Related papers: Sobolev regularity of Gaussian random fields

The generalized (or coupled) Abel equations on the bounded interval have been well investigated in H$\ddot{\text{o}}$lderian spaces that admit integrable singularities at the endpoints and relatively inadequate in other functional spaces.…

We consider a family of gradient Gaussian vector fields on $\Z^d$, where the covariance operator is not translation invariant. A uniform finite range decomposition of the corresponding covariance operators is proven, i.e., the covariance…

We consider Gaussian measures $\mu, \tilde{\mu}$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2\beta}$ resp. $\tilde{A}^{-2\tilde{\beta}}$, and derive necessary and sufficient conditions on $A, \tilde{A}$…

For each $p>1$ and each positive integer $m$ we use divided differences to give intrinsic characterizations of the restriction of the Sobolev space $W^m_p(R)$ to an arbitrary closed subset of the real line.

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…

In [9], the celebrated K{\L}-inequality has been extended from definable functions $f:\mathbb{R}^{n}\rightarrow\mathbb{R} $ to definable multivalued maps $S:\mathbb{R}\rightrightarrows\mathbb{R}^{n}$, by establishing that the co-derivative…

We construct and analyze conformally invariant random fields on 4-dimensional Riemannian manifolds $(M,g)$. These centered Gaussian fields $h$, called \emph{co-biharmonic Gaussian fields}, are characterized by their covariance kernels $k$…

This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…

This paper concerns the following question: given a subset $E$ of $\mathbb{R}^n$ with empty interior and an integrability parameter $1<p<\infty$, what is the maximal regularity $s\in\mathbb{R}$ for which there exists a non-zero distribution…

In this article we introduce the Gaussian Sobolev space $W^{1,2}(\mathscr O,\gamma)$, where $\mathscr O$ is an arbitrary open set of a separable Banach space $E$ endowed with a nondegenerate centered Gaussian measure $\gamma$. Moreover, we…

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…

Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to…

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

In this work, we aim to prove algebra properties for generalized Sobolev spaces $W^{s,p} \cap L^\infty$ on a Riemannian manifold, where $W^{s,p}$ is of Bessel-type $W^{s,p}:=(1+L)^{-s/m}(L^p)$ with an operator $L$ generating a heat…

The paper deals with the second order regularity properties of the weak solutions $u\in W^{1,\phi}(\Omega, \real^n)$ } of systems of the form \begin{equation*}\label{equareg} -\dive A(x,\E u)=f, \end{equation*} in a bounded domain…

Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…

We study a general class of parabolic equations $$ u_t-|Du|^\gamma\big(\Delta u+(p-2) \Delta_\infty^N u\big)=0, $$ which can be highly degenerate or singular. This class contains as special cases the standard parabolic $p$-Laplace equation…

We establish spatial a priori estimates for the solution u to a class of dilation invariant Kolmogorov equation, where u is assumed to only have a certain amount of regularity in the diffusion's directions. The result is that u is also…

We consider the spaces $L^p(X,\nu;V)$, where $X$ is a separable Banach space, $\mu$ is a centred non-degenerate Gaussian measure, $\nu:=Ke^{-U}\mu$ with normalizing factor $K$ and $V$ is a separable Hilbert space. In this paper we prove a…