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This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…
We give several functional inequalities related to the Ornstein-Uhlenbeck semigroup in the Dunkl differential-difference operators setting. As an application of these inequalities, we derive out a Sobolev-logarithmic and an…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…
In this paper we apply known techniques from semigroup theory to the Schr\"odinger problem with initial conditions. To this end, we define the regularized Schr\"odinger semigroup acting on a space-time domain and show that it is strongly…
This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…
We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at 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 studied piecewise smooth differential systems of the form $$\dot{z} = Z(z) = \dfrac{1 + \operatorname{sgn}(F)}{2}X(z) + \dfrac{1 - \operatorname{sgn}(F)}{2}Y(z),$$ where $F: \mathbb{R}^{n}\rightarrow \mathbb{R}$ is a smooth map having 0…
We present the correct space of test functions for the Ornstein-Uhlenbeck processes defined in \cite{fgn2}. Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of…
We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…
We perform an in-depth study of some domination and smoothing properties of linear operators and of their role within the theory of eventually positive operator semigroups. On the one hand we prove that, on many important function spaces,…
We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…
The paper studies generalized differentiability properties of the marginal function of parametric optimal control problems of semilinear elliptic partial differential equations. We establish upper estimates for the regular and the limiting…
The Boltzmann equation without Grad's angular cutoff assumption is believed to have regularizing effect on the solution because of the non-integrable angular singularity of the cross-section. However, even though so far this has been…
In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…
We extend the Feynman-Kac formula for Schr\"odinger type operators on vector bundles over noncompact Riemannian manifolds to possibly very singular potentials that appear in hydrogen like quantum mechanical problems and that need not be…
We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first…