Related papers: Logarithmic Harnack inequalities for transition se…
Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u}d\mu(u), \;\; 0\leq t\leq 1{equation} A different…
In this paper, we present a unified method for deriving differential Harnack inequalities for positive solutions of the semilinear parabolic equation \begin{equation*} \partial_t u=\Delta_V u+H(u) \end{equation*} on complete Riemannian…
In this article we apply a recently established transference principle in order to obtain the boundedness of certain functional calculi for semigroup generators. In particular, it is proved that if $-A$ generates a $C_0$-semigroup on a…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
We consider a family of self-adjoint Ornstein--Uhlenbeck operators $L_{\alpha} $ in an infinite dimensional Hilbert space H having the same gaussian invariant measure $\mu$ for all $\alpha \in [0,1]$. We study the Dirichlet problem for the…
By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…
Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…
We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…
We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…
A general quantum constraint of the form $C= - \partial_T^2 \otimes B - I\otimes H$ (realized in particular in Loop Quantum Cosmology models) is studied. Group Averaging is applied to define the Hilbert space of solutions and the relational…
The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential…
The construction, in [AJN], of a pseudodifferential calculus analogous to the Weyl calculus, in an infinite dimensional setting, required the introduction of convenient classes of symbols. In this article, we proceed with the study of these…
We consider second order linear degenerate-elliptic operators which are elliptic with respect to horizontal directions generating a stratified algebra of H-type. Extending a result by Guti\'errez and Tournier for the Heisenberg group, we…
We develop an algorithm that computes strongly continuous semigroups on infinite-dimensional Hilbert spaces with explicit error control. Given a generator $A$, a time $t>0$, an arbitrary initial vector $u_0$ and an error tolerance…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
In this paper we obtain logarithmic Hardy and Rellich inequalities on general Lie groups. In the case of graded groups, we also show their refinements using the homogeneous Sobolev norms. In fact, we derive a family of weighted logarithmic…
We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,$$ where $A(t):V\to V'$ is a nonlinear, monotone, coercive…
The semigroup of weighted composition operators $(W_n)_{n\in \mathbb{N}}$, defined by $$W_nf(z)=(1+z+\cdots +z^n)f(z^n),$$ acts on the classical Hardy-Hilbert space $H^{2}(\mathbb{D})$, and exhibits intriguing connections with both the…
This paper is concerned with semilinear equations in divergence form \[ \diver(A(x)Du) = f(u) \] where $f :\R \to [0,\infty)$ is nondecreasing. We prove a sharp Harnack type inequality for nonnegative solutions which is closely connected to…