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pro vyhledávání: '"Priola, A"'
Autor:
Priola, Enrico
It is known that for a possibly degenerate hypoelliptic Ornstein-Uhlenbeck operator $$ L= \frac{1}{2}\text{ tr} (QD^2 ) + \langle Ax, D \rangle = \frac{1}{2}\text{ div} (Q D ) + \langle Ax, D \rangle,\;\; x \in R^N, $$ all (globally) bounded solution
Externí odkaz:
http://arxiv.org/abs/2405.03410
Autor:
Priola Enrico
Publikováno v:
Analysis and Geometry in Metric Spaces, Vol 12, Iss 1, Pp 221-254 (2024)
It is known that for a possibly degenerate hypoelliptic Ornstein-Uhlenbeck (OU) operator L=12tr(QD2)+⟨Ax,D⟩=12div(QD)+⟨Ax,D⟩,x∈RN,L=\frac{1}{2}\hspace{0.1em}\text{tr}\hspace{0.1em}\left(Q{D}^{2})+\langle Ax,D\rangle =\frac{1}{2}\hspace{0.1e
Externí odkaz:
https://doaj.org/article/14292faec25245f09563977f7d404a17
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert space $H$, where $A\colon H\to H$ is self-adjoint, negative and such that $A^{-1+\beta}$ is of trace class for some $\beta>0$, $b\colon H\to H$ is Lipschitz
Externí odkaz:
http://arxiv.org/abs/2308.04184
Autor:
Bondi, Alessandro, Priola, Enrico
Given a Brownian motion $W$ and a stationary Poisson point process $p$ with values in ${\mathbb R}^d$, we prove a Dynamic Programming Principle (DPP) in a strong formulation for a stochastic control problem involving controlled SDEs of the form \begi
Externí odkaz:
http://arxiv.org/abs/2307.16871
We study here the effects of a time-dependent second order perturbation to a degenerate Ornstein-Uhlenbeck type operator whose diffusive part can be either local or non-local. More precisely, we establish that some estimates, such as the Schauder and
Externí odkaz:
http://arxiv.org/abs/2306.04273
Autor:
Priola, Enrico
We show uniqueness in law for the critical SPDE \begin{eqnarray} \label{qq1} dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, \end{eqnarray} where $A$ $ : \text{dom}(A) \subset H \to H$ is a negative definite self-adjoint operator on a
Externí odkaz:
http://arxiv.org/abs/2210.07096
Autor:
Dolera, Emanuele, Priola, Enrico
Let $(\lambda_k)$ be a strictly increasing sequence of positive numbers such that $\sum_{k=1}^{\infty} \frac{1}{\lambda_k} < \infty.$ Let $f $ be a bounded smooth function and denote by $u= u^f$ the bounded classical solution to $u(x) - \frac{1}{2}\s
Externí odkaz:
http://arxiv.org/abs/2210.06347
In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear Hamilton-Jacobi-Bell
Externí odkaz:
http://arxiv.org/abs/2209.14411
Autor:
Aviraj S. Deshmukh, Stefano M. Priola, Aris H. Katsanos, Gianluca Scalia, Aderaldo Costa Alves, Abhilekh Srivastava, Christine Hawkes
Publikováno v:
Neurology International, Vol 16, Iss 1, Pp 74-94 (2024)
Intracranial aneurysms represent a major global health burden. Rupture of an intracranial aneurysm is a catastrophic event. Without access to treatment, the fatality rate is 50% in the first 30 days. Over the last three decades, treatment approaches
Externí odkaz:
https://doaj.org/article/c34ebf31c3e345e6adf4f30afba733d3
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 systems with
Externí odkaz:
http://arxiv.org/abs/2110.01994