Related papers: Backward Stochastic Evolution Inclusions in UMD Ba…

This paper is devoted to a general solvability of multi-dimensional non-Markovian backward stochastic differential equations (BSDEs) with interactively quadratic generators. Some general structures of the generator $g$ are posed for both…

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

We prove $L^p$-bounds for the bilinear Hilbert transform acting on functions valued in intermediate UMD spaces. Such bounds were previously unknown for UMD spaces that are not Banach lattices. Our proof relies on bounds on embeddings from…

In this paper, we consider a class of backward doubly stochastic differential equations (BDSDE for short) with general terminal value and general random generator. Those BDSDEs do not involve any forward diffusion processes. By using the…

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random measure. We establish the existence and uniqueness of a…

We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{c}}s, Hairer; EJP 2019]. We provide $\mathcal{L}^p(\Omega)$-integrable a priori bounds for the solution and its linearization in case the…

Let $(E, \| \cdot\|)$ be a Banach space such that, for some $q\geq 2$, the function $x\mapsto \|x\|^q$ is of $C^2$ class and its first and second Fr\'{e}chet derivatives are bounded by some constant multiples of $(q-1)$-th power of the norm…

We give a unified proof of the Yamada-Watanabe-Engelbert theorem for various notions of solutions for SPDEs in Banach spaces with cylindrical Wiener noise. We use Kurtz' generalization of the theorems of Yamada, Watanabe and Engelbert. In…

This paper investigate a class of multi-dimensional backward stochastic differential equations (BSDEs) with singualr generators exhibiting diagonally quadratic growth and unbounded terminal conditions, thereby extending results in the…

We study the asymptotics of strongly continuous operator semigroups defined on locally convex spaces in order to develop a stability theory for solutions of evolution equations beyond Banach spaces. In the classical case, there is only…

Let $\cal M$ be a semi-finite von Neumann algebra equipped with a distinguished faithful, normal, semi-finite trace $\tau$. We introduce the notion of equi-integrability in non-commutative spaces and show that if a rearrangement invariant…

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

We introduce new weighted $L^p$-type spaces defined in terms of weight function matrices and characterize the inclusion relations in terms of the defining matrices. Moreover, we provide a detailed study concerning the coincidence with the…

Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…

In this paper we study by probabilistic techniques the convergence of the value function for a two-scale, infinite-dimensional, stochastic controlled system as the ratio between the two evolution speeds diverges. The value function is…

We prove that the collection $\mathcal M_{-\infty}$ of backward bounded solutions for a semilinear evolution equation is the graph of an upper hemicontinuous set-valued function from the low Fourier modes to the higher Fourier modes, which…

For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. However, for backward stochastic Volterra integral equations…

In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…