Weighted and endpoint estimates for commutators of bilinear pseudo-differential operators

<abstract><p>In this paper, by applying the accurate estimates of the Hörmander class, the authors consider the commutators of bilinear pseudo-differential operators and the operation of multiplication by a Lipschitz function. By establishing the pointwise estimates of the corresponding sharp maximal function, the boundedness of the commutators is obtained respectively on the products of weighted Lebesgue spaces and variable exponent Lebesgue spaces with $ \sigma \in\mathcal{B}BS_{1, 1}^{1} $. Moreover, the endpoint estimate of the commutators is also established on $ L^{\infty}\times L^{\infty} $.</p></abstract>

On the Quantitative Properties of Some Market Models Involving Fractional Derivatives

We review and discuss the properties of various models that are used to describe the behavior of stock returns and are related in a way or another to fractional pseudo-differential operators in the space variable; we compare their main features and discuss what behaviors they are able to capture. Then, we extend the discussion by showing how the pricing of contingent claims can be integrated into the framework of a model featuring a fractional derivative in both time and space, recall some recently obtained formulas in this context, and derive new ones for some commonly traded instruments and a model involving a Riesz temporal derivative and a particular case of Riesz–Feller space derivative. Finally, we provide formulas for implied volatility and first- and second-order market sensitivities in this model, discuss hedging and profit and loss policies, and compare with other fractional (Caputo) or non-fractional models.

Extrapolation to weighted Morrey spaces with variable exponents and applications

This paper establishes the mapping properties of pseudo-differential operators and the Fourier integral operators on the weighted Morrey spaces with variable exponents and the weighted Triebel–Lizorkin–Morrey spaces with variable exponents. We obtain these results by extending the extrapolation theory to the weighted Morrey spaces with variable exponents. This extension also gives the mapping properties of Calderón–Zygmund operators on the weighted Hardy–Morrey spaces with variable exponents and the wavelet characterizations of the weighted Hardy–Morrey spaces with variable exponents.

Well-Posedness and Uniform Decay Rates for a Nonlinear Damped Schrödinger-Type Equation

In this paper we study the existence as well as uniform decay rates of the energy associated with the nonlinear damped Schrödinger equation, i ⁢ u t + Δ ⁢ u + | u | α ⁢ u - g ⁢ ( u t ) = 0 in ⁢ Ω × ( 0 , ∞ ) , iu_{t}+\Delta u+|u|^{\alpha}u-g(u_{t})=0\quad\text{in }\Omega\times(0,\infty), subject to Dirichlet boundary conditions, where Ω ⊂ ℝ n {\Omega\subset\mathbb{R}^{n}} , n ≤ 3 {n\leq 3} , is a bounded domain with smooth boundary ∂ ⁡ Ω = Γ {\partial\Omega=\Gamma} and α = 2 , 3 {\alpha=2,3} . Our goal is to consider a different approach than the one used in [B. Dehman, P. Gérard and G. Lebeau, Stabilization and control for the nonlinear Schrödinger equation on a compact surface, Math. Z. 254 2006, 4, 729–749], so instead than using the properties of pseudo-differential operators introduced by cited authors, we consider a nonlinear damping, so that we remark that no growth assumptions on g ⁢ ( z ) {g(z)} are made near the origin.