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We prove the existence of a unique Malliavin differentiable strong solution to a stochastic differential equation on the plane with merely integrable coefficients driven by the fractional Brownian sheet with Hurst parameters less than 1/2.…

Probability · Mathematics 2025-12-16 Antoine-Marie Bogso , Olivier Menoukeu Pamen , Frank Proske

In this article, the authors establish a new characterization of the Musielak--Orlicz--Sobolev space on $\mathbb{R}^n$, which includes the classical Orlicz--Sobolev space, the weighted Sobolev space and the variable exponent Sobolev space…

Classical Analysis and ODEs · Mathematics 2018-10-08 Sibei Yang , Dachun Yang , Wen Yuan

It is known that for Banach valued functions there are several approaches to define a Sobolev class. We compare the usual definition via weak derivatives with the Reshetnyak-Sobolev space and with the Newtonian space; in particular, we…

Functional Analysis · Mathematics 2020-09-22 Nikita Evseev

The gaussian free field on the unit disk $D$ can be seen as a two-dimensional version of the Brownian bridge on the interval [0,1]. It is intrinsically associated with the Sobolev space $H_0^1 (D)$. To define the latter, we can choose any…

Probability · Mathematics 2025-01-13 Jean-Marc Derrien

We consider the Hurwitz spaces of ramified coverings of $\mathbb{P}^1$ with prescribed ramification profile over the point at infinity. By means of a particular symmetric bidifferential on a compact Riemann surface, we introduce…

Mathematical Physics · Physics 2023-12-04 Chaabane Rejeb

Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and…

Probability · Mathematics 2026-03-03 Setsuo Taniguchi

We study the problem of an appropriate choice of derivatives associated with discrete Fourier-Bessel expansions. We introduce a new so-called essential measure Fourier-Bessel setting, where the relevant derivative is simply the ordinary…

Classical Analysis and ODEs · Mathematics 2022-09-09 Bartosz Langowski , Adam Nowak

In this paper we make a survey of some recent developments of the theory of Sobolev spaces $W^{1,q}(X,\sfd,\mm)$, $1<q<\infty$, in metric measure spaces $(X,\sfd,\mm)$. In the final part of the paper we provide a new proof of the…

Analysis of PDEs · Mathematics 2012-12-18 Luigi Ambrosio , Maria Colombo , Simone Di Marino

The massless field of spin 1 is defined on the eight-dimensional configuration space; this space is a direct product of Minkowski space and of a two-dimensional complex sphere. Field equations for the spin-one field are derived from a…

Mathematical Physics · Physics 2011-08-17 V. V. Varlamov

Let $ m, n $ be integers such that $ \frac{n}{2} > m \geq 1 $ and let $ (M, g) $ be a closed $ n-$dimensional Riemannian manifold. We prove there exists some $ B \in \mathbb{R} $ depending only on $ (M, g) $, $ m $, and $ n $ such that for…

Analysis of PDEs · Mathematics 2024-09-16 Samuel Zeitler

We study nonuniform Sobolev spaces, i.e., spaces of functions whose partial derivatives lie in possibly different Lebesgue spaces. Although standard proofs do not apply, we show that nonuniform Sobolev spaces share similar properties as the…

Analysis of PDEs · Mathematics 2024-01-24 Ting Chen , Loukas Grafakos , Wenchang Sun

For a mixed stochastic differential driven by independent fractional Brownian motions and Wiener processes, the existence and integrability of the Malliavin derivative of its solution are established. It is also proved that the solution…

Probability · Mathematics 2013-09-25 Georgiy Shevchenko , Taras Shalaiko

By using Malliavin calculus and multiple Wiener-It\^o integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian…

Probability · Mathematics 2010-09-17 Franco Flandoli , Ciprian Tudor

We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…

Probability · Mathematics 2010-04-14 Giovanni Peccati , Cengbo Zheng

We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…

Probability · Mathematics 2013-09-11 Guillaume Cébron

We propose a framework for the free field construction of algebras of local observables which uses as an input the Bisognano-Wichmann relations and a representation of the Poincare' group on the one-particle Hilbert space. The abstract real…

Mathematical Physics · Physics 2011-04-06 Romeo Brunetti , Daniele Guido , Roberto Longo

A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…

Combinatorics · Mathematics 2007-05-23 Franz Lehner

We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint convergence. This result extends to the free probability setting…

Probability · Mathematics 2011-07-27 Ivan Nourdin , Giovanni Peccati , Roland Speicher

Let M be a globally Riemannian symmetric space. We prove a duality estimate between pairings of vector fields with divergence zero and and in L^1 with vector fields in a critical Sobolev space on M. As a consequence we get a sharp…

Analysis of PDEs · Mathematics 2017-07-04 Sagun Chanillo , Jean Van Schaftingen , Po-lam Yung

We establish a Wiener-type integral condition for first-order Sobolev functions defined on a complete, doubling metric measure space supporting a Poincar\'e inequality. It is stronger than the Lebesgue point property, except for a marginal…

Functional Analysis · Mathematics 2024-08-23 M. Ashraf Bhat , G. Sankara Raju Kosuru
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