Related papers: Stochastic maximal $L^p(L^q)$-regularity for secon…

Maximal regularity for the Stokes operator plays a crucial role in the theory of the non-stationary Navier--Stokes equations. In this paper, we consider the finite element semi-discretization of the non-stationary Stokes problem and…

We obtain the existence, uniqueness, and regularity estimates of the following Cauchy problem \begin{equation}\label{ab eqn} \begin{cases} \partial_t u(t,x)=\psi(t,-i\nabla)u(t,x)+f(t,x),\quad &(t,x)\in(0,T)\times\mathbb{R}^d,\\…

We develop dual approaches for continuous-time stochastic control problems, enabling the computation of robust dual bounds in high-dimensional state and control spaces. Building on the dual formulation proposed in [L. C. G. Rogers, SIAM…

We establish up to the boundary regularity estimates in weighted $L^{p}$ spaces with Muckenhoupt weights $A_{p}$ for weak solutions to the Hodge systems \begin{align*} d^{\ast}\left(Ad\omega\right) +…

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space. By using thinned data obtained from the high frequency…

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

We prove existence and up to the boundary regularity estimates in $L^{p}$ and H\"{o}lder spaces for weak solutions of the linear system $$ \delta \left( A d\omega \right) + B^{T}d\delta \left( B\omega \right) = \lambda B\omega + f \text{ in…

We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two…

Extending the methods developed in the author's previous paper and using adapted coordinate systems in two variables, an L^p boundedness theorem is proven for maximal operators over hypersurfaces in R^3 when p > 2. When the best possible p…

We study the $L^p$ mapping properties of the strong spherical maximal function, which is a multiparameter generalisation of Stein's spherical maximal function. We show that this operator is bounded on $L^p$ for $p > 2$ in all dimensions $n…

We consider a non-stationary sequential stochastic optimization problem, in which the underlying cost functions change over time under a variation budget constraint. We propose an $L_{p,q}$-variation functional to quantify the change, which…

We study elliptic and parabolic problems governed by the singular elliptic operators \begin{align*} \mathcal L=y^{\alpha_1}\mbox{Tr }\left(QD^2_xu\right)+2y^{\frac{\alpha_1+\alpha_2}{2}}q\cdot \nabla_xD_y+\gamma y^{\alpha_2}…

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…

The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

We establish sharp higher-order H\"older regularity estimates up to the boundary for solutions to equations of the form $\partial_t u-Lu=f(t,x)$ in $I\times\Omega$ where $I\subset\mathbb{R}$, $\Omega\subset\mathbb{R}^n$ and $f$ is H\"older…

We establish functional analytic properties of the Stokes operator with bounded measurable coefficients on $L^p_{\sigma} (\mathbb{R}^d)$, $d \geq 2$, for $\lvert 1 / p - 1 / 2 \rvert < 1 / d$. These include optimal resolvent bounds and the…