Related papers: Set-valued functions of bounded generalized variat…
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifunctions for which we obtain measurable selection results.…
In this paper we study a new family of sinc--like functions, defined on an interval of finite width. These functions, which we call ``little sinc'', are orthogonal and share many of the properties of the sinc functions. We show that the…
By using Malliavin calculus, Bismut derivative formulae are established for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As applications, Harnack type inequalities and strong Feller…
Weighted power variations of fractional Brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic differential equations (SDEs) driven by B. The limit of the…
We introduce a formal integral on the system of varieties mapping properly and birationally to a given one, with value in an associated Chow group. Applications include comparisons of Chern numbers of birational varieties, new birational…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
We revisit the properties of Bessel-Riesz operators and refine the proof of the boundedness of these operators on generalized Morrey spaces using Young's inequality. We also obtain an estimate for the norm of these operators on generalized…
We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random times and random (additive) functionals. We provide some new…
The present paper deals with the perturbation analysis of set-valued inclusion problems, a problem format whose relevance has recently emerged in such contexts as robust and vector optimization as well as in vector equilibrium theory. The…
In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
Let $B$ be a bi-fractional Brownian motion with indices $H\in (0,1),K\in (0,1]$, $2HK=1$ and let ${\mathscr L}(x,t)$ be its local time process. We construct a Banach space ${\mathscr H}$ of measurable functions such that the quadratic…
We study a class of non-local functionals that was introduced by Brezis-Seeger-Van Schaftingen-Yung (2022), and can be used to characterize functions of bounded variation. We give a new lower bound for the liminf of these functionals,…
We characterize Young measures generated by gradients of bi-Lipschitz orientation-preserving maps in the plane. This question is motivated by variational problems in nonlinear elasticity where the orientation preservation and injectivity of…
We show that several general classes of stochastic processes satisfy a functional co-monotony principle, including processes with independent increments, Brownian diffusions, Liouville processes. As a first application, we recover some…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form,…
Derived from the results in [Giang et al.: \emph{Convolutions for the Fourier transforms with geometric variables and applications}, Math. Nachr. 283(12) (2010), 1758--1770], in this paper, we devoted to studying the boundedness properties…
The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…