Results 21 to 30 of about 107 (95)

A Theory of Generalized Coordinates for Stochastic Differential Equations

Studies in Applied Mathematics, Volume 154, Issue 5, May 2025.
ABSTRACT Stochastic differential equations are ubiquitous modeling tools in applied mathematics and the sciences. In most modeling scenarios, random fluctuations driving dynamics or motion have some nontrivial temporal correlation structure, which renders the SDE non‐Markovian; a phenomenon commonly known as ‘colored’’ noise.
Lancelot Da Costa, Nathaël Da Costa, Conor Heins, Johan Medrano, Grigorios A. Pavliotis, Thomas Parr, Ajith Anil Meera, Karl Friston   +7 more
wiley   +1 more source

Parameter Estimation for Fractional Diffusion Process with Discrete Observations

Journal of Function Spaces, Volume 2019, Issue 1, 2019., 2019
This paper deals with the problem of estimating the parameters for fractional diffusion process from discrete observations when the Hurst parameter H is unknown. With combination of several methods, such as the Donsker type approximate formula of fractional Brownian motion, quadratic variation method, and the maximum likelihood approach, we give the ...
Yuxia Su, Yutian Wang, Yong H. Wu
wiley   +1 more source

CR$CR$ analysis via local uniform completion, a sharp maximum modulus principle and holomorphic extension

Journal of the London Mathematical Society, Volume 111, Issue 5, May 2025.
Abstract Using iterated uniform local completion, we introduce a notion of continuous CR$CR$ functions on locally closed subsets of reduced complex spaces, generalising both holomorphic functions and CR$CR$ functions on CR$CR$ submanifolds. Under additional assumptions of set‐theoretical weak pseudo‐concavity, we prove optimal maximum modulus ...
Mauro Nacinovich, Egmont Porten
wiley   +1 more source

A comparison principle for nonlinear heat Rockland operators on graded groups

Bulletin of the London Mathematical Society, Volume 50, Issue 5, Page 753-758, October 2018., 2018
Abstract In this note we show a comparison principle for nonlinear heat Rockland operators on graded groups. We give a simple proof for it using purely algebraic relations. As an application of the established comparison principle we prove the global in t‐boundedness of solutions for a class of nonlinear equations for the heat p‐sub‐Laplacian on ...
Michael Ruzhansky, Durvudkhan Suragan
wiley   +1 more source

On linearization and uniqueness of preduals

Mathematische Nachrichten, Volume 298, Issue 3, Page 955-975, March 2025.
Abstract We study strong linearizations and the uniqueness of preduals of locally convex Hausdorff spaces of scalar‐valued functions. Strong linearizations are special preduals. A locally convex Hausdorff space F(Ω)$\mathcal {F}(\Omega)$ of scalar‐valued functions on a nonempty set Ω$\Omega$ is said to admit a strong linearization if there are a ...
Karsten Kruse
wiley   +1 more source

Global Hölder Estimates via Morrey Norms for Hypoelliptic Operators with Drift

Journal of Function Spaces, Volume 2017, Issue 1, 2017., 2017
Suppose that X0, X1, …, Xm are left invariant real vector fields on the homogeneous group G with X0 being homogeneous of degree two and X1, …, Xm homogeneous of degree one. In the paper we study the hypoelliptic operator with drift of the kind L=∑i,j=1maijXiXj+a0X0, where a0 ≠ 0 and (aij) is a constant matrix satisfying the elliptic condition on Rm. By
Yuexia Hou, Pengcheng Niu, Guozhen Lu
wiley   +1 more source

Dunkl convolution and elliptic regularity for Dunkl operators

Mathematische Nachrichten, Volume 297, Issue 12, Page 4416-4436, December 2024.
Abstract We discuss in which cases the Dunkl convolution u∗kv$u*_kv$ of distributions u,v$u,v$, possibly both with non‐compact support, can be defined and study its analytic properties. We prove results on the (singular‐)support of Dunkl convolutions.
Dominik Brennecken
wiley   +1 more source

Local Hypoellipticity by Lyapunov Function

Abstract and Applied Analysis, Volume 2016, Issue 1, 2016., 2016
We treat the local hypoellipticity, in the first degree, for a class of abstract differential operators complexes; the ones are given by the following differential operators: Lj = ∂/∂tj + (∂ϕ/∂tj)(t, A)A, j = 1,2, …, n, where A : D(A) ⊂ H → H is a self‐adjoint linear operator, positive with 0 ∈ ρ(A), in a Hilbert space H, and ϕ = ϕ(t, A) is a series of
E. R. Aragão-Costa, Maria Grazia Naso
wiley   +1 more source

Sums of squares of complex vector fields and (analytic-) hypoellipticity [PDF]

Mathematical Research Letters, 2006
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BOVE, ANTONIO, M. Derridj, J. J. Kohn, D. S. Tartakoff   +3 more
openaire   +2 more sources

The quantization of Maxwell theory in the Cauchy radiation gauge: Hodge decomposition and Hadamard states

Journal of the London Mathematical Society, Volume 110, Issue 5, November 2024.
Abstract The aim of this paper is to prove the existence of Hadamard states for the Maxwell equations on any globally hyperbolic spacetime. This will be achieved by introducing a new gauge fixing condition, the Cauchy radiation gauge, that will allow to suppress all the unphysical degrees of freedom. The key ingredient for achieving this gauge is a new
Simone Murro, Gabriel Schmid
wiley   +1 more source