Related papers: H\"older regularity and gradient estimates H\"olde…

We consider the system of stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $\mathbb{R}^d$. We assume that $A(x) = (a_{ij}(x))$ is diagonal and $a_{ii}(x)$ are…

We derive H\"older regularity estimates for operators associated with a time independent Schr\"odinger operator of the form $-\Delta+V$. The results are obtained by checking a certain condition on the function $T1$. Our general method…

For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…

A H"older regularity index at given points for density states of (alpha,1,beta)-superprocesses with alpha>1+beta is determined. It is shown that this index is strictly greater than the optimal index of local H"older continuity for those…

This article concerns the results obtained in [Cabr\'e, Figalli, Ros-Oton, and Serra, Acta Math. 224 (2020)], which established the H\"older regularity of stable solutions to semilinear elliptic equations in the optimal range of dimensions…

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…

We establish the local H\"older regularity of the spatial gradient of bounded weak solutions $u\colon E_T\to\R^k$ to the non-linear system of parabolic type \begin{equation*} \partial_tu-\Div\Big(…

In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in $\mathbb{R}^d$ with $\alpha \in (0,1)$: $$ \mathord{{\rm d}} X_t = (K *…

We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$…

In this paper we prove the H\"older regularity of bounded, uniformly continuous, viscosity solutions of some degenerate fully nonlinear equations in the Heisenberg group.

We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of…

This paper considers a class of nonlinear, degenerate drift- diffusion equations. We study well-posedness and regularity properties of the solutions, with the goal to achieve uniform H\"{o}lder regularity in terms of $L^p$-bound on the…

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

We introduce an intrinsic notion of Hoelder-Zygmund regularity for Colombeau generalized functions. In case of embedded distributions belonging to some Zygmund-Hoelder space this is shown to be consistent. The definition is motivated by the…