Related papers: Sobolev regularity of Gaussian random fields

We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$…

Let $X$ be a separable Banach space endowed with a non-degenerate centered Gaussian measure $\mu$. The associated Cameron--Martin space is denoted by $H$. Consider two sufficiently regular convex functions $U:X\rightarrow\mathbb{R}$ and…

We classify all subsets $S$ of the projective Hilbert space with the following property: for every point $\pm s_0\in S$, the spherical projection of $S\backslash\{\pm s_0\}$ to the hyperplane orthogonal to $\pm s_0$ is isometric to…

It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random…

Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…

The covariant Poisson equation for Lie algebra-valued mappings defined in 3-dimensional Euclidean space is studied using functional analytic methods. Weighted covariant Sobolev spaces are defined and used to derive sufficient conditions for…

We characterize the trace of magnetic Sobolev spaces defined in a half-space or in a smooth bounded domain in which the magnetic field $A$ is differentiable and its exterior derivative corresponding to the magnetic field $dA$ is bounded. In…

The purpose of this paper is to provide tools for analyzing the compactness of sequences in Sobolev spaces, in particular if the sequence gets mapped onto a compact set by some nonlinear operator. Here, our focus lies on a very general…

Let $S \subset \mathbb{R}^{n}$ be a~closed set such that for some $d \in [0,n]$ and $\varepsilon > 0$ the~$d$-Hausdorff content $\mathcal{H}^{d}_{\infty}(S \cap Q(x,r)) \geq \varepsilon r^{d}$ for all cubes~$Q(x,r)$ centered in~$x \in S$…

We consider the dispersive Degasperis-Procesi equation $u_t-u_{x x t}-\mathtt{c} u_{xxx}+4 \mathtt{c} u_x-u u_{xxx}-3 u_x u_{xx}+4 u u_x=0$ with $\mathtt{c}\neq 0$. In \cite{Deg} the authors proved that this equation possesses infinitely…

The present analysis deals with the regularity of solutions of bilinear control systems of the type $x'=(A+u(t)B)x$where the state $x$ belongs to some complex infinite dimensional Hilbert space, the (possibly unbounded) linear operators $A$…

We prove a general criterion for the density in energy of suitable subalgebras of Lipschitz functions in the metric-Sobolev space $H^{1,p}(X,\mathsf{d},\mathfrak{m})$ associated with a positive and finite Borel measure $\mathfrak{m}$ in a…

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

This work contributes in two areas, with sharp results, to the current investigation of regularity of solutions of heat equations (*) $Pu+\partial_tu=f$ on $\Omega\times I $, where $P$ is a nonlocal operator, and $\Omega \subset R^n$,…

We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

We consider nonlocal equations of order larger than one with measure data and prove gradient regularity in Sobolev and H\"older spaces as well as pointwise bounds of the gradient in terms of Riesz potentials, leading to fine regularity…

It has been well known that if $\Omega$ is a bounded $C^1$-domain in $\R^n,\ n \ge 2$, then for every Radon measure $f$ on $\Omega$ with finite total variation, there exists a unique weak solution $u\in W_0^{1,1}(\Omega )$ of the Poisson…

We propose a method for describing stationary Markov processes on the class of ultrametric spaces $\mathbb{U}$ isometrically embeddable in the field $\mathbb{Q}_{p}$ of $p$-adic numbers. This method is capable of reducing the study of such…