相关论文: Harnack Inequality for Functional SDEs with Bounde…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
By using Malliavin calculus, Bismut derivative formulae are established for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As applications, Harnack type inequalities and strong Feller…
By constructing a new family of successful couplings, the Driver-type integration by parts formula is established for the operator associated with stochastic differential equation driven by fractional Brownian motion. As applications, shift…
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…
Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…
In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…
The truncated Euler-Maruyama (EM) method is proposed to approximate a class of non-autonomous stochastic differential equations (SDEs) with the H\"older continuity in the temporal variable and the super-linear growth in the state variable.…
Under certain conditions, we obtain sharp bounds on some functionals defined in the coefficient space of starlike functions. It has been found that the functionals are closely associated with certain coefficient problems, which are of…
This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…
We obtain SMEFT bounds using an approach that utilises the complete multi-dimensional differential information of a process. This approach is based on the fact that at a given EFT order, the full angular distribution in the most important…
We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…
We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…
We give an affirmative answer to the resistance conjecture on characterization of parabolic Harnack inequalities in terms of volume doubling, upper capacity bounds and a Poincar\'e inequalities. The key step is to show that these three…
We present a novel extension of the SINDy framework to delay differential equations with {\it distributed delays} and {\it renewal equations}, where typically the dependence from the past manifests via integrals in which the history is…
We study the regularity of weak solutions to evolution equations with distributed order fractional time derivative. We prove a weak Harnack inequality for nonnegative weak supersolutions and H\"older continuity of weak solutions to this…
This paper is devoted to studying the weak Harnack inequalities for nonlocal double phase functionals by using expansion of positivity, whose prototype is $$ \iint_{\mathbb{R}^n\times\mathbb{R}^n}…
In this paper, we study discrete harmonic functions on infinite penny graphs. For an infinite penny graph with bounded facial degree, we prove that the volume doubling property and the Poincar\'e inequality hold, which yields the Harnack…
Motivated by Lazer-Leach type results, we study the existence of periodic solutions for systems of functional-differential equations at resonance with an arbitrary even-dimensional kernel and linear deviating terms involving a general delay…
We prove a Harnack inequality for functions which, at points of large gradient, are solutions of elliptic equations with unbounded drift.
In this article we propose a new explicit Euler-type approximation method for stochastic differential equations (SDEs). In this method, Brownian increments in the recursion of the Euler method are replaced by suitable bounded functions of…