Related papers: Bismut Formula and Gradient Estimates for Dirichle…
By using coupling method, a Bismut type derivative formula is established for the Markov semigroup associated to a class of hyperdissipative stochastic Navier-Stokes/Burgers equations. As applications, gradient estimates, dimension-free…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation.…
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long…
We revisit the problem of obtaining uniform gradient estimates for Dirichlet and Neumann heat semigroups on Riemannian manifolds with boundary. As applications, we obtain isoperimetric inequalities, using Ledoux's argument, and uniform…
Approximation of subdifferentials is one of the main tasks when computing descent directions for nonsmooth optimization problems. In this article, we propose a bisection method for weakly lower semismooth functions which is able to compute…
The Bismut formula is a crucial tool characterizing regularities of stochastic systems, and has been extensively studied for various models. However it is not yet available for SDEs with distribution dependent noise. In this paper, we first…
A non-homogeneous mixed local and nonlocal problem in divergence form is investigated for the validity of the global Calder\'on-Zygmund estimate for the weak solution to the Dirichlet problem of a nonlinear elliptic equation. We establish…
This paper is devoted to a complete classification on the existence and nonexistence results of viscosity solutions to the general Dirichlet problem for a class of eigenvalue type equations. With the distance function included in the…
Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…
We study the Dirichlet problem of a class of fully nonlinear elliptic equations on Hermitian manifolds and derive a priori $C^2$ estimates which depend on the initial data on manifolds, the admissible subsolutions and the upper bound of the…
By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack…
In the paper, we establish commutator estimates for the Dirichlet-to-Neumann map of Stokes systems in Lipschitz domains. The approach is based on Dahlberg's bilinear estimates, and the results may be regarded as an extension of [Dahlberg,…
We consider a ramification of the deep BSDE loss functional designed to apply for BSDEs on bounded domains, i.e. with random (unbounded) time horizons. We derive a general convergence rate of the loss functional; precisely for a class of…
We consider SDEs of the form $dX_t = |f(X_t)|/t^{\gamma} dt+1/t^{\gamma} dB_t$, where $f(x)$ behaves comparably to $|x|^k$ in a neighborhood of the origin, for $k\in [1,\infty)$. We show that there exists a threshold value…
We derive estimates relating the values of a solution at any two points to the distance between the points, for quasilinear isotropic elliptic equations on compact Riemannian manifolds, depending only on dimension and a lower bound for the…
In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…
In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified modelling based on online gradient descent. Our study provides uniform upper bounds for the risks of the…