Related papers: Sobolev-Wigner spaces
We investigate the 1D Riemann-Liouville fractional derivative focusing on the connections with fractional Sobolev spaces, the space $BV$ of functions of bounded variation, whose derivatives are not functions but measures and the space…
We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space $D^{1,2}$ of random variables with a square-integrable Malliavin derivative, we let $Gamma_{F,G}=$ where $D$ is the Malliavin…
In this paper we provide new conditions for the Malliavin differentiability of solutions of Lipschitz or quadratic BSDEs. Our results rely on the interpretation of the Malliavin derivative as a G{\^a}teaux derivative in the directions of…
We develop a theory of BV and Sobolev Spaces via integration by parts formula in abstract metric spaces; the role of vector fields is played by Weaver's metric derivations. The definition hereby given is shown to be equivalent to many…
We investigate the problem of the equivalence of $L^q$-Sobolev norms in Malliavin spaces for $q\in [1,\infty)$, focusing on the graph norm of the $k$-th Malliavin derivative operator and the full Sobolev norm involving all derivatives up to…
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…
The Weyl-Wigner-Moyal formalism for quantum particle with discrete internal degrees of freedom is developed. A one to one correspondence between operators in the Hilbert space $L^{2}(\mathbb{R}^{3})\otimes{\mathcal{H}}^{(s+1)}$ and…
In this paper, we provide a strong formulation of the stochastic G{\^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal…
Wiener spaces are in many ways the decisive setting for fundamental results on Gaussian measures: large deviations (Schilder), quasi-invariance (Cameron--Martin), differential calculus (Malliavin), support description (Stroock--Varadhan),…
We consider versions of Malliavin calculus on path spaces of compact manifolds with diffusion measures, defining Gross-Sobolev spaces of differentiable functions and proving their intertwining with solution maps, I, of certain stochastic…
We continue the study of Carleman-Sobolev classes from previous joint work with G. Behm. We consider spaces denoted by $W_\mathcal{M}^p$, defined as abstract completions of sets of smooth functions with respect to a weighted…
We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a Burkholder type inequality in a dual norm. The theory we…
Compactness is one of the most versatile tools in the analysis of nonlinear PDEs and systems. Usually, compactness is established by means of some embedding theorem between functional spaces. Such theorems, in turn, rely on appropriate…
Taking inspiration from a recent paper by Bergounioux, Leaci, Nardi and Tomarelli we study the Riemann-Liouville fractional Sobolev space $W^{s, p}_{RL, a+}(I)$, for $I = (a, b)$ for some $a, b \in \mathbb{R}, a < b$, $s \in (0, 1)$ and $p…
We construct fractional Sobolev spaces on arbitrary time scales, both in one dimension and on product time scales. In 1D, we define $W^{\alpha(\cdot),p}_{\mathrm{rd}}(\mathcal I)$ through a variable-order Gagliardo-type seminorm and prove…
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…
Recently Gigli developed a Sobolev calculus on non-smooth spaces using module theory. In this paper it is shown that his theory fits nicely into the theory of differentiability spaces initiated by Cheeger, Keith and others. A relaxation…
Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function \xi on Wiener space into G via the stochastic version of Cartan's rolling map. It is shown here that, for any smooth function…
An apparently new concept of maximal mean difference quotient is defined for functions in the Lebesgue space $L_{loc}(R^n)$. Our definitions are meaningful for vector valued functions on general measure metric spaces as well and seem to…