Search Results

Let $j \in \mathbb N$ and $\alpha \in (0, 1)$. We denote by $H^{j + \alpha} := H^{j + \alpha} ({\mathbb R}^d)$ the usual Hölder space. For convenience, we denote $H^{\alpha} := H^{j + \alpha}$ for the …

Let $b:\mathbb R_+ \times \mathbb R^d \to \mathbb R^d$ be measurable such that for all $n \in \mathbb N$ we have $$ \sup_{t \ge 0} |b(t, 0)| + \sup_{t \ge 0} \sup_{x \in \mathbb R^d} |\nabla^n_x b (t, …

I am reading the paper Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications by F.O. Porper and S.D. Eidel'man. Below, the cited paper is [2] :S.D. E …

For any $\kappa>0$, we consider the Gaussian heat kernel $$ p^\kappa_t (x) := (\kappa \pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{\kappa t}}, \quad t>0, x \in {\mathbb R}^d. $$ Let $L^0 := L^0 (\mathbb R^d …

We fix $T>0$. Let $b:[0, T] \times \mathbb{R}^d \rightarrow \mathbb{R}^d$ and $\sigma:[0, T] \times \mathbb{R}^d \rightarrow \mathcal{M}^\text{sym}_{d \times d}(\mathbb{R})$ be measurable and regular …

For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let $$ \m …

$\newcommand{\RR}{\mathbb R}\newcommand{\NN}{\mathbb N}$ Let $\alpha \in (0, 1)$ and $j \in \NN$. We denote by $H^{j + \alpha} := H^{j + \alpha} ({\RR}^d)$ the space of real-valued functions $f$ on $\ …

$ \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 …

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bF}{\mathbb{F}} \newcommand{\cF}{\mathcal{F}} \newcommand{\eps}{\varepsilon} \newcommand{\diff}{\m …

$ \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 …

Let $X=Y = \mathbb R^d$ and $c:X \times Y \to [0, \infty)$ be Borel measurable. Let $\mu, \nu$ be Borel probability measures on $X,Y$ respectively. Let $\mathcal T$ be the set of all Borel measurable …

Let $f:\mathbb R^n \to \mathbb R$ and $E := \{x \in X : f \text{ not Fréchet differentiable at }x\}$. Then $E$ is Borel measurable. It is well-known that Theorem If $f$ is convex, then the Hausdorff …

For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let $$ \m …

For any $n \in \mathbb{Z}^{+}$, let $C_b^n\left(\mathbb{R}^d\right)$ be the class of real functions $f$ on $\mathbb{R}^d$ with continuous derivatives $\left\{\nabla^i f\right\}_{0 \leq i \leq n}$ such …

We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R \to \mathbb R$ belong to the Hölder space $C^{1, \alpha}_b (\mathbb R)$ for some $\alpha \in (0, 1)$. Let $u : \mathbb T \times \mat …