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Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory.

4 votes
0 answers
78 views

Hölder stability of the PDE $\partial_t u (t, x) = \operatorname{div} \{ a (t, x) \nabla u(t...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bF}{\mathbb{F}} \newcommand{\cF}{\mathcal{F}} \newcommand{\eps}{\vare …
Akira's user avatar
  • 825
0 votes
1 answer
84 views

Is the evolution family self-adjoint?

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} \newcommand{\qtext}[1]{\quad\text{#1}} \newcommand{\qtextq}[1]{\quad\text{#1}\quad} $ I am reading Roland Schnaubelt's survey p …
Akira's user avatar
  • 825
2 votes
1 answer
211 views

Self-adjointness of generator and semigroup of an SDE

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bF}{\mathbb{F}} \newcommand{\cF}{\mathcal{F}} \newcommand{\eps}{\vare …
Akira's user avatar
  • 825
2 votes
1 answer
203 views

Hölder continuity in time of heat semigroup for regular initial distribution

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ Let $(p_t)_{t>0}$ be the standard Gaussian heat kernel on $\bR^d$, i.e., $$ p_t (x) := \frac{1}{(4 \pi t)^{\frac{d}{2}}} \exp …
Akira's user avatar
  • 825
3 votes
1 answer
256 views

Hölder continuity in time of heat semigroup

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ We fix $\alpha \in (0, 1)$ and $c>0$. Let $\ell : \bR^d \to \bR_+$ be a probability density function such that $$ \|\ell\|_{\ …
Akira's user avatar
  • 825
1 vote
1 answer
167 views

Rate of convergence of mollified functions in $L^p$ norm

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\supp}{\operatorname{supp}} $ Let $(\rho_n)_{n \geq 1}$ be a sequence of mollifiers on $\bR^d$, i.e., each $\rho_n$ is a probabi …
Akira's user avatar
  • 825
0 votes
1 answer
95 views

Convergence of mollified functions in weighted $L^p$ norm

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\supp}{\operatorname{supp}} $ Let $(\rho_n)_{n \geq 1}$ be a sequence of mollifiers on $\bR^d$, i.e., each $\rho_n$ is a probabi …
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  • 825
0 votes

Upper bound $\int_{\mathbb{R}^d \times \mathbb{R}^d} |fx)-f(y)| (1+|y|) \ell (x) p_t (x-y) \...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ Let $d:=1, Z \sim \mathcal N (0, 1)$ and $\ell := p_1$. We write $M_1 \lesssim M_2$ if there exi …
Akira's user avatar
  • 825
2 votes
2 answers
149 views

Upper bound $\int_{\mathbb{R}^d \times \mathbb{R}^d} |fx)-f(y)| (1+|y|) \ell (x) p_t (x-y) \...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ We fix $\alpha \in (0, 1)$ and $c>0$. Let $f : \bR^d \to \bR$ and $\ell : \bR^d \to \bR_+$ be measurable such that $\ell$ is …
Akira's user avatar
  • 825
0 votes
0 answers
44 views

Are there probability densities $\rho, f_n$ such that $\lim_n \frac{[\rho * f_n]_\alpha}{\|\...

We fix $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f: \mathbb R^d \to \mathbb R^k \otimes \mathbb R^m$, i.e., $[f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x- …
Akira's user avatar
  • 825
1 vote
1 answer
54 views

Lower bound the best $\alpha$-Hölder constant of a convolution

Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f ( …
Akira's user avatar
  • 825
1 vote
2 answers
86 views

Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $...

Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f ( …
Akira's user avatar
  • 825
2 votes
1 answer
269 views

Decompose a function into a bounded part and a Lipschitz part

Let $f: \mathbb R^d \to \mathbb R^d$ be a measurable function such that $$ \sup_{x,y \in \mathbb R^d} \frac{|f(x) - f(y)|}{\max \{1, |x-y| \}} < \infty. $$ Are there functions $g,h: \mathbb R^d \to \ …
Akira's user avatar
  • 825
2 votes
1 answer
153 views

Are these two norms on localized versions of $L^p_q$ equivalent?

$\newcommand{\RR}{\mathbb R}\newcommand{\diff}{\, \mathrm d}$ We fix $T \in (0, \infty)$ and $p, q \in [1, \infty)$. Let $\mathbb T$ be the interval $[0, T]$. Let $E$ be the space of all real-valued …
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  • 825
2 votes
0 answers
109 views

Upper bound Hölder norm of the solution to the linear PDE $\partial_t u (t, x) = \Delta_x \{...

Previously, I asked the same question for a non-linear PDE, but I have got no answer. Below, I consider the linear counterpart it. We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R^ …
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  • 825

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