Bibliografías temáticas / Hypoellipticité

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Literatura académica sobre el tema "Hypoellipticité"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 25 de mayo de 2024

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Artículos de revistas sobre el tema "Hypoellipticité"

1

Xu, Chaojiang. "Hypoellipticité d'équations aux dérivées partielles non linéaires". Journées équations aux dérivées partielles, n.º 1 (1985): 1–16. http://dx.doi.org/10.5802/jedp.299.

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Morioka, Tatsushi. "Hypoellipticité pour un certain opérateur à caractéristique double". Tsukuba Journal of Mathematics 21, n.º 3 (diciembre de 1997): 739–62. http://dx.doi.org/10.21099/tkbjm/1496163378.

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Donno, Giuseppe De. "Generalized Vandermonde determinants for reversing Taylor's formula and application to hypoellipticity". Tamkang Journal of Mathematics 38, n.º 2 (30 de junio de 2007): 183–89. http://dx.doi.org/10.5556/j.tkjm.38.2007.89.

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The problem of the hypoellipticity of the linear partial differential operators with constant coefficients was completely solved by H"{o}r-man-der in [5]. He listed many equivalent algebraic conditions on the polynomial symbol of the operator, each necessary and sufficient for hypoellipticity. In this paper we employ two Mitchell's Theorems (1881) regarding a type of Generalized Vandermonde Determinants, for inverting Taylor's formula of polynomials in several variables with complex coefficients. We obtain then a more direct and easy proof of an equivalence for the mentioned H"{o}r-man-der's hypoellipticity conditions.
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Bergamasco, Adalberto P. y Sérgio Luís Zani. "Global Hypoellipticity of a Class of Second Order Operators". Canadian Mathematical Bulletin 37, n.º 3 (1 de septiembre de 1994): 301–5. http://dx.doi.org/10.4153/cmb-1994-045-4.

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AbstractWe show that almost all perturbations P — λ, λ € C, of an arbitrary constant coefficient partial differential operator P are globally hypoelliptic on the torus. We also give a characterization of the values λ € C for which the operator is globally hypoelliptic; in particular, we show that the addition of a term of order zero may destroy the property of global hypoellipticity of operators of principal type, contrary to that happens with the usual (local) hypoellipticity.
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Nedeljkov, M. y S. Pilipović. "Hypoelliptic differential operators with generalized constant coefficients". Proceedings of the Edinburgh Mathematical Society 41, n.º 1 (febrero de 1998): 47–60. http://dx.doi.org/10.1017/s0013091500019428.

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The space of Colombeau generalized functions is used as a frame for the study of hypoellipticity of a family of differential operators whose coefficients depend on a small parameter ε.There are given necessary and sufficient conditions for the hypoellipticity of a family of differential operators with constant coefficients which depend on ε and behave like powers of ε as ε→0. The solutions of such family of equations should also satisfy the power order estimate with respect to ε.
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Himonas, A. Alexandrou. "analytic hypoellipticity". Duke Mathematical Journal 59, n.º 1 (agosto de 1989): 265–87. http://dx.doi.org/10.1215/s0012-7094-89-05909-7.

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Street, Brian. "What is ...Hypoellipticity?" Notices of the American Mathematical Society 65, n.º 04 (1 de abril de 2018): 1. http://dx.doi.org/10.1090/noti1670.

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Bergamasco, A. P., G. A. Mendoza y S. Zani. "On Global Hypoellipticity". Communications in Partial Differential Equations 37, n.º 9 (29 de marzo de 2012): 1517–27. http://dx.doi.org/10.1080/03605302.2011.641054.

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Nedeljkov, Marko y Stevan Pilipovic. "On hypoellipticity in ς". Bulletin: Classe des sciences mathematiques et natturalles 123, n.º 27 (2002): 47–56. http://dx.doi.org/10.2298/bmat0227047n.

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We give a condition of sufficiency for the hypoellipticity of a family of equations with constant coefficients satisfied prescribed power growth rate with respect to ? ? (0, 1). The framework is Colombeau algebra of generalized functions.
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Street, Brian. "WHAT ELSE about...Hypoellipticity?" Notices of the American Mathematical Society 65, n.º 04 (1 de abril de 2018): 1. http://dx.doi.org/10.1090/noti1664.

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Tesis sobre el tema "Hypoellipticité"

1

Valentin, Jérôme. "Extensions de la formule d'Itô par le calcul de Malliavin et application à un problème variationnel". Thesis, Paris, ENST, 2012. http://www.theses.fr/2012ENST0029/document.

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Ce travail de thèse est consacré à l'extension de la formule d'Itô au cas de chemins à variations bornées à valeurs dans l'espace des distributions tempérées composés par des processus réguliers au sens de Malliavin. On s'attache en particulier à faire des hypothèses de régularité minimales, ce qui donne accès à un certain nombre d'applications de notre principal résultat, en particulier à l'étude d'un problème variationnel. Le premier chapitre est consacré à des rappels de calcul de Malliavin. Le deuxième donne des résultats sur la topologie sur la classe de Schwartz et l'espace des distributions tempérées. Dans le troisième chapitre, on donne des conditions optimales sous lesquelles on peut définir la composition d'une distribution tempérée par une variable aléatoire et quelle est la régularité au sens de Malliavin de l'objet ainsi construit. Des techniques d'interpolation permettent d'obtenir des résultats pour des espaces fractionnaires. On donne également des résultats pour le cas où la distribution est elle-même stochastique. Ces résultats nous permettent d'écrire, au chapitre 4, une formule d'Ito faible s'appliquant sous des hypothèses beaucoup plus faibles que celles généralement proposées dans la littérature. On donne aussi une version anticipative et une formule de type Ito-Wentzell. On donne des résultats plus précis dans le cas où le processus auquel on applique notre formule est la solution d'une EDS simple et on applique ce résultat à l'étude de la régularité du temps local en dimension quelconque. Enfin le cinquième chapitre résout un problème variationnel simple en affaiblissant considérablement une hypothèse d'ellipticité faite par la plupart des auteurs
This dissertation studies the extension of the Itô formula to the case of distibution-valued paths of bounded variation lifted by processes which are regular in the sense of Malliavin calculus. We make optimal hypotheses, which gives us access to many applications. The first chapter is a primer in Malliavin calculus. The second chapter provides useful results on the toplogy of the schwartz class and of the space of tempered distributions. in the third chapter, we give optimal conditions under which a tempered distribution may be composed by a random variable and we study the malliavin regularity of the object thus defined. Interpolation techniques give access to results in fractional spaces. We also give results for the case where the tempered distribution is itself stochastic. These results allow us to obtain, in chapter 4, a weak Itô formula under hypotheses which are much weaker than those usually made in the litterature. We also give an Itô-Wentzell and an anticipative version. In the case where the process to which the ito formula is applied is the solution to an SDE, we give a more precise result, which we use to study the reguarity of the multi-dimensional local time. Finally the fifth chapter solves a variational problem under hypotheses which are much weaker than the usual assumption of hypoellipticity
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2

Cao, Chuqi. "Equations de Fokker-Planck cinétiques : hypocoercivité et hypoellipticité". Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED040.

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Cette thèse porte principalement sur l’hypocoercivité et le comportement à long terme d’équations cinétiques. Nous considérons d’abord l’équation cinétique de Fokker-Planck avec la force de confinement faible et une classe de force générale. Nous prouvons l’existence et l’unicité d’un équilibre normalisé positif (dans le cas d’une force générale) et établissons un certain taux exponentiel ou sous-géométrique de convergence vers l’équilibre (et le taux peut être explicitement calculé). Ensuite, nous étudions la convergence vers l’équilibre de la relaxation Boltzmann linéaire (également appelé BGK linéaire) et le équations de Boltzmann linéaire soit sur le tore ou sur tout l’espace avec un confinement potentiel.Nous présentons des résultats de convergence explicites au normes de variation total ou de variation totale pondérée.Les taux de convergence sont exponentiels lorsque les équations sont posées sur le tore ou avec un potentiel de confinement grandir au moins quadratiquement à l’infini. De plus, nous donnons taux de convergence algébrique lorsque les potentiels sousquadratiqué pris en considération. Nous utilisons le théorème de Harris
This thesis mainly study the hypocoercivity and long time behaviour of kinetic equations. We first consider the kinetic Fokker-Planck equation with weak confinement force and a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate or sub-geometric rate of convergence to the equilibrium (and the rate can be explicitly computed). Then we study convergence to equilibriumof the linear relaxation Boltzmann (also known as linear BGK) and the linear Boltzmann equations either on the torus or on the whole space with a confining potential. We present explicit convergence results in total variation or weighted total variation norms. The convergence rates are exponential when the equations are posed on the torus, or with a confining potential growing at least quadratically at infinity. Moreover, we give algebraic convergence rates when subquadratic potentials considered. We use a method known as Harris’s Theorem
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Pigato, Paolo. "Tube estimates for hypoelliptic diffusions and scaling properties of stochastic volatility models". Thesis, Paris Est, 2015. http://www.theses.fr/2015PESC1029/document.

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Dans cette thèse on aborde deux problèmes. Dans la première partie on considère des diffusions hypoelliptiques, à la fois sur une condition d'Hormander forte et faible. On trouve des estimations gaussiennes pour la densité de la loi de la solution à un temps court fixé. Un outil fondamental pour prouver ces estimations est le calcul de Malliavin, et en particulier on utilise des techniques développées récemment pour faire face à des problèmes de dégénérescence. Ensuite, grâce à ces estimations en temps court, on trouve des bornes inférieures et supérieures exponentielles sur la probabilité que la diffusion reste dans un petit tube autour d'une trajectoire déterministe jusqu'à un moment fixé. Dans ce cadre hypoelliptique, la forme du tube doit tenir compte du fait que la diffusion se déplace avec une vitesse différente dans les directions du coefficient de diffusion et dans les directions des crochets de Lie. Pour cette raison, on introduit une norme qui prend en compte ce comportement anisotrope, qui peut être adaptée aux cas d'Hormander fort et faible. Dans le cas Hormander fort on établit un lien entre cette norme et la distance de contrôle classique. Dans le cas Hormander faible on introduit une distance de contrôle équivalente appropriée. Dans la deuxième partie de la thèse, on travaille avec des modèles à volatilité stochastique avec retour à la moyenne, oú la volatilité est dirigée par un processus de saut. On suppose d'abord que les sauts suivent un processus de Poisson, et on considère la décroissance des corrélations croisées, théoriquement et empiriquement. Ceci nous amène à étudier un algorithme pour la détection de sauts de la volatilité. On considère ensuite un phénomène plus subtil largement observé dans les indices financiers: le "multiscaling" des moments, c'est-à-dire le fait que les moments d'ordre q des log-incréments du prix sur un temps h, ont une amplitude d'ordre h à une certaine puissance, qui est non linéaire dans q. On travaille avec des modèles oú la volatilité suit une EDS avec retour à la moyenne dirigée par un subordinateur de Lévy. On montre que le multiscaling se produit si la mesure caractéristique du Lévy a des queues de loi de puissance et le retour à la moyenne est superlinéaire à l'infini. Dans ce cas l'exposant de scaling est linéaire par morceaux
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under both strong and weak Hormander condition. We find Gaussian estimates for the density of the law of the solution at a fixed, short time. A main tool to prove these estimates is Malliavin Calculus, in particular some techniques recently developed to deal with degenerate problems. We then use these short-time estimates to show exponential two-sided bounds for the probability that the diffusion remains in a small tube around a deterministic path up to a given time. In our hypoelliptic framework, the shape of the tube must reflect the fact the diffusion moves with a different speed in the direction of the diffusion coefficient and in the direction of the Lie brackets. For this reason we introduce a norm accounting of this anisotropic behavior, which can be adapted to both the strong and weak Hormander framework. We establish a connection between this norm and the standard control distance in the strong Hormander case. In the weak Hormander case, we introduce a suitable equivalent control distance. In the second part of the thesis we work with mean reverting stochastic volatility models, with a volatility driven by a jump process. We first suppose that the jumps follow a Poisson process, and consider the decay of cross asset correlations, both theoretically and empirically. This leads us to study an algorithm for the detection of jumps in the volatility profile. We then consider a more subtle phenomenon widely observed in financial indices: the multiscaling of moments, i.e. the fact that the q-moment of the log-increment of the price on a time lag of length h scales as h to a certain power of q, which is non-linear in q. We work with models where the volatility follows a mean reverting SDE driven by a Lévy subordinator. We show that multiscaling occurs if the characteristic measure of the Lévy has power law tails and the mean reversion is super-linear at infinity. In this case the scaling function is piecewise linear
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4

Valentin, Jérôme. "Extensions de la formule d'Itô par le calcul de Malliavin et application à un problème variationnel". Electronic Thesis or Diss., Paris, ENST, 2012. http://www.theses.fr/2012ENST0029.

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Ce travail de thèse est consacré à l'extension de la formule d'Itô au cas de chemins à variations bornées à valeurs dans l'espace des distributions tempérées composés par des processus réguliers au sens de Malliavin. On s'attache en particulier à faire des hypothèses de régularité minimales, ce qui donne accès à un certain nombre d'applications de notre principal résultat, en particulier à l'étude d'un problème variationnel. Le premier chapitre est consacré à des rappels de calcul de Malliavin. Le deuxième donne des résultats sur la topologie sur la classe de Schwartz et l'espace des distributions tempérées. Dans le troisième chapitre, on donne des conditions optimales sous lesquelles on peut définir la composition d'une distribution tempérée par une variable aléatoire et quelle est la régularité au sens de Malliavin de l'objet ainsi construit. Des techniques d'interpolation permettent d'obtenir des résultats pour des espaces fractionnaires. On donne également des résultats pour le cas où la distribution est elle-même stochastique. Ces résultats nous permettent d'écrire, au chapitre 4, une formule d'Ito faible s'appliquant sous des hypothèses beaucoup plus faibles que celles généralement proposées dans la littérature. On donne aussi une version anticipative et une formule de type Ito-Wentzell. On donne des résultats plus précis dans le cas où le processus auquel on applique notre formule est la solution d'une EDS simple et on applique ce résultat à l'étude de la régularité du temps local en dimension quelconque. Enfin le cinquième chapitre résout un problème variationnel simple en affaiblissant considérablement une hypothèse d'ellipticité faite par la plupart des auteurs
This dissertation studies the extension of the Itô formula to the case of distibution-valued paths of bounded variation lifted by processes which are regular in the sense of Malliavin calculus. We make optimal hypotheses, which gives us access to many applications. The first chapter is a primer in Malliavin calculus. The second chapter provides useful results on the toplogy of the schwartz class and of the space of tempered distributions. in the third chapter, we give optimal conditions under which a tempered distribution may be composed by a random variable and we study the malliavin regularity of the object thus defined. Interpolation techniques give access to results in fractional spaces. We also give results for the case where the tempered distribution is itself stochastic. These results allow us to obtain, in chapter 4, a weak Itô formula under hypotheses which are much weaker than those usually made in the litterature. We also give an Itô-Wentzell and an anticipative version. In the case where the process to which the ito formula is applied is the solution to an SDE, we give a more precise result, which we use to study the reguarity of the multi-dimensional local time. Finally the fifth chapter solves a variational problem under hypotheses which are much weaker than the usual assumption of hypoellipticity
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5

Pigato, Paolo. "Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models". Doctoral thesis, Università degli studi di Padova, 2015. http://hdl.handle.net/11577/3424189.

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In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under both strong and weak Hormander condition. We find Gaussian estimates for the density of the law of the solution at a fixed, short time. A main tool to prove these estimates is Malliavin Calculus, in particular some techniques recently developed to deal with degenerate problems. We then use these short-time estimates to show exponential two-sided bounds for the probability that the diffusion remains in a small tube around a deterministic path up to a given time. In our hypoelliptic framework, the shape of the tube must reflect the fact the diffusion moves with a different speed in the direction of the diffusion coefficient and in the direction of the Lie brackets. For this reason we introduce a norm accounting of this anisotropic behavior, which can be adapted to both the strong and weak Hormander framework. We establish an equivalence between this norm and the standard control distance in the strong Hormander case. In the weak Hormander case, we introduce a suitable equivalent control distance. In the second part of the thesis we work with mean reverting stochastic volatility models, with a volatility driven by a jump process. We first suppose that the jumps follow a Poisson process, and consider the decay of cross asset correlations, both theoretically and empirically. This leads us to study an algorithm for the detection of jumps in the volatility profile. We then consider a more subtle phenomenon widely observed in financial indices: the multiscaling of moments, i.e. the fact that the q-moment of the log-increment of the price on a time lag of length h scales as h to a certain power of q, which is non-linear in q. We work with models where the volatility follows a mean reverting SDE driven by a Lévy subordinator. We show that multiscaling occurs if the characteristic measure of the Lévy has power law tails and the mean reversion is super-linear at infinity. In this case the scaling function is piecewise linear.
In questa tesi ci occupiamo di due problemi. Nella prima parte consideriamo delle diffusioni ipoellittiche, sia sotto una condizione di Hormander forte che debole. Troviamo delle stime gaussiane per la densità della legge della soluzione in tempo corto. Uno strumento fondamentale per dimostrare questo tipo di stime è il calcolo di Malliavin. In particolare, utilizziamo delle tecniche sviluppate negli ultimi anni per affrontare dei problemi degeneri. Poi, grazie a queste stime in tempo corto, troviamo dei bound inferiore e superiore esponenziali per la probabilità che la diffusione rimanga in un piccolo tubo attorno a una traiettoria deterministica, fino a un tempo fissato. In questo contesto ipoellittico, la forma del tubo deve riflettere il fatto che la diffusione si muove con una velocità diversa nella direzione dei coefficienti di diffusione e nella direzione delle parentesi di Lie. Per questo motivo introduciamo una norma che tenga conto di questo comportamento anisotropo, adattabile al caso di Hormander forte e debole. Nel caso Hormander forte stabiliamo un'equivalenza tra questa norma e la distanza di controllo classica. Nel caso Hormander debole introduciamo una distanza di controllo equivalente adeguata. Nella seconda parte della tesi lavoriamo con dei modelli a volatilità stocastica con ritorno alla media, in cui la volatilità è diretta da un processo di salto. Supponiamo inizialmente che i salti siano dati da un processo di Poisson, e consideriamo il decadimento delle correlazioni incrociate, sia teoricamente che empiricamente. Questo ci porta a studiare un algoritmo per identificare i picchi nel profilo della volatilità. Consideriamo successivamente un fenomeno più sottile largamente osservato negli indici finanziari: il "multiscaling" dei momenti, ovvero il fatto che i momenti d'ordine q dei log-incrementi del prezzo su un tempo h, hanno un'ampiezza di ordine h a una certa potenza, che è non lineare in q. Lavoriamo con dei modelli in cui la volatilità è data da un'equazione differenziale stocastica con ritorno alla media, diretta da un subordinatore di Lévy. Mostriamo che il multiscaling si produce se la misura caratteristica del Lévy ha delle code di legge di potenza e il ritorno alla media è superlineare all'infinito. In questo caso l'esponente di scaling è lineare a tratti.
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Tartakoff, David S. y Andreas Cap@esi ac at. "Results in Gevrey and Analytic Hypoellipticity". ESI preprints, 2000. ftp://ftp.esi.ac.at/pub/Preprints/esi967.ps.

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Wenyi, Chen y Wang Tianbo. "The hypoellipticity of differential forms on closed manifolds". Universität Potsdam, 2005. http://opus.kobv.de/ubp/volltexte/2009/2980/.

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In this paper we consider the hypo-ellipticity of differential forms on a closed manifold.The main results show that there are some topological obstruct for the existence of the differential forms with hypoellipticity.
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Chen, Hua, Wei-Xi Li y Chao-Jiang Xu. "Gevrey hypoellipticity for linear and non-linear Fokker-Planck equations". Universität Potsdam, 2007. http://opus.kobv.de/ubp/volltexte/2009/3028/.

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Shimoda, Taishi. "Hypoellipticity of second order differential operators with sign-changing principal symbols /". Sendai : Tohoku Univ, 2000. http://www.loc.gov/catdir/toc/fy0713/2007329003.html.

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Chinni, Gregorio <1980&gt. "Analytic and gevrey (micro-)hypoellipticity for sums of squares: an FBI approach". Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2008. http://amsdottorato.unibo.it/947/1/Tesi_Chinni_Gregorio.pdf.

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Libros sobre el tema "Hypoellipticité"

1

Boggiatto, Paolo. Global hypoellipticity and spectral theory. Berlin: Akademie Verlag, 1996.

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Yu, Ching-Chau. Nonlinear eigenvalues and analytic-hypoellipticity. Providence, R.I: American Mathematical Society, 1998.

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Bell, Denis R. Degenerate stochastic differential equations and hypoellipticity. New York: Longman, 1995.

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Bell, Denis R. Degenerate stochastic differential equations and hypoellipticity. Harlow, Essex: Longman, 1995.

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Shimoda, Taishi. Hypoellipticity of second order differential operators with sign-changing principal symbols. Sendai, Japan: Tohoku University, 2000.

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Jean, Nourrigat, ed. Hypoellipticité maximale pour des opérateurs polynomes de champs de vecteurs. Boston: Birkhäuser, 1985.

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service), SpringerLink (Online, ed. Nonelliptic Partial Differential Equations: Analytic Hypoellipticity and the Courage to Localize High Powers of T. New York, NY: Springer Science+Business Media, LLC, 2011.

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Rockland, C. Hypoellipticity and Eigenvalue Asymptotics. Springer London, Limited, 2006.

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Bell, Denis. Degenerate Stochastic Differential Equations and Hypoellipticity. Taylor & Francis Group, 1996.

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Street, Brian. The Calder´on-Zygmund Theory II: Maximal Hypoellipticity. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691162515.003.0002.

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This chapter remains in the single-parameter case and turns to the case when the metric is a Carnot–Carathéodory (or sub-Riemannian) metric. It defines a class of singular integral operators adapted to this metric. The chapter has two major themes. The first is a more general reprise of the trichotomy described in Chapter 1 (Theorem 2.0.29). The second theme is a generalization of the fact that Euclidean singular integral operators are closely related to elliptic partial differential equations. The chapter also introduces a quantitative version of the classical Frobenius theorem from differential geometry. This “quantitative Frobenius theorem” can be thought of as yielding “scaling maps” which are well adapted to the Carnot–Carathéodory geometry, and is of central use throughout the rest of the monograph.
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Capítulos de libros sobre el tema "Hypoellipticité"

1

Gårding, Lars. "Hypoellipticity". En University Lecture Series, 61–64. Providence, Rhode Island: American Mathematical Society, 1997. http://dx.doi.org/10.1090/ulect/011/09.

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Christ, Michael. "Hypoellipticity: Geometrization and speculation". En Complex Analysis and Geometry, 91–109. Basel: Birkhäuser Basel, 2000. http://dx.doi.org/10.1007/978-3-0348-8436-5_5.

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Tartakoff, David S. "Gevrey and Analytic Hypoellipticity". En Microlocal Analysis and Spectral Theory, 39–59. Dordrecht: Springer Netherlands, 1997. http://dx.doi.org/10.1007/978-94-011-5626-4_2.

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Malliavin, Paul. "Hypoellipticity in Infinite Dimensions". En Diffusion Processes and Related Problems in Analysis, Volume I, 17–31. Boston, MA: Birkhäuser Boston, 1990. http://dx.doi.org/10.1007/978-1-4684-0564-4_2.

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Cordaro, Paulo D. y Nicholas Hanges. "Symplectic strata and analytic hypoellipticity". En Phase Space Analysis of Partial Differential Equations, 83–94. Boston, MA: Birkhäuser Boston, 2006. http://dx.doi.org/10.1007/978-0-8176-4521-2_7.

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Helffer, Bernard y Francis Nier. "7. Hypoellipticity and Nilpotent Groups". En Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians, 73–78. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-31553-7_7.

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Mendoza, Gerardo A. "Topological Implications of Global Hypoellipticity". En Microlocal Methods in Mathematical Physics and Global Analysis, 125–27. Basel: Springer Basel, 2012. http://dx.doi.org/10.1007/978-3-0348-0466-0_29.

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Tartakoff, David S. "Nonsymplectic Strata and Germ Analytic Hypoellipticity". En Nonelliptic Partial Differential Equations, 131–51. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-9813-2_11.

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Christ, Michael. "REMARKS ON ANALYTIC HYPOELLIPTICITY OF ∂̅b". En Modern Methods in Complex Analysis (AM-137), editado por Thomas Bloom, David W. Catlin, John P. D'Angelo y Yum-Tong Siu, 41–62. Princeton: Princeton University Press, 1996. http://dx.doi.org/10.1515/9781400882571-007.

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Wong, M. W. "Global Hypoellipticity in the Schwartz Space". En Partial Differential Equations, 75–82. 2a ed. Boca Raton: Chapman and Hall/CRC, 2022. http://dx.doi.org/10.1201/9781003206781-10.

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Actas de conferencias sobre el tema "Hypoellipticité"

1

Hairer, Martin. "Hypoellipticity in infinite dimensions". En Proceedings of the 7th International ISAAC Congress. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814313179_0062.

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AYELE, TSEGAYE G. y WORKU T. BITEW. "PARTIAL HYPOELLIPTICITY OF DIFFERENTIAL OPERATORS". En Proceedings of the 6th International ISAAC Congress. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789812837332_0056.

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Garetto, Claudia. "G- and G∞-hypoellipticity of partial differential operators with constant Colombeau coefficients". En Linear and Non-Linear Theory of Generalized Functions and its Applications. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2010. http://dx.doi.org/10.4064/bc88-0-9.

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POPIVANOV, P. R. "ON THE HYPOELLIPTICITY OF SOME CLASSES OF OVERDETERMINED SYSTEMS OF DIFFERENTIAL AND PSEUDODIFFERENTIAL OPERATORS". En Proceedings of the 8th International Workshop on Complex Structures and Vector Fields. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709806_0030.

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Informes sobre el tema "Hypoellipticité"

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Ustunel, A. S. Hypoellipticity of the Stochastic Partial Differential Operators. Fort Belvoir, VA: Defense Technical Information Center, noviembre de 1985. http://dx.doi.org/10.21236/ada170326.

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