相关论文: Harnack Inequality for Functional SDEs with Bounde…
For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…
The Harnack and log Harnack inequalities for stochastic differential equation driven by $G$-Brownian motion with multiplicative noise are derived by means of coupling by change of mesure. All of the above results extend the existing ones in…
In this paper, the dimension-free Harnack inequality is proved for the associated transition semigroups to a large class of stochastic evolution equations with monotone drifts. As applications, the ergodicity, hyper-(or ultra-)contractivity…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
We introduce a method which provides accurate numerical solutions to fractional-in-time partial differential equations posed on $[0,T] \times \Omega$ with $\Omega \subset \mathbb{R}^d$ without the excessive memory requirements associated…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
We obtain a new general extension theorem in Banach spaces for operators which are not required to be symmetric, and apply it to obtain Harnack estimates and a priori regularity for solutions of fractional powers of several second order…
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable under the distance induced by the H\"{o}lder-Dini continuous…
We prove a full Harnack inequality for local minimizers, as well as weak solutions to nonlocal problems with non-standard growth. The main auxiliary results are local boundedness and a weak Harnack inequality for functions in a…
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…
We study hypoelliptic stochastic differential equations (SDEs) and their connection to degenerate-elliptic boundary value problems on bounded or unbounded domains. In particular, we provide probabilistic conditions that guarantee that the…
We establish a Harnack inequality of fractional Laplace equations without imposing sign condition on the coefficient of zero order term via the Moser's iteration and John-Nirenberg inequality.
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
In this paper, stability and synchronization of a Caputo fractional BAM neural network system of high-order type and neutral delays are examined. A mixture of properties of fractional calculus, Laplace transform, and analytical techniques…
Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is an Hilbert-Schmidt perturbation of a fixed bounded…
This paper is concerned with solution in H\"{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as…
We investigate the existence of bounded-memory consistent estimators of various statistical functionals. This question is resolved in the negative in a rather strong sense. We propose various bounded-memory approximations, using techniques…
We establish fractional Hardy inequality on bounded domains in $\mathbb{R}^{d}$ with inverse of distance function from smooth boundary of codimension $k$, where $k=2, \dots,d$, as weight function. The case $sp=k$ is the critical case, where…
We initiate a systematic study of intrinsic dimensional versions of classical functional inequalities which capture refined properties of the underlying objects. We focus on model spaces: Euclidean space, Hamming cube, and manifolds of…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…