In this paper we establish Sobolev type compact embedding theorems for Hörmander classes of pseudodifferential operators \(OpS^{-\alpha }_{1,\delta }\) on localizable Hardy space. Our work include new optimal boundedness results. As application, we obtain compact embeddings for compactly supported distributions with respect to the space variables in the nonhomogeneous localizable Hardy-Sobolev spaces

The asymptotic log-Harnack inequality is proved for Leray-α model with degenerate type noise using the asymptotic coupling method. In particular, we don’t impose any lower bound assumption for the viscosity constant. As applications, we also derive ergodicity and further asymptotic properties for stochastic 3D Leray-α model.

We study weighted (Lp, Lq)-boundedness properties of Riesz potentials and fractional maximal functions for the Dunkl transform. In particular, we obtain the weighted Hardy–Littlewood–Sobolev type inequality and weighted week (L1, Lq) estimate. We find a sharp constant in the weighted Lp-inequality, generalizing the results of W. Beckner and S. Samko.

We consider the class of multiple Fourier series associated with functions in the Dirichlet space of the polydisc. We prove that every such series is summable with respect to unrestricted rectangular partial sums, everywhere except for a set of zero multi-parametric logarithmic capacity. Conversely, given a compact set in the torus of zero capacity, we construct a Fourier series in the class which

Let σ and ω be locally finite Borel measures on ℝd, and let \(p\in (1,\infty )\) and \(q\in (0,\infty )\). We study the two-weight norm inequality \( \lVert T(f\sigma ) \rVert _{L^{q}(\omega )}\leq C \lVert f \rVert _{L^{p}(\sigma )}, \quad \text {for all} f \in L^{p}(\sigma ), \) for both the positive summation operators T = Tλ(⋅σ) and positive maximal operators T = Mλ(⋅σ). Here, for a family {λQ}

We study the sub-Laplacian of the 15-dimensional unit sphere which is obtained by lifting with respect to the Hopf fibration the Laplacian of the octonionic projective space. We obtain in particular explicit formulas for its heat kernel and deduce an expression for the Green function of a related sub-Laplacian. As a byproduct we also obtain the spectrum of the sub-Laplacian, the small-time asymptotics

The purpose of this paper is to provide necessary and sufficient conditions of the boundedness for singular integrals on the local Hardy space and its dual. Particularly the singular integrals considered in this paper include the pseudo-differential operators $T_{\sigma }f(x)=\int \limits \sigma (x \xi )e^{2\pi ix\xi }\hat {f}(\xi )d\xi $ with \(\sigma \in S_{1 0}^{0}\). As a consequence our results

We extend the well-known result that any \(f \in W^{1,n}({\Omega }, \mathbb {R}^{n})\), \({\Omega } \subset \mathbb {R}^{n}\) with strictly positive Jacobian is actually continuous: it is also true for fractional Sobolev spaces \(W^{s,\frac {n}{s}}({\Omega })\) for any \(s \geq \frac {n}{n+1}\), where the sign condition on the Jacobian is understood in a distributional sense. Along the way we also

In this paper we present a short proof of the following classification Theorem for g −harmonic functions in half-spaces. Assume that u is a nonnegative solution to Δgu = 0 in {xn > 0} that continuously vanishes on the flat boundary {xn = 0}. Then, modulo normalization, u(x) = xn in {xn ≥ 0}. Our proof depends on a recent quantitative version of the Hopf-Oleı̆nik Lemma proven by the authors in Braga

For a Dirichlet form \((\mathcal {E},\mathcal {F})\) on L2(E;m), let \(\mathbb {G}(\mathcal {E})=\{X_{u};u\in \mathcal {F}_{e}\}\) be the Gaussian field indexed by the extended Dirichlet space \(\mathcal {F}_{e}\). We first solve the equilibrium problem for a regular recurrent Dirichlet form \(\mathcal {E}\) of finding for a closed set B a probability measure μB concentrated on B whose recurrent potential

Let Δk be the Dunkl Laplacian relative to a fixed root system \(\mathcal {R}\) in \(\mathbb {R}^{d}\), d ≥ 2, and to a nonnegative multiplicity function k on \(\mathcal {R}\). Our first purpose in this paper is to solve the Δk-Dirichlet problem for annular regions. Secondly, we introduce and study the Δk-Green function of the annulus and we prove that it can be expressed by means of Δk-spherical harmonics

In this paper, we mainly construct a connection between synchronized systems and multi-scale equations, and then use the averaging principle as an intermediate step to obtain synchronization. This strategy solves the synchronization problem of dissipative stochastic differential equations, regardless of the structure of the noise. Moreover, the averaging principle of stationary solutions is also investigated

We study the size of the set of points where the α-divided difference of a function in the Hölder class Λα is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which can be stated in the language of dyadic martingales. Our main technical result in this setting is a sharp estimate of the Hausdorff measure of the set of points where a dyadic martingale

We establish Leibniz-type rules for bilinear and biparameter Fourier multiplier operators with limited Sobolev regularity. Applications of our result are given including the biparameter Leibniz rules, smoothing properties of bilinear-biparameter fractional integrals, and mapping properties of scattering operators for a system of PDEs.

We consider the stochastic differential equation dXt = A(Xt−)dZt, X0 = x, driven by cylindrical α-stable process Zt in , where α ∈ (0,1) and d ≥ 2. We assume that the determinant of A(x) = (aij(x)) is bounded away from zero, and aij(x) are bounded and Lipschitz continuous. We show that for any fixed γ ∈ (0,α) the semigroup Pt of the process Xt satisfies \(|P_{t} f(x) - P_{t} f(y)| \le c t^{-\gamma

Let D be a non-empty open subset of \(\mathbb {R}^{m}, m\ge 2\), with boundary ∂D, with finite Lebesgue measure |D|, and which satisfies a parabolic Harnack principle. Let K be a compact, non-polar subset of D. We obtain the leading asymptotic behaviour as ε↓ 0 of the \(L^{\infty }\) norm of the torsion function with a Neumann boundary condition on ∂D, and a Dirichlet boundary condition on ∂(εK), in

We establish some exact asymptotic results for a matching problem with respect to a family of beta distributions. Let X1,…,Xn be independent random variables with common distribution the symmetric Jacobi measure \(d\mu (x) = C_{d} (1-x^{2})^{\frac d2 -1} dx\) with dimension d ≥ 1 on [− 1,1], and let \(\mu _{n} = \frac {1}{n} {\sum }_{i = 1}^{n} \delta _{X_{i}}\) be the associated empirical measure

We show that, under a natural scaling, the small-time behavior of the logarithmic derivatives of the subelliptic heat kernel on SU(2) converges to their analogues on the Heisenberg group at time 1. Realizing SU(2) as \(\mathbb {S}^{3}\), we then generalize these results to higher-order odd-dimensional spheres equipped with their natural subRiemannian structure, where the limiting spaces are now the

We prove a Chebyshev transform formula for a notion of (weighted) transfinite diameter that is defined using a generalized notion of polynomial degree. We also generalize Leja points to this setting. As an application of our main formula, we prove that in the unweighted case, these generalized Leja points recover the transfinite diameter.

Carbery proved that if \(u:\mathbb {R}^{n} \rightarrow \mathbb {R}\) is a positive, strictly convex function satisfying \(\det D^{2}u \geq 1\), then we have the estimate $$ \left| \left\{x \in \mathbb{R}^{n}: u(x) \leq s \right\} \right| \lesssim_{n} s^{n/2} $$ and this is optimal. We give a short proof that also implies other results. Our main result is an estimate for the sublevel set of functions

In this paper we use potential theoretic arguments to establish new results concerning the overconvergence of Dirichlet series. Let \({\sum }_{j=0}^{\infty } a_{j}e^{-\lambda _{j}s}\) converge on the half-plane {Re(s) > 0} to a holomorphic function f. Our first result gives sufficient conditions for a subsequence of partial sums of the series to converge at every regular point of f. The second result

For a hyperbolic Brownian motion in the hyperbolic space \(\mathbb {H}^{n}, n\ge 3\), we prove a representation of a Green function and a Poisson kernel for bounded and smooth sets in terms of the corresponding objects for an ordinary Euclidean Brownian motion and a conditional gauge functional. Using this representation we prove bounds for the Green functions and Poisson kernels for smooth sets. In

We show that the fractional Brownian motion (fBM) defined via the Volterra integral representation with Hurst parameter \(H\geq \frac {1}{2}\) is a quasi-surely defined Wiener functional on the classical Wiener space, and we establish the large deviation principle (LDP) for such an fBM with respect to (p,r)-capacity on the classical Wiener space in Malliavin’s sense.

We study the problem of maximizing the expected lifetime of drift diffusion in a bounded domain. More formally, we consider the PDE $$ - {\Delta} u + b(x) \cdot \nabla u = 1 \qquad \text{in}~{\Omega} $$ subject to Dirichlet boundary conditions for \(\|b\|_{L^{\infty }}\) fixed. We show that, in any given C2 −domain Ω, the vector field maximizing the expected lifetime is (nonlinearly) coupled to the

Hunt’s hypothesis (H) and the related Getoor’s conjecture is one of the most important problems in the basic theory of Markov processes. In this paper, we investigate the invariance of Hunt’s hypothesis (H) for Markov processes under two classes of transformations, which are change of measure and subordination. Our first theorem shows that for two standard processes (Xt) and (Yt), if (Xt) satisfies

We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form \(\partial _{t}u-A_{t}u-f=(\dot X_{t}(x) \cdot \nabla + \dot Y_{t}(x))u\) on \([0,T]\times \mathbb {R}^{d}.\) To do so, we introduce a concept of “differential rough driver”, which comes with a counterpart of the usual controlled paths spaces in rough paths theory, built on the Sobolev spaces

We obtain some fine gradient estimates near the boundary for solutions to fractional elliptic problems subject to exterior Dirichlet boundary conditions. Our results provide, in particular, the sign of the normal derivative of such solutions near the boundary of the underlying domain.

In this paper, we introduce the finite neighboring type and the finite chain length conditions for a connected self-similar set K. We show that with these two conditions, K is a finitely ramified graph directed (f.r.g.d.) fractal defined by Hambly and Nyberg (Proc. Edinb. Math. Soc. (2) 46(1), 1–34 2003). We give some nontrivial examples and compute the harmonic structures on them explicitly. Furthermore

We prove the equivalence of two different types of capacities in abstract Wiener spaces. This yields a criterion for the Lp-uniqueness of the Ornstein-Uhlenbeck operator and its integer powers defined on suitable algebras of functions vanishing in a neighborhood of a given closed set Σ of zero Gaussian measure. To prove the equivalence we show the Wr,p(B,μ)-boundedness of certain smooth nonlinear truncation

We prove a comparison theorem for super- and sub-solutions with non-vanishing gradients to semilinear PDEs provided a nonlinearity f is Lp function with p > 1. The proof is based on a strong maximum principle for solutions of divergence type elliptic equations with VMO leading coefficients and with lower order coefficients from a Kato class. An application to estimation of periodic water waves profiles

We consider a modified Euler equation on \(\mathbb {R}^{2}\). We prove existence of weak global solutions for bounded (and fast decreasing at infinity) initial conditions and construct Gibbs-type measures on function spaces which are quasi-invariant for the Euler flow. Almost everywhere with respect to such measures (and, in particular, for less regular initial conditions), the flow is shown to be

This paper is concerned with higher Hölder regularity for viscosity solutions to non-translation invariant second order integro-PDEs, compared to Mou (2018). We first obtain C1,α regularity estimates for fully nonlinear integro-PDEs. We then prove the Schauder estimates for solutions if the equation is convex.

In the paper we derive two formulas representing solutions of Cauchy problem for two Schrödinger equations: one-dimensional momentum space equation with polynomial potential, and multidimensional position space equation with locally square integrable potential. The first equation is a constant coefficients particular case of an evolution equation with derivatives of arbitrary high order and variable

In the present paper, we consider long time behaviors of the volume of the Wiener sausage on Dirichlet spaces. We focus on the volume of the Wiener sausage for diffusion processes on metric measure spaces other than the Euclid space equipped with the Lebesgue measure. We obtain the growth rate of the expectations and almost sure behaviors of the volumes of the Wiener sausages on metric measure Dirichlet

We study strongly harmonic functions in Carnot–Carathéodory groups defined via the mean value property with respect to the Lebesgue measure. For such functions we show their Sobolev regularity and smoothness. Moreover, we prove that strongly harmonic functions satisfy the sub-Laplace equation for the appropriate gauge norm and that the inclusion is sharp. We observe that appropriate spherical harmonic

The irreducibility, moderate deviation principle and ψ-uniformly exponential ergodicity with ψ(x) := 1 + ∥x∥0 are proved for stochastic Burgers equation driven by the α-stable processes for α ∈ (1, 2), where the first two are new for the present model, and the last strengthens the exponential ergodicity under total variational norm derived in Dong et al. (J. Stat. Phys. 154:929–949, 2014).

In this paper, we consider the gradient estimates for a postive solution of the nonlinear parabolic equation ∂tu = Δtu + hup on a Riemannian manifold whose metrics evolve under the geometric flow ∂tg(t) = − 2Sg(t). To obtain these estimate, we introduce a quantity \(\underline {\boldsymbol {S}}\) along the flow which measures whether the tensor Sij satisfies the second contracted Bianchi identity.

We study the mean values sets of the second order divergence form elliptic operator with principal coefficients defined as $$a^{ij}_{k}(x):= \left\{\begin{array}{llll} \alpha_{k} \delta^{ij}(x) &x_{n}>0 \\ \beta_{k} \delta^{ij}(x) &x_{n}<0. \end{array}\right. $$ In particular, we will show that the mean value sets associated to such an operator need not be convex as αk and βk converge to 1. This example

This paper studies regularity estimates in Sobolev spaces for weak solutions of a class of degenerate and singular quasi-linear elliptic problems of the form div[A(x,u,∇u)] = div[F] with non-homogeneous Dirichlet boundary conditions over bounded non-smooth domains. The coefficients A could be be singular, degenerate or both in x in the sense that they behave like some weight function μ, which is in

We prove sharp version of Riesz-Fejér inequality for functions in harmonic Hardy space \(h^{p}(\mathbb {D})\) on the unit disk \(\mathbb {D}\), for p > 1, thus extending the result from Kayumov et al. (Potential Anal. 52, 105–113, 2020) and resolving the posed conjecture.

This paper explores the limiting weak-type behaviors of certain classical operators in harmonic analysis including maximal operators, singular and fractional integral operators and maximal truncated singular integrals as well as the general convolution operators with weak-type Young’s inequalities. Some optimal limiting weak-type behaviors are given, which essentially improve and extend the previous

The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential equations (BSDEs) driven by fractional Brownian motions. Our arguments consist of utilizing a relationship between fractional BSDEs and quasilinear partial differential equations of mixed type, together with the profound

In this paper, we prove that any W2,1 strong solution to second-order non-divergence form elliptic equations is locally \(W^{2,\infty }\) and piecewise C2 when the leading coefficients and data are of piecewise Dini mean oscillation and the lower-order terms are bounded. Somewhat surprisingly here the interfacial boundaries are only required to be in C1,Dini. We also derive global weak-type (1,1) estimates

We construct a decomposition of the identity operator on a Riemannian manifold M as a sum of smooth orthogonal projections subordinate to an open cover of M. This extends a decomposition on the real line by smooth orthogonal projection due to Coifman and Meyer (C. R. Acad. Sci. Paris, Sér. I Math., 312(3), 259–261 1991) and Auscher, Weiss, Wickerhauser (1992), and a similar decomposition when M is

In the existing language for tensor calculus on RCD spaces, tensor fields are only defined \(\mathfrak {m}\)-a.e.. In this paper we introduce the concept of tensor field defined ‘2-capacity-a.e.’ and discuss in which sense Sobolev vector fields have a 2-capacity-a.e. uniquely defined quasi-continuous representative.

In this note we will show a Calderón–Zygmund decomposition associated with a function \(f\in L^{1}(\mathbb {T}^{\omega })\). The idea relies on an adaptation of a more general result by J. L. Rubio de Francia in the setting of locally compact groups. Some related results about differentiation of integrals on the infinite-dimensional torus are also discussed.

We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage on the torus around a late point. As such, it can be seen as a continuous analogue of discrete two-dimensional random interlacements (Comets et al. Commun. Math

The torsion function of a convex planar domain Ω has convex level sets, but explicit formulae are known only for rectangles and ellipses. Here we study the torsion function when the eccentricity of the domain is large. We obtain an approximation for the torsion function on any convex planar domain by viewing the domain as a perturbation of a rectangle in order to define an approximate Green’s function

We consider the Cauchy problem for the evolutive discrete p-Laplacian in infinite graphs, with initial data decaying at infinity. We prove optimal sup and gradient bounds for nonnegative solutions, when the initial data has finite mass, and also sharp evaluation for the confinement of mass, i.e., the effective speed of propagation. We provide estimates for some moments of the solution, defined using

For given two standard processes with no positive jumps, we construct, using excursion theory, a Markov process whose positive and negative motions have the same law as the two processes. The resulting process is a generalization of Kyprianou–Loeffen’s refracted Lévy processes. We discuss approximation problem for our refracted processes coming from Lévy processes by removing small jumps and taking

In this paper we prove, by a new method, the Harnack inequality for positive solutions of quasilinear elliptic equations in the generalized Orlicz-Sobolev space setting. Our approach is based on the usage of the Φ-functions associated to generalized Φ-functions and the Moser’s iteration technique. As a consequence, we obtain the Hölder continuity of bounded solutions of such equations.

By studying the infinite dimensional Kolmogorov equation with non-local operator, we show the pathwise uniqueness for stochastic partial differential equation driven by cylindrical α-stable process with Hölder continuous drift.

We propose analogues of Green’s and Picone’s identities for the p-sub-Laplacian on stratified Lie groups. In particular, these imply a generalised Díaz-Saá inequality. Using these we derive a comparison principle and uniqueness of positive solutions to nonlinear hypoelliptic equations on general stratified Lie groups extending to this setting previously known results on Euclidean and Heisenberg groups

Let M be a manifold with ends \(\mathbb {R}^{m}\sharp \mathcal {R}^{n}\) with m > n > 2 which is a non-doubling manifold. In this paper we prove a Littlewood–Paley inequality using the discrete square function defined via a dyadic partition.

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ⊂ ℝn. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in Ω ×Ω via couplings.

In this paper we study discrete harmonic analysis associated with ultraspherical orthogonal functions. We establish weighted ℓp-boundedness properties of maximal operators and Littlewood-Paley g-functions defined by Poisson and heat semigroups generated by the difference operator $$ {\Delta}_{\lambda} f(n):=a_{n}^{\lambda} f(n+1)-2f(n)+a_{n-1}^{\lambda} f(n-1),\quad n\in \mathbb{N}, \lambda >0, $$

Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected diffusion. In this work, we make some extensions of this theory to the case of a nonlinear Dirichlet-to-Neumann mapping that is constructed using a solution to a fully

We focus on a class of path-dependent problems which include path-dependent PDEs and Integro PDEs (in short IPDEs), and their representation via BSDEs driven by a cadlag martingale. For those equations we introduce the notion of decoupled mild solution for which, under general assumptions, we study existence and uniqueness and its representation via the aforementioned BSDEs. This concept generalizes

The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use the Stein-Dirichlet method to precise the rate of this convergence in the topology of fractional Sobolev spaces.

Consider non-linear time-fractional stochastic reaction-diffusion equations of the following type, $$ \partial^{\beta}_{t}u_{t}(x)=-\nu(-{\Delta})^{\alpha/2} u_{t}(x)+I^{1-\beta}[b(u)+ \sigma(u)\stackrel{\cdot}{F}(t,x)] $$ in (d + 1) dimensions, where ν > 0,β ∈ (0, 1), α ∈ (0, 2]. The operator \(\partial ^{\beta }_{t}\) is the Caputo fractional derivative while − (−Δ)α/2 is the generator of an isotropic