Degenerate SDEs in Hilbert spaces with rough drifts

Weak differentiability of solutions to SDEs with semi-monotone drifts

‎In this work we prove Malliavin differentiability for the solution to an SDE with locally Lipschitz and semi-monotone drift‎. ‎To prove this formula‎, ‎we construct a sequence of SDEs with globally Lipschitz drifts and show that the $p$-moments of their Malliavin derivatives are uniformly bounded‎.

Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

In this paper we extend recent results on the existence and uniqueness of solutions of ODEs with non-smooth vector fields to the case of martingale solutions, in the StroockVaradhan sense, of SDEs with non-smooth coefficients. In the first part we develop a general theory, which roughly speaking allows to deduce existence, uniqueness and stability of martingale solutions for L-almost every init...

weak differentiability of solutions to sdes with semi-monotone drifts

‎in this work we prove malliavin differentiability for the solution to an sde with locally lipschitz and semi-monotone drift‎. ‎to prove this formula‎, ‎we construct a sequence of sdes with globally lipschitz drifts and show that the $p$-moments of their malliavin derivatives are uniformly bounded‎.

Generalized Frames in Hilbert Spaces

FUSION FRAMES IN HILBERT SPACES

Fusion frames are an extension to frames that provide a framework for applications and providing efficient and robust information processing algorithms. In this article we study the erasure of subspaces of a fusion frame.