr K u = \mathscr A u - \partial_t u \overset{def}{=} \operatorname{tr}(Q \nabla^2 u) + <BX,\nabla u> - \partial_t u,$$…

Analysis of PDEs · Mathematics 2020-04-22 Nicola Garofalo , Giulio Tralli

In this memoir we extend the theory of global pseudo-differential operators to the setting of arbitrary sub-Riemannian structures on a compact Lie group. More precisely, given a compact Lie group $G$, and the sub-Laplacian $\mathcal{L}$…

Analysis of PDEs · Mathematics 2023-04-04 Duván Cardona , Michael Ruzhansky

We consider a class of second-order partial differential operators $\mathscr A$ of H\"ormander type, which contain as a prototypical example a well-studied operator introduced by Kolmogorov in the '30s. We analyze some properties of the…

Analysis of PDEs · Mathematics 2019-07-02 Nicola Garofalo , Giulio Tralli

We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…

Probability · Mathematics 2014-03-12 N. V. Krylov

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

Probability · Mathematics 2010-05-02 Marc Arnaudon , Anton Thalmaier

This paper studies a priori and regularity estimates of Evans-Krylov type in H\"older spaces for fully nonlinear uniformly elliptic and parabolic equations of second order when the operator fails to be concave or convex in the space of…

Analysis of PDEs · Mathematics 2023-09-19 Alessandro Goffi

We study the functional calculus associated with a hypoelliptic left-invariant differential operator $\mathcal{L}$ on a connected and simply connected nilpotent Lie group $G$ with the aid of the corresponding \emph{Rockland} operator…

Functional Analysis · Mathematics 2021-04-13 Mattia Calzi , Fulvio Ricci

This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…

Analysis of PDEs · Mathematics 2026-01-21 Yong Zhen Yang , Yong Zhou

We put together a general framework to deal with elliptic and parabolic equations associated with (nonlinear) nonlocal (fractional order) operators. Many well-known nonlocal operators enter into our framework, and in addition one may…

Analysis of PDEs · Mathematics 2026-01-27 Ralph Chill , Mahamadi Warma

We study the following system of equations $$ L_i(u_i) = H_i(u_1,\cdots,u_m) \quad \text{in} \ \ \mathbb R^n , $$ when $m\ge 1$, $u_i: \mathbb R^n \to \mathbb R$ and $H=(H_i)_{i=1}^m$ is a sequence of general nonlinearities. The nonlocal…

Analysis of PDEs · Mathematics 2019-10-01 Mostafa Fazly , Changfeng Gui

The purpose of these lectures is threefold: We first give a short survey of the Hida white noise calculus, and in this context we introduce the Hida-Malliavin derivative as a stochastic gradient with values in the Hida stochastic…

Optimization and Control · Mathematics 2019-04-09 Nacira Agram , Bernt Øksendal

We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…

Analysis of PDEs · Mathematics 2008-03-05 B. Farkas , L. Lorenzi

The aim of this note is to provide a short and self-contained proof of H\"ormander's theorem about the smoothness of transition probabilities for a diffusion under H\"ormander's "brackets condition". While both the result and the technique…

Probability · Mathematics 2011-03-11 Martin Hairer

We introduce a class of (possibly) degenerate dispersive equations with a drift. We prove that, under the H\"ormander hypoellipticity condition, the relevant Cauchy problem can be uniquely solved in the Schwartz class, and the solution…

Analysis of PDEs · Mathematics 2025-09-30 Nicola Garofalo , Alessandra Lunardi

We prove a semiclassical resolvent estimate for a broad class of non-self-adjoint, non-elliptic pseudodifferential operators in the low-lying spectral regime. The proof relies on improved ellipticity properties for the symbol of the…

Spectral Theory · Mathematics 2026-01-27 Stepan Malkov

In this paper, we prove the Malgrange-Ehrenpreis theorem for nonlocal Schr\"odinger operators $L_K+V$ with nonnegative potentials $V\in L^q_{\loc}(\BR^n)$ for $q>\f{n}{2s}$ with $0<s<1$ and $n\ge 2$; that is to say, we obtain the existence…

Classical Analysis and ODEs · Mathematics 2016-12-22 Woocheol Choi , Yong-Cheol Kim

In this paper we develop a new method based on Littlewood-Paley's decomposition and heat kernel estimates of integral form, to establish Schauder's estimate for the following degenerate nonlocal equation in $\mathbb R^{2d}$ with H\"older…

Analysis of PDEs · Mathematics 2019-03-26 Zimo Hao , Mingyan Wu , Xicheng Zhang
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