Related papers: Discrete stochastic maximal regularity

We develop a sharp maximal regularity theory for the resolvent and evolution Stokes equations with no-slip boundary conditions, focusing on bounded domains of low regularity. Our framework covers the full scales of Besov and Sobolev spaces,…

This study investigates the boundedness of the \( H^\infty \)-calculus for the discrete negative Laplace operator, subject to homogeneous Dirichlet boundary conditions. The discrete negative Laplace operator is implemented using the finite…

Let $A = -{\rm div} \,a(\cdot) \nabla$ be a second order divergence form elliptic operator on $\R^n$ with bounded measurable real-valued coefficients and let $W$ be a cylindrical Brownian motion in a Hilbert space $H$. Our main result…

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

In this article, we study discrete maximal function associated with the Birch-Magyar averages over sparse sequences. We establish sparse domination principle for such operators. As a consequence, we obtain $\ell^p$-estimates for such…

In the last decades, a lot of progress has been made on the subject of maximal regularity. The property of maximal $L^p$ regularity is an a priori estimate and reads as follows: For A the negative generator of an analytic semigroup on a…

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class…

In this paper we prove maximal regularity estimates in "square function spaces" which are commonly used in harmonic analysis, spectral theory, and stochastic analysis. In particular, they lead to a new class of maximal regularity results…

We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…

We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly…

In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

We establish the boundedness of time derivatives of solutions to parabolic $p$-Laplace equations. Our approach relies on the Bernstein technique combined with a suitable approximation method. As a consequence, we obtain an optimal…

We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural…

We prove an expanded range of $\ell ^{p}(\mathbb{Z}^d)$-improving properties and sparse bounds for discrete spherical maximal means in every dimension $d\geq 6$. Essential elements of the proofs are bounds for high exponent averages of…

We obtain $L^p(L^q)$ maximal regularity estimates for time dependent second order elliptic operators in divergence form with rough dependencies in the spatial variables.

Consider the communication-constrained estimation of discrete distributions under $\ell^p$ losses, where each distributed terminal holds multiple independent samples and uses limited number of bits to describe the samples. We obtain the…

We study regularity properties of solutions to nonlinear and nonlocal evolution problems driven by the so-called \emph{$0$-order fractional $p-$Laplacian} type operators: $$ \partial_t u(x,t)=\mathcal{J}_p u(x,t):=\int_{\mathbb{R}^n}…

An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

We study the $\mathcal{L}_p$ induced gain of discrete-time linear switching systems with graph-constrained switching sequences. We first prove that, for stable systems in a minimal realization, for every $p \geq 1$, the $\mathcal{L}_p$-gain…