Related papers: Solving Poisson's equation for Wasserstein contrac…

This work investigates the Sobolev regularity of solutions to perturbed fractional 1-Laplace equations. Under the assumption that weak solutions are locally bounded, we establish that the regularity properties are analogous to those…

In this paper, we investigate a class of multiscale McKean-Vlasov stochastic systems, where the entire system depends on the distributions of both fast and slow components. First of all, by applying the Poisson equation method, we prove…

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 prove affirmatively the one dimensional case of a conjecture of Stein regarding the $L^p$-boundedness of the Polynomial Carleson operator, for $1<p<\infty$. The proof is based on two new ideas: i) developing a framework for…

We study multidimensional generalized backward stochastic differential equations (GBSDEs) within a general filtration that supports a Brownian motion under weak assumptions on the associated data. We establish the existence and uniqueness…

We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…

In this article, we establish a $L^1$ estimate for solutions to Poisson equation with mixed boundary condition, on complete noncompact manifolds with nonnegative Ricci curvature and compact manifolds with positive Ricci curvature…

For any $1 < p < q < \infty$, we investigate fixed-time hypercontractive bounds from $L^p$ to $L^q$ of Poisson semigroups associated with the Ornstein--Uhlenbeck, Laguerre and Jacobi operators. We prove that, in the Ornstein--Uhlenbeck and…

Dynamic programming equations for mean field control problems with a separable structure are Eikonal equations on the Wasserstein space. Standard differentiation using linear derivatives yield a direct extension of the classical viscosity…

In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…

We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let $\{X_i\}_{i \ge 1}$ be a stationary Markov chain with invariant measure $\pi$ and absolute spectral gap $1-\lambda$, where $\lambda$ is…

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use randomization to efficiently compute expectations, and so…

This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…

We consider a class of weakly asymmetric continuous microscopic growth models with polynomial smoothing mechanisms, general nonlinearities and a Poisson type noise. We show that they converge to the KPZ equation after proper rescaling and…

In this work we consider the primal mixed variational formulation of the Poisson equation with a line source. The analysis and approximation of this problem is non-standard as the line source causes the solutions to be singular. We start by…

According to the Weinstein splitting theorem, any Poisson manifold is locally, near any given point, a product of a symplectic manifold with another Poisson manifold whose Poisson structure vanishes at the point. Similar splitting results…

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…