Search results for "Differentiability"

showing 4 items of 14 documents

A decomposition theorem for σ-P-directionally porous sets in Fréchet spaces

2007

In this paper we study suitable notions of porosity and directional porosity in Fréchet spaces. Moreover we give a decomposition theorem for $\sigma$-$\mathcal{P}$-directionally porous sets.

Settore MAT/05 - Analisi Matematicalcsh:MathematicsDifferentiability of Lipschitz maps null setslcsh:QA1-939
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Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

2019

We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…

Statistics and Probabilitymatematiikkalocally Lipschitz generatormalliavin differentiability of BSDEsMalliavin-laskentaexistence and uniqueness of solutions to BSDEsBSDEs with jumpsLipschitz continuityLévy processArticleStochastic differential equationMathematics::ProbabilityModeling and Simulationquadratic BSDEsApplied mathematics60H10UniquenessDifferentiable functiondifferentiaaliyhtälötMathematics - Probabilitystokastiset prosessitMathematics
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Sobolev and bounded variation functions on metric measure spaces

2014

International audience

[ MATH ] Mathematics [math]DifferentiabilityEquationsSets010102 general mathematicsTransport[MATH] Mathematics [math]01 natural sciencesDerivationsFine PropertiesFinite Perimeter010104 statistics & probabilityRicci Curvature BoundsLipschitz Functions0101 mathematics[MATH]Mathematics [math]InequalitiesComputingMilieux_MISCELLANEOUS
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Sharpness of the differentiability almost everywhere and capacitary estimates for Sobolev mappings

2017

We give sharp conformal conditions for the dfferentiability in the Sobolev space W1, n-1 loc (Ω,Rn). Furthermore, we show that the space W1, n-1 loc (Ω,Rn) can be considered as the borderline space for some capacitary inequalities. peerReviewed

capacitymapping of finite distortionSobolev mappingsdifferentiability
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