Related papers: H\"older regularity and gradient estimates H\"olde…
This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
Let $L:= -a(x) (-\Delta)^{\alpha/2}+ (b(x), \nabla)$, where $\alpha\in (0,2)$, and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients $a$ and $b$, we associate with the $C_\infty(\rd)$-closure…
We establish sharp geometric Holder regularity estimates for Gradient for bounded solutions of a class of fully nonlinear elliptic equations with non-homogeneous degeneracy. Such regularity estimates simplify and generalize, to some extent,…
Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…
Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…
We study a series of regularity results for solutions to a degenerate or singular fully nonlinear integro-differential equation of the form $$- \big( \sigma_{1}(|Du|) + a(x) \sigma_{2}(|Du|) \big) \mathcal{I}_{\tau}(u,x) = f(x).$$ In the…
We consider the linear, time-independent fractional Schr\"odinger equation $$ (-\Delta)^s \psi+V\psi=f. $$ We are interested in the local H\"older exponents of distributional solutions $\psi$, assuming local $L^p$ integrability of the…
By using commutator methods, we show uniform resolvent estimates and obtain globally smooth operators for self-adjoint injective homogeneous operators $H$ on graded groups, including Rockland operators, sublaplacians and many others. Left…
We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…
This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…
In this article we consider the following generalized quasi-geostrophic equation \partial_t\theta + u\cdot\nabla \theta + \nu \Lambda^\beta \theta =0, \quad u= \Lambda^\alpha \mathcal{R}^\bot\theta, \quad x\in\mathbb{R}^2, where $\nu>0$,…
We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density function. This result complements recent…
We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…
The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…
The present article studies the minimization of convex, L-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a…
Nongradient SDEs with small white noise often arise when modeling biological and ecological time-irreversible processes. If the governing SDE were gradient, the maximum likelihood transition paths, transition rates, expected exit times, and…
Let $f, g^1, \dots, g^d : \mathbb{R}^d \longrightarrow \mathbb{R}$ be H\"older continuous functions. If the H\"older exponents of these functions are less than $1$ but sufficiently large, we use the integral introduced by Z\"ust to…
The regularity of refinable functions has been investigated deeply in the past 25 years using Fourier analysis, wavelet analysis, restricted and joint spectral radii techniques. However the shift-invariance of the underlying regular setting…