Related papers: A Sobolev space theory for the time-fractional sto…

We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

We establish a Sobolev-type inequality in Lorentz spaces for $\mathcal{L}$-superharmonic functions \[ \|u\|_{L^{\frac{nq}{n-\alpha q},t}(\mathbb{R}^n)} \leq c \left\| \frac{u(x) - u(y)}{|x-y|^{\frac{n}{q}+\alpha}}…

We present a weighted $L_{q}(L_{p})$-theory ($p,q\in(1,\infty)$) with Muckenhoupt weights for the equation $$ \partial_{t}^{\alpha}u(t,x)=\Delta u(t,x) +f(t,x), \quad t>0, x\in \mathbb{R}^d. $$ Here, $\alpha\in (0,2)$ and…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

The $L^p$-spaces, with $p \not = \infty$, form a partial algebra $(L^p(\Omega), \Gamma, \cdot)$ with pointwise multiplication of functions. The Sobolev spaces $W^{k,p}(\Omega)$, delineated by weak derivatives as subspaces of $L^p$-spaces is…

We develop a general distributional theory of fractional (an)isotropic Sobolev spaces associated with the non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$.

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

We carry on the investigation started in [2] about the regularity of weak solutions to the strongly degenerate parabolic equation \[ u_{t}-\mathrm{div}\left[(\vert Du\vert-1)_{+}^{p-1}\frac{Du}{\vert…

In this paper, we give some properties and remarks of the new fractional Sobolev spaces with variable exponents. We also study the eigenvalue problem involving the new fractional $p(\cdot)$-Laplacian.

We study the perturbed Sobolev spaces ${H^{s,p}_\alpha(\mathbb{R}^d)}$, associated with singular perturbation $\Delta_\alpha$ of Laplace operator in Euclidean space of dimensions 2 and 3. We extend the $L^2$ theory of perturbed Sobolev…

Fractional operators are widely used in mathematical models describing abnormal and nonlocal phenomena. Although there are extensive numerical methods for solving the corresponding model problems, theoretical analysis such as the regularity…

We study a generalization of the Monge--Kantorovich optimal transport problem. Given a prescribed family of time-dependent probability measures $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional…

In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…

We consider time fractional parabolic equations in both divergence and non-divergence form when the leading coefficients $a^{ij}$ are measurable functions of $(t,x_1)$ except for $a^{11}$ which is a measurable function of either $t$ or…

We characterize one-sided weighted Sobolev spaces $W^{1,p}(\mathbb{R},\omega)$, where $\omega$ is a one-sided Sawyer weight, in terms of a.e.~and weighted $L^p$ limits as $\alpha\to1^-$ of Marchaud fractional derivatives of order $\alpha$.…

In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…

We construct the existence theory for generalized fractional Bessel differential equations and find the solutions in the form of fractional or logarithmic fractional power series. We figure out the cases when the series solution is unique,…

This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $p\in (1,2]$ and…