相关论文: Gradient estimates and domain identification for a…

\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…

As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…

In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that…

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…

Let $\Omega$ be either $\mathbb{R}^n$ or a strongly Lipschitz domain of $\mathbb{R}^n$, and $\omega\in A_{\infty}(\mathbb{R}^n)$ (the class of Muckenhoupt weights). Let $L$ be a second order divergence form elliptic operator on $L^2…

We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generator of an analytic semigroup on a UMD…

We introduce a class of (possibly) degenerate dispersive equations with a drift. We prove that, under the H\"ormander hypoellipticity condition, the relevant Cauchy problem can be uniquely solved in the Schwartz class, and the solution…

We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first…

The main goal of this paper is to apply the machinery of variational analysis and generalized differentiation to study infinite horizon stochastic dynamic programming (DP) with discrete time in the Banach space setting without convexity…

We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…

We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator $(L,D(L))$ in the space of all uniformly continuous and bounded functions $f:H\to \Rset$, where $H$ is a separable Hilbert space. We consider a…

Let $P_s\phi(x)=\mathbb{E}\, \phi(X^x(s))$, be the transition semigroup on the space $B_b(E)$ of bounded measurable functions on a Banach space $E$, of the Markov family defined by the linear equation with additive noise $$ d X(s)=…

We establish the $L^p$ resolvent estimates for the Stokes operator in Lipschitz domains in $R^d$, $d\ge 3$ for $|\frac{1}{p}-1/2|< \frac{1}{2d} +\epsilon$. The result, in particular, implies that the Stokes operator in a three-dimensional…

This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…

We prove gradient estimates for transition Markov semigroups $(P_t)$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^1$-coefficients, without requiring any monotonicity type condition. In particular,…

We show that the analyticity of semigroups $(T_t)_{t \geq 0}$ of (not necessarily positive) selfadjoint contractive Fourier multipliers on $\mathrm{L}^p$-spaces of any abelian locally compact group is preserved by the tensorisation of the…

The concept of boundary values of holomorphic semigroups in a general Banach space is studied. As an application, we consider the Riemann-Liouville semigroup of integration operator in the little H\"older spaces $\rm{lip}_0^\alpha[0,\, 1] ,…

This paper is concerned with the magnetic Laplacian $P^h (\A)=(h D+\A)^2$ in semiclassical analysis, where $h$ is a semiclassical parameter. We study the $L^2$ Neumann and Dirichlet problems for the equation $P^h(\A)u=0$ in a bounded…

We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…

We consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and the corresponding transition semigroup $P_t$. We prove a new formula for $P_tD\varphi$ (where $\varphi:H\to\R$ is bounded and Borel) which depends on $\varphi$…