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Related papers: A Variation Embedding Theorem and Applications

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We study the embeddings of (homogeneous and inhomogeneous) anisotropic Besov spaces associated to an expansive matrix $A$ into Sobolev spaces, with focus on the influence of $A$ on the embedding behaviour. For a large range of parameters,…

Functional Analysis · Mathematics 2021-09-17 David Bartusel , Hartmut Führ

We introduce intrinsic Sobolev-Slobodeckij spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak H\"ormander condition. We prove continuous embeddings into Lorentz and intrinsic H\"older spaces. We also prove…

Analysis of PDEs · Mathematics 2024-01-29 Andrea Pascucci , Antonello Pesce

This paper gives embedding theorems for a very general class of weighted Bergman spaces: the results include a number of classical Carleson embedding theorems as special cases. We also consider little Hankel operators on these Bergman…

Functional Analysis · Mathematics 2012-10-11 Birgit Jacob , Jonathan Partington , Sandra Pott

We introduce an algebraic theory of integration on quantum planes and other braided spaces. In the one dimensional case we obtain a novel picture of the Jackson $q$-integral as indefinite integration on the braided group of functions in one…

High Energy Physics - Theory · Physics 2009-10-28 A. Kempf , Shahn Majid

A unified approach to embedding theorems for Sobolev type spaces of vector-valued functions, defined via their symmetric gradient, is proposed. The Sobolev spaces in question are built upon general rearrangement-invariant norms. Optimal…

Analysis of PDEs · Mathematics 2021-07-15 Dominic Breit , Andrea Cianchi

In this article we introduce Triebel--Lizorkin spaces with variable smoothness and integrability. Our new scale covers spaces with variable exponent as well as spaces of variable smoothness that have been studied in recent years.…

Classical Analysis and ODEs · Mathematics 2007-11-16 Lars Diening , Peter Hästö , Svetlana Roudenko

We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…

Probability · Mathematics 2020-04-15 Mathias Beiglböck , Marcel Nutz , Florian Stebegg

Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee's novel use of Stein's method…

Probability · Mathematics 2016-12-15 Chinmoy Bhattacharjee , Larry Goldstein

In this note, we aim to establish a number of embeddings between various function spaces that are frequently considered in the theory of Fourier series. More specifically, we give sufficient conditions for the embeddings $\Phi V[h]\subseteq…

Functional Analysis · Mathematics 2018-02-07 G. H. Esslamzadeh , M. Moazami Goodarzi

In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…

Probability · Mathematics 2024-06-06 Petr Čoupek , František Hendrych , Jakub Slavík

In this survey we collect some recent advances concerning embedding theorems in analytic and harmonic function spaces of several variables in various domains in $C^n.$ Some sharp embedding results presented in this survey paper extend sharp…

Complex Variables · Mathematics 2025-08-28 R. F. Shamoyan , M. G. Bashmakova

We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world…

Machine Learning · Computer Science 2023-10-20 Rembert Daems , Manfred Opper , Guillaume Crevecoeur , Tolga Birdal

Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…

Statistical Mechanics · Physics 2009-11-10 Joachim Ankerhold , Hermann Grabert , Philip Pechukas

This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…

Probability · Mathematics 2014-07-24 XiLiang Fan

We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…

Quantum Physics · Physics 2021-05-13 Marco Frasca , Alfonso Farina , Moawia Alghalith

Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…

Probability · Mathematics 2007-11-02 Peter Friz , Harald Oberhauser

The canonical generalizations of two classical norms on Besov spaces are shown to be equivalent even in the case of non-linear Besov spaces, that is, function spaces consisting of functions taking values in a metric space and equipped with…

Functional Analysis · Mathematics 2024-06-19 Chong Liu , David J. Prömel , Josef Teichmann

There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…

Probability · Mathematics 2021-06-11 Ewain Gwynne , Jason Miller , Scott Sheffield

The traces of gauge-covariant Sobolev spaces on a Riemannian vector bundle for some connection are characterised as some gauge-covariant fractional Sobolev spaces when the curvature of the connection is bounded. The constants in the trace…

Functional Analysis · Mathematics 2025-08-13 Jean Van Schaftingen , Leon Winter

Under the key assumption of finite {\rho}-variation, {\rho}\in[1,2), of the covariance of the underlying Gaussian process, sharp a.s. convergence rates for approximations of Gaussian rough paths are established. When applied to Brownian…

Probability · Mathematics 2012-05-07 Peter Friz , Sebastian Riedel
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