Related papers: The $C^{0,1}$ It\^o-Ventzell formula for weak Diri…

We characterize weakly harmonic maps with respect to non-local Dirichlet forms by Markov processes and martingales. In particular, we can obtain discontinuous martingales on Riemannian manifolds from the image of symmetric stable processes…

We formulate the flow of thick fluids as evolution variational and quasi-variational inequalities, with a variable threshold on the absolute value of the deformation rate tensor. In the variational case, we show the existence and uniqueness…

We consider an abstract functional-differential equation derived from the pressure-less Euler system with variable coefficients that includes several systems of partial differential equations arising in the fluid mechanics. Using the method…

We give an infinitesimal meaning to the symbol $dX_t$ for a continuous semimartingale $X$ at an instant in time $t$. We define a vector space structure on the space of differentials at time $t$ and deduce key properties consistent with the…

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…

This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…

This is a survey note of the author's observations on the discrete-time analogues of It\^o formulas.

This paper is concerned with an elliptic system of Kirchhoff type, driven by the variable-order fractional $p(x)$-operator. With the help of the direct variational method and Ekeland variational principle, we show the existence of a weak…

In this paper, we prove the existence of $C^{1,1}$-solution to the Dirichlet problem for degenerate elliptic $k$-Hessian equations $S_{k}[u]=f$ under a condition which is weaker than the condition $f^{1/k}\in C^{1,1}(\bar\Omega)$.

We prove a rough It\^o formula for path-dependent functionals of $\alpha$-H\"older continuous paths for $\alpha\in(0,1)$. Our approach combines the sewing lemma and a Taylor approximation in terms of path-dependent derivatives.

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

We prove It{\^o}'s formula for the flow of measures associated with a jump process defined by a drift, an integral with respect to a Poisson random measure and with respect to the associated compensated Poisson random measure. We work in…

We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…

The aim of this work is to prove $C^1$ weak Palis conjecture for nonsingular flows. Weak Palis conjecture claims that a generic vector field either is Morse-Smale or exhibits horseshoes. Central model is come up with by Crovisier to obtain…

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…

We present a proof showing that the weak error of a system of $n$ interacting stochastic particles approximating the solution of the McKean-Vlasov equation is $\mathcal O(n^{-1})$. Our proof is based on the Kolmogorov backward equation for…

In this paper, the existence of positive weak solutions to a Dirichlet problem driven by the fractional $(p,q)$-Laplacian and with reaction both weakly singular and non-locally convective (i.e., depending on the distributional Riesz…

The purpose of this note is to give a complete proof of a $C^{0,\alpha}$ regularity result for the pressure for weak solutions of the two-dimensional "incompressible Euler equations" when the fluid velocity enjoys the same type of…