In this paper,we consider the measure determined by a fractional OrnsteinUhlenbeck process.For such a measure,we establish an explicit form of the martingale representation theorem and consequently obtain an explicit ...In this paper,we consider the measure determined by a fractional OrnsteinUhlenbeck process.For such a measure,we establish an explicit form of the martingale representation theorem and consequently obtain an explicit form of the Logarithmic-Sobolev inequality.To this end,we also present the integration by parts formula for such a measure,which is obtained via its pull back formula and the Bismut method.展开更多
In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequal...In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequalities.展开更多
In this paper, we will establish Poincare inequalities in variable exponent non-isotropic Sobolev spaces. The crucial part is that we prove the boundedness of the fractional integral operator on variable exponent Lebe...In this paper, we will establish Poincare inequalities in variable exponent non-isotropic Sobolev spaces. The crucial part is that we prove the boundedness of the fractional integral operator on variable exponent Lebesgue spaces on spaces of homogeneous type. We obtain the first order Poincare inequalities for vector fields satisfying Hormander's condition in variable non-isotropic Sobolev spaces. We also set up the higher order Poincare inequalities with variable exponents on stratified Lie groups. Moreover, we get the Sobolev inequalities in variable exponent Sobolev spaces on whole stratified Lie groups. These inequalities are important and basic tools in studying nonlinear subelliptic PDEs with variable exponents such as the p(x)-subLaplacian. Our results are only stated and proved for vector fields satisfying Hormander's condition, but they also hold for Grushin vector fields as well with obvious modifications.展开更多
基金supported by the National Natural Science Foundation of China(11801064)。
文摘In this paper,we consider the measure determined by a fractional OrnsteinUhlenbeck process.For such a measure,we establish an explicit form of the martingale representation theorem and consequently obtain an explicit form of the Logarithmic-Sobolev inequality.To this end,we also present the integration by parts formula for such a measure,which is obtained via its pull back formula and the Bismut method.
基金supported by the Natural Science Foundation of China(11901005,12071003)the Natural Science Foundation of Anhui Province(2008085QA20)。
文摘In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequalities.
基金supported by NSFC(Grant No.11371056)supported by a US NSF grant
文摘In this paper, we will establish Poincare inequalities in variable exponent non-isotropic Sobolev spaces. The crucial part is that we prove the boundedness of the fractional integral operator on variable exponent Lebesgue spaces on spaces of homogeneous type. We obtain the first order Poincare inequalities for vector fields satisfying Hormander's condition in variable non-isotropic Sobolev spaces. We also set up the higher order Poincare inequalities with variable exponents on stratified Lie groups. Moreover, we get the Sobolev inequalities in variable exponent Sobolev spaces on whole stratified Lie groups. These inequalities are important and basic tools in studying nonlinear subelliptic PDEs with variable exponents such as the p(x)-subLaplacian. Our results are only stated and proved for vector fields satisfying Hormander's condition, but they also hold for Grushin vector fields as well with obvious modifications.