Results 51 to 60 of about 3,513,590 (164)

Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations

Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, 2020
Multi-dimensional stochastic differential equations (SDEs) are a powerful tool to describe dynamics of phenomena that change over time. We focus on the parametric estimation of such SDEs based on partial observations when only a one-dimensional component
Q. Clairon, Adeline Samson
semanticscholar   +1 more source

Globally hypoelliptic and globally solvable first-order evolution equations [PDF]

Transactions of the American Mathematical Society, 1979
We consider global hypoellipticity and global solvability of abstract first order evolution equations defined either on an interval or in the unit circle, and prove that it is equivalent to certain conditions bearing on the total symbol. We relate this to known results about hypoelliptic vector fields on the 2-torus.
openaire   +2 more sources

Very weak solutions to hypoelliptic wave equations

Journal of Differential Equations, 2020
23 ...
Ruzhansky, M, Yessirkegenov, N
openaire   +5 more sources

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

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

Parameter Estimation of a Partially Observed Hypoelliptic Stochastic Linear System

Mathematics
In this article, we address the problem of the parameter estimation of a partially observed linear hypoelliptic stochastic system in continuous time, a relevant problem in various fields, including mechanical and structural engineering.
Nilton O. B. Ávido, Paula Milheiro-Oliveira   +1 more
doaj   +1 more source

The augmented operator of a surjective partial differential operator with constant coefficients need not be surjective

, 2011
For $d\geq 3$ we give an example of a constant coefficient surjective differential operator $P(D):\mathscr{D}'(X)\rightarrow\mathscr{D}'(X)$ over some open subset $X\subset\R^d$ such that $P^+(D):\mathscr{D}'(X\times\R)\rightarrow\mathscr{D}'(X\times\R)$
Kalmes, Thomas
core   +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

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

Large time behavior for the heat equation on Carnot groups

, 2012
We first generalize a decomposition of functions on Carnot groups as linear combinations of the Dirac delta and some of its derivatives, where the weights are the moments of the function.
Rossi, Francesco
core   +1 more source