相关论文: H\"older regularity of a Wiener integral in abstra…

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show H\"older estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in…

We study the local existence and regularity of the density of the law of a functional on the Wiener space which satisfies a criterion that generalizes the H\"ormander condition of order one (that is, involving the first order Lie brackets)…

In this paper, we study the H\"older regularity of set-indexed stochastic processes defined in the framework of Ivanoff-Merzbach. The first key result is a Kolmogorov-like H\"older-continuity Theorem, whose novelty is illustrated on an…

Let $f, g^1, \dots, g^d : \mathbb{R}^d \longrightarrow \mathbb{R}$ be H\"older continuous functions. If the H\"older exponents of these functions are less than $1$ but sufficiently large, we use the integral introduced by Z\"ust to…

Hyper-Wiener index was introduced as one of the main generalizations of the well known Wiener index. Through the years properties of the Wiener index have been extensively studied in both Mathematics and Chemistry. The Hyper-Wiener index,…

We introduce anisotropic H\"older spaces useful for the study of the regularity theory for non local kinetic operators $\mathcal{L}$ whose prototypal example is \begin{equation} \mathcal{L} u (t,x,v) = \int_{\mathbb{R}^d} \frac{C_{d,s}}{|v…

We consider nonlocal equations of order larger than one with measure data and prove gradient regularity in Sobolev and H\"older spaces as well as pointwise bounds of the gradient in terms of Riesz potentials, leading to fine regularity…

The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…

In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical L\'evy processes in separable Banach spaces. Here, a cylindrical L\'evy process is understood in the classical…

A H"older regularity index at given points for density states of (alpha,1,beta)-superprocesses with alpha>1+beta is determined. It is shown that this index is strictly greater than the optimal index of local H"older continuity for those…

Wiener's criterion for the regularity of a boundary point with respect to the Dirichlet problem for the Laplace equation has been extended to various classes of elliptic and parabolic partial differential equations. They include linear…

This paper presents a detailed regularity analysis of anisotropic wavelet frames and subdivision. In the univariate setting, the smoothness of wavelet frames and subdivision is well understood by means of the matrix approach. In the…

A fully regulated definition of Feynman's path integral is presented here. The proposed re-formulation of the path integral coincides with the familiar formulation whenever the path integral is well-defined. In particular, it is consistent…

Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

We consider integrals $\tau_{\rho}=\int_0^1\rho\xi^2\,dx$, where $\xi$ is Wiener process and $\rho$ is generalized function from some class of multipliers. In the case when multiplier $\rho$ belongs to the trace-class, it is shown that…

In this paper we prove a Wiener-type characterization of boundary regularity, in the spirit of a classical result by Landis, for a class of evolutive H\"ormander operators. We actually show the validity of our criterion for a larger class…

We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…

We prove H\"older regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also…

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…