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Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…

Probability · Mathematics 2022-04-06 Thomas Müller-Gronbach , Sotirios Sabanis , Larisa Yaroslavtseva

We are interested in the discretization of stable driven SDEs with additive noise for $\alpha$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $\alpha$/q + d/p < $\alpha$ -- 1. We show weak existence and uniqueness as well…

Probability · Mathematics 2024-05-15 Mathis Fitoussi , Benjamin Jourdain , Stéphane Menozzi

In this paper we establish a rigidity property of holomorphic generators by using their local behavior at a boundary point $\tau$ of the open unit disk $\Delta$. Namely, if $f\in\mathrm{Hol}(\Delta,\mathbb{C})$ is the generator of a…

Complex Variables · Mathematics 2007-05-23 M. Elin , M. Levenshtein , D. Shoikhet , R. Tauraso

We construct the existence theory for generalized fractional Bessel differential equations and find the solutions in the form of fractional or logarithmic fractional power series. We figure out the cases when the series solution is unique,…

Analysis of PDEs · Mathematics 2021-12-28 Pavel B. Dubovski , Jeffrey A. Slepoi

This paper is devoted to wavelet analysis on adele ring $\bA$ and the theory of pseudo-differential operators. We develop the technique which gives the possibility to generalize finite-dimensional results of wavelet analysis to the case of…

Functional Analysis · Mathematics 2011-07-11 A. Yu. Khrennikov , A. V. Kosyak , V. M. Shelkovich

Let $s\in(0,1),$ $1<p<\frac{N}{s}$ and $\Omega\subset\mathbb{R}^N$ be an open bounded set. In this work we study the existence of solutions to problems ($E_\pm$) $Lu\pm g(u)=\mu$ and $u=0$ a.e. in $\mathbb{R}^N\setminus\Omega,$ where $g\in…

Analysis of PDEs · Mathematics 2023-07-18 Konstantinos T. Gkikas

Given a bounded domain in the Euclidean space satisfying the uniform outer cone condition, we show that a uniformly elliptic operator of second order with continuous second order coefficients generates a holomorphic semigroup on the space…

Analysis of PDEs · Mathematics 2010-10-11 Wolfgang Arendt , Reiner Schätzle

Let $\Delta$ be a 2-sphere endowed with an affine structure away from a finite set of points $P \subset \Delta$, and assume that the monodromy of the associated connection $\nabla$ on $\Delta \setminus P$ around any point from $P$ is…

Algebraic Geometry · Mathematics 2022-12-22 Dmitry Sustretov

This paper is devoted to the $L^p$ ($p>1$) solutions of one-dimensional backward stochastic differential equations (BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in $t$ and $\omega$. An…

Probability · Mathematics 2016-03-02 Yajun Liu , Depeng Li , Shengjun Fan

Let $\mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow\mathcal{X}$ be a (smooth enough) function and let $\{W(t)\}_{t\geq 0}$ be…

Probability · Mathematics 2024-04-02 D. A. Bignamini , S. Ferrari

Cipriani and Sauvageot have shown that for any $L^2$-generator $L^{(2)}$ of a tracially symmetric quantum Markov semigroup on a C*-algebra $\mathcal{A}$ there exists a densely defined derivation $\delta$ from $\mathcal{A}$ to a Hilbert…

Operator Algebras · Mathematics 2022-11-30 Matthijs Vernooij

On the Euclidean space $\mathbb R^N$ equipped with a normalized root system $R$, a multiplicity function $k\geq 0$, and the associated measure $dw(\mathbf x)=\prod_{\alpha\in R} |\langle \mathbf x,\alpha\rangle|^{k(\alpha)}d\mathbf x$ we…

Functional Analysis · Mathematics 2019-06-21 Jacek Dziubański , Agnieszka Hejna

The LULU operators, well known in the nonlinear multiresolution analysis of sequences, are extended to functions defined on continuous domain, namely, a real interval $\Omega\subseteq\mathbb{R}$. Similar to their discrete counterparts, for…

Classical Analysis and ODEs · Mathematics 2007-05-23 Roumen Anguelov

We introduce a novel class of semilinear nonlocal backward stochastic partial differential equations (BSPDE) on half-spaces driven by an infinite-dimensional c\`adl\`ag martingale. The equations exhibit a degeneracy and have no explicit…

Probability · Mathematics 2023-12-22 Ben Hambly , Philipp Jettkant

Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…

Probability · Mathematics 2021-03-09 Igor Cialenco , Hyun-Jung Kim , Gregor Pasemann

We are mainly concerned with equations of the form $-Lu=f(x,u)+\mu$, where $L$ is an operator associated with a quasi-regular possibly nonsymmetric Dirichlet form, $f$ satisfies the monotonicity condition and mild integrability conditions,…

Analysis of PDEs · Mathematics 2016-06-17 Tomasz Klimsiak , Andrzej Rozkosz

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

In this technical report the $C_0$ semigroup of Frobenius-Perron operators on $L^1(X)$ is considered, where the underlying dynamical system is such that trajectories may leave the state space $X$ and terminate. We introduce a discrete…

Dynamical Systems · Mathematics 2011-03-03 Péter Koltai

Let $f$ be a holomorphic modular form of prime level $p$ and trivial nebentypus. We show that there exists a computable $\delta>0$, such that $$ L\left(\tfrac{1}{2},\mathrm{Sym}^2 f\right)\ll p^{\tfrac{1}{2}-\delta}, $$ with the implied…

Number Theory · Mathematics 2017-09-19 Ritabrata Munshi

Schr\'{o}dinger's equation with distributional $\delta$, or $\delta'$ potentials has been well studied in the past. There are challenges in simultaneously addressing some of the inherent issues of the system: The functional operator cannot…

Mathematical Physics · Physics 2018-01-03 Bradly K Button