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Zhongmin Qian

Publications and source records attributed to Zhongmin Qian.

At least 55 records · Page 3Linked to original sources
arXiv2017

Backward problems for stochastic differential equations on the Sierpinski gasket

In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic differential equations driven by Brownian martingale (defined in Section [sec:-1]) on the Sierpinski gasket constructed by S. Goldstein and S. Kusuoka. The exponential integrability of quadratic processes for martingale additive functionals is obtained, and as an application, a Feynman-Kac representation formula for weak solutions of semi-linear parabolic PDEs on the gasket is also established.

math.PR↗
arXiv2017

A scheme for determining fundamental interactions and the universality principle

The Standard Model of particle physics was established based on the equivalence principle and gauge invariance. The Lagrangians were built upon experimental data demonstrating the violation of discrete symmetries together with ideas of spontaneous symmetry breaking. The features of vector and axial-vector interactions and chirality principle are manually added on in order to fit in the observation data, rather than explained by the model as one may hope. Here we develop a theory of interactions based on the Dirac algebra together with the exterior operations the wedge product and the star operator on the space-time, and develop a scheme for determining all possible interaction formulations. In our scheme, the chirality transformation and the left and right handedness come up naturally. A simple postulate about the universality of physical interactions based on the space-time causal structure yields the attracting features mentioned above as consequences.

physics.gen-ph↗
arXiv2017

Sobolev inequalities on product Sierpinski spaces

On fractals, different measures (mutually singular in general) are involved to measure volumes of sets and energies of functions. Singularity of measures brings difficulties in (especially non-linear) analysis on fractals. In this paper, we prove a type of Sobolev inequalities, which involve different and possibly mutually singular measures, on product Sierpinski spaces. Sufficient and necessary conditions for the validity of these Sobolev inequalities are given. Furthermore, we compute the sharp exponents which appears in the sufficient and necessary conditions for the product Kusuoka measure, i.e. the reference energy measure on Sierpinski spaces.

math.CA↗
arXiv2017

Parabolic equations with singular divergence-free drift vector fields

In this paper, we study an elliptic operator in divergence-form but not necessary symmetric. In particular, our results can be applied to elliptic operator $L=νΔ+u(x,t)\cdot\nabla$, where $u(\cdot,t)$ is a time-dependent vector field in $\mathbb{R}^{n}$, which is divergence-free in distribution sense, i.e. $\nabla\cdot u=0$. Suppose $u\in L_{t}^{\infty}(\textrm{BMO}_{x}^{-1})$. We show the existence of the fundamental solution $\varGamma(x,t;ξ,τ)$ of the parabolic operator $L-\partial_{t}$, and show that $\varGamma$ satisfies the Aronson estimate with a constant depending only on the dimension $n$, the elliptic constant $ν$ and the norm $\left\Vert u\right\Vert _{L^{\infty}(\textrm{BMO}^{-1})}$. Therefore the existence and uniqueness of the parabolic equation $\left(L-\partial_{t}\right)v=0$ are established for initial data in $L^{2}$-space, and their regularity is obtained too. In fact, we establish these results for a general non-symmetric elliptic operator in divergence form.

math.AP↗
arXiv2016

A Quasi-sure Non-degeneracy Property for the Brownian Rough Path

In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-self-intersecting. This property relates closely to a non-degeneracy property for the Brownian rough path arising naturally from the uniqueness of signature problem in rough path theory. As an important consequence we conclude that quasi-surely, the Brownian rough path does not have any tree-like pieces and every sample path of Brownian motion is uniquely determined by its signature up to reparametrization.

math.PR↗
arXiv2015

BMO Martingales and Positive Solutions of Heat Equations

In this paper, we develop a new approach to establish gradient estimates for positive solutions to the heat equation of elliptic or subelliptic operators on Euclidean spaces or on Riemannian manifolds. More precisely, we give some estimates of the gradient of logarithm of a positive solution via the uniform bound of the logarithm of the solution. Moreover, we give a generalized version of Li-Yau's estimate. Our proof is based on the link between PDE and quadratic BSDE. Our method might be useful to study some (nonlinear) PDEs.

math.PR↗
arXiv2014

Quasi-sure Existence of Gaussian Rough Paths and Large Deviation Principles for Capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

math.PR↗
arXiv2013

G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion

The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path theory. As the starting point, we show that quasi-surely, sample paths of G-Brownian motion can be enhanced to the second level in a canonical way so that they become geometric rough paths of roughness 2 < p < 3. This result enables us to introduce the notion of rough differential equations (RDEs) driven by G-Brownian motion in the pathwise sense under the general framework of rough paths. Next we establish the fundamental relation between SDEs and RDEs driven by G-Brownian motion. As an application, we introduce the notion of SDEs on a differentiable manifold driven by GBrownian motion and construct solutions from the RDE point of view by using pathwise localization technique. This is the starting point of introducing G-Brownian motion on a Riemannian manifold, based on the idea of Eells-Elworthy-Malliavin. The last part of this paper is devoted to such construction for a wide and interesting class of G-functions whose invariant group is the orthogonal group. We also develop the Euler-Maruyama approximation for SDEs driven by G-Brownian motion of independent interest.

math.PR↗
arXiv2013

Navier-Stokes equation and forward-backward stochastic differential system in the Besov spaces

The Navier-Stokes equation on Rd (d greater or equal to 3) formulated on Besov spaces is considered. Using a stochastic forward-backward differential system, the local existence of a unique solution in B_ r, with r > 1 + d is obtained. We also show p,p p the convergence to solutions of the Euler equation when the viscosity tends to zero. Moreover, we prove the local existence of a unique solution in B_ pr,q, with p > 1, 1 greater or equal to q greater or equal to infinity, r > max(1, d); here the maximal time interval depends on p the viscosity.

math.AP↗
arXiv2012

Backward stochastic dynamics on a filtered probability space

We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither Itô's integrals nor martingale representation formulate are needed. This approach provides new tools for the study of BSDE, and is particularly useful for the study of BSDE with partial information. The approach allows us to study the following type of backward stochastic differential equations: \[dY_t^j=-f_0^j(t,Y_t,L(M)_t) dt-\sum_{i=1}^df_i^j(t,Y_t), dB_t^i+dM_t^j\] with $Y_T=ξ$, on a general filtered probability space $(Ω,\mathcal{F},\mathcal{F}_t,P)$, where $B$ is a $d$-dimensional Brownian motion, $L$ is a prescribed (nonlinear) mapping which sends a square-integrable $M$ to an adapted process $L(M)$ and $M$, a correction term, is a square-integrable martingale to be determined. Under certain technical conditions, we prove that the system admits a unique solution $(Y,M)$. In general, the associated partial differential equations are not only nonlinear, but also may be nonlocal and involve integral operators.

math.PR↗
arXiv2012

On the Finite Dimensional Joint Characteristic Function of Lévy's Stochastic Area Processes

The goal of this paper is to derive a formula for the finite dimensional joint characteristic function (the Fourier transform of the finite dimensional distribution) of the coupled process ${(W_{t},L_{t}^{A}):t\in \lbrack 0,\infty)}$, where $\{W_{t}:t\in \lbrack 0,\infty)}$ is a $d$-dimensional Brownian motion and $\{L_{t}^{A}:t\in \lbrack 0,\infty)}$ is the generalized $d$-dimensional L$\acute{e}$vy's stochastic area process associated to a $d\times d$ matrix $A.$ Here $A$ need not be skew-symmetric, and in our computation we allow $A$ to vary. The problem finally reduces to the solution of a recursive system of symmetric matrix Riccati equations and a system of independent first order linear matrix ODEs. As an example, the two dimensional Lévy's stochastic area process is studied in detail.

math.PR↗
arXiv2012

Sharp Spectral Gap and Li-Yau's Estimate on Alexandrov Spaces

In the previous work [35], the second and third authors established a Bochner type formula on Alexandrov spaces. The purpose of this paper is to give some applications of the Bochner type formula. Firstly, we extend the sharp lower bound estimates of spectral gap, due to Chen-Wang [9, 10] and Bakry-Qian [6], from smooth Riemannian manifolds to Alexandrov spaces. As an application, we get an Obata type theorem for Alexandrov spaces. Secondly, we obtain (sharp) Li-Yau's estimate for positve solutions of heat equations on Alexandrov spaces.

math.DG↗
arXiv2012

A Note on Indefinite Stochastic Riccati Equations

An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of such equations (including the existence of solutions) driven by one-dimensional Brownian motion. The idea is to replace the original equation by a system of BSDEs (without involving any algebraic constraint) whose existence of solutions automatically enforces the original algebraic constraint to be satisfied.

math.PR↗
arXiv2011

Skorohod Equation and Reflected Backward Stochastic Differential Equations

By using the Skorohod equation we derive an iteration procedure which allows us to solve a class of reflected backward stochastic differential equations with non-linear resistance induced by the reflected local time. In particular, we present a new method to study the reflected BSDE proposed first by El Karoui et al. \cite{MR1434123}.

math.PR↗