相关论文: G-Expectation Weighted Sobolev Spaces, Backward SD…

This paper is devoted to studying the properties of the exit times of stochastic differential equations driven by $G$-Brownian motion ($G$-SDEs). In particular, we prove that the exit times of $G$-SDEs has the quasi-continuity property. As…

In this article, we develop foundational theory for geometries of the space of closed $G_2$-structures in a given cohomology class as an infinite-dimensional manifold. We introduce Sobolev-type metrics, construct their Levi-Civita…

In this paper, we study the stochastic Volterra integral equation driven by $G$-Brownian motion ($G$-SVIE). The existence, uniqueness and two types of continuity of the solution to $G$-SVIE are obtained. Moreover, combining a new…

The general surface quasi-geostrophic equation is the scalar transport equation defined by \begin{equation*} \frac{\partial \theta}{\partial t}+v^\gamma_1 \frac{\partial \theta}{\partial x_1}+v^\gamma_2 \frac{\partial \theta}{\partial x_2}…

Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…

In this paper, we study different types of weighted Besov and Triebel-Lizorkin spaces with variable smoothness. The function spaces can be defined by means of the Littlewood-Paley theory in the field of Fourier analysis, while there are…

We recall some known and present several new results about Sobolev spaces defined with respect to a measure, in particular a precise pointwise description of the tangent space to this measure in dimension 1. This allows to obtain an…

The present paper is devoted to investigating the existence and uniqueness of solutions to a class of non-Lipschitz scalar valued backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs). In fact, when the…

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

In this paper, combining the Rashevsky-Chow-Sussmann (orbit) theorem with the Ambrose-Singer theorem, we introduce the notion of controllable principal connections on principal $G$-bundles. Using this concept, under a mild assumption of…

This short note investigates the compact embedding of degenerate matrix weighted Sobolev spaces into weighted Lebesgue spaces. The Sobolev spaces explored are defined as the abstract completion of Lipschitz functions in a bounded domain…

In this paper, we introduce a type of path-dependent quasilinear (parabolic) partial differential equations in which the (continuous) paths on an interval [0,t] becomes the basic variables in the place of classical variables (t,x). This new…

We consider finite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor measurements. In this setting, it is known that the expected information gain, quantified by the expected Kullback-Leibler divergence from the…

Optimal higher-order Sobolev type embeddings are shown to follow via isoperimetric inequalities. This establishes a higher-order analogue of a well-known link between first-order Sobolev embeddings and isoperimetric inequalities. Sobolev…

In this paper, we are concerned with the averaging problem for a class of forward-backward stochastic differential equations with reflection driven by G-Brownian motion (reflected G-FBSDEs), which corresponds to the singular perturbation…

The Monte Carlo (MC) trajectory sampling of stochastic differential equations (SDEs) based on the quasiprobabilities, such as the Glauber-Sudarshan P, Wigner, and Husimi Q functions, enables us to investigate bosonic open quantum many-body…

We give an elementary proof of a compact embedding theorem in abstract Sobolev spaces. The result is first presented in a general context and later specialized to the case of degenerate Sobolev spaces defined with respect to nonnegative…

We consider the geodesic flow on a complete connected negatively curved manifold. We show that the set of invariant borel probability measures contains a dense $G_\delta$-subset consisting of ergodic measures fully supported on the…

In this paper, we consider a reflected backward stochastic differential equation driven by a $G$-Brownian motion ($G$-BSDE), with the generator growing quadratically in the second unknown. We obtain the existence by the penalty method, and…