Kaj Nyström

The Kato square root problem for weighted parabolic operators

Ataei, Alireza; Egert, Moritz; Nyström, Kaj

Part of Analysis & PDE, 2025

• DOI for The Kato square root problem for weighted parabolic operators

Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph

Bortz, Simon; Hofmann, Steve; Martell, José María; Nyström, Kaj

Part of Inventiones Mathematicae, p. 165-217, 2025

• DOI for Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph
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Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems

Kim, Sunghan; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 1-46, 2024

• DOI for Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems
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Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets

Bortz, Simo; Hoffman, John; Hofmann, Steve; Garcia, Jose Luis Luna et al.

Part of Analysis & PDE, p. 1061-1088, 2023

• DOI for Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets
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A structure theorem for elliptic and parabolic operators with applications to  homogenization of operators of Kolmogorov type

Litsgård, Malte; Nyström, Kaj

Part of Analysis & PDE, 2023

Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients

Litsgård, Malte; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 45-100, 2022

• DOI for Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients
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On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

Litsgard, Malte; Nyström, Kaj

Part of Advances in Mathematics, 2021

• DOI for On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type
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L2 well-posedness of boundary value problems and the Kato square root problem for parabolic systems with measurable coefficients

Auscher, Pascal; Egert, Moritz; Nyström, Kaj

Part of Journal of the European Mathematical Society, p. 2943-3058, 2020

• DOI for L2 well-posedness of boundary value problems and the Kato square root problem for parabolic systems with measurable coefficients

The Dirichlet problem for second order parabolic operators in divergence form

Auscher, Pascal; Egert, Moritz; Nyström, Kaj

Part of Journal de l'École polytechnique — Mathématiques, p. 407-441, 2018

• DOI for The Dirichlet problem for second order parabolic operators in divergence form

Quasi-linear PDEs and low-dimensional sets

Lewis, John L.; Nyström, Kaj

Part of Journal of the European Mathematical Society (Print), p. 1689-1746, 2018

• DOI for Quasi-linear PDEs and low-dimensional sets
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A new characterization of chord-arc domains

Azzam, Jonas; Hofmann, Steve; Martell, Jose Maria; Nyström, Kaj et al.

Part of Journal of the European Mathematical Society (Print), p. 967-981, 2017

• DOI for A new characterization of chord-arc domains

The A∞-Property of the Kolmogorov Measure

Nyström, Kaj

Part of Analysis & PDE, p. 1709-1756, 2017

• DOI for The A∞-Property of the Kolmogorov Measure
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Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries

Nyström, Kaj; Polidoro, Sergio

Part of Journal des Mathématiques Pures et Appliquées, p. 155-202, 2016

• DOI for Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries
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Square function estimates and the Kato problem for second order parabolic operators in Rn+1

Nyström, Kaj

Part of Advances in Mathematics, p. 1-36, 2016

• DOI for Square function estimates and the Kato problem for second order parabolic operators in Rn+1
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The Hadamard variational formula and the Minkowski problem for p-Capacity

Colesanti, Andrea; Nyström, Kaj; Salani, Paolo; Xiao, Jie et al.

Part of Advances in Mathematics, p. 1511-1585, 2015

• DOI for The Hadamard variational formula and the Minkowski problem for p-Capacity
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Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 119-151, 2014

• DOI for Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets
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On the dimension of p-harmonic measure in space

Lewis, John L; Nyström, Kaj; Vogel, Andrew

Part of Journal of the European Mathematical Society (Print), p. 2197-2256, 2013

• DOI for On the dimension of p-harmonic measure in space
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Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

Lewis, John L.; Nyström, Kaj

Part of Journal of The American Mathematical Society, p. 827-862, 2012

• Download full text (pdf) of Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

Regularity of Lipschitz free boundaries in two-phase problems for the $p$-Laplace operator

Lewis, John L.; Nyström, Kaj

Part of Advances in Mathematics, p. 2565-2597, 2010

• DOI for Regularity of Lipschitz free boundaries in two-phase problems for the $p$-Laplace operator

The Skorohod oblique reflection problem in time-dependent domains

Nyström, Kaj; Önskog, Thomas

Part of Annals of Probability, p. 2170-2223, 2010

• DOI for The Skorohod oblique reflection problem in time-dependent domains

Boundary behavior and the Martin boundary problem for $p$ harmonic functions in Lipschitz domains

Lewis, John L; Nyström, Kaj

Part of Annals of Mathematics, p. 1907-1948, 2010

• DOI for Boundary behavior and the Martin boundary problem for $p$ harmonic functions in Lipschitz domains

Boundary behaviour for $p$ harmonic functions in Lipschitz and starlike Lipschitz ring domains

Lewis, John L.; Nyström, Kaj

Part of Annales Scientifiques de l'Ecole Normale Supérieure, p. 765-813, 2007

• DOI for Boundary behaviour for $p$ harmonic functions in Lipschitz and starlike Lipschitz ring domains

Caloric measure in parabolic flat domains

Hofmann, Steve; Lewis, John L.; Nyström, Kaj

Part of Duke mathematical journal, p. 281-346, 2004

• DOI for Caloric measure in parabolic flat domains

The Kato square root problem for parabolic operators with an anti-symmetric part in BMO

Ataei, Alireza; Nyström, Kaj

Part of Nonlinear Analysis, 2025

• DOI for The Kato square root problem for parabolic operators with an anti-symmetric part in BMO
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Parabolic singular integrals with nonhomogeneous kernels

Bortz, Simon; Hoffman, John; Hofmann, Steve; Luna Garcia, Jose et al.

2025

The Kato square root problem for weighted parabolic operators

Ataei, Alireza; Egert, Moritz; Nyström, Kaj

Part of Analysis & PDE, 2025

• DOI for The Kato square root problem for weighted parabolic operators

Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph

Bortz, Simon; Hofmann, Steve; Martell, José María; Nyström, Kaj

Part of Inventiones Mathematicae, p. 165-217, 2025

• DOI for Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph
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On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

Ataei, Alireza; Nyström, Kaj

Part of Potential Analysis, p. 465-483, 2024

• DOI for On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients
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The Kato square root problem for parabolic operators with an anti-symmetric part in BMO

Ataei, Alireza; Nyström, Kaj

Part of Nonlinear Analysis, 2025

• DOI for The Kato square root problem for parabolic operators with an anti-symmetric part in BMO
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Parabolic singular integrals with nonhomogeneous kernels

Bortz, Simon; Hoffman, John; Hofmann, Steve; Luna Garcia, Jose et al.

2025

The Kato square root problem for weighted parabolic operators

Ataei, Alireza; Egert, Moritz; Nyström, Kaj

Part of Analysis & PDE, 2025

• DOI for The Kato square root problem for weighted parabolic operators

Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph

Bortz, Simon; Hofmann, Steve; Martell, José María; Nyström, Kaj

Part of Inventiones Mathematicae, p. 165-217, 2025

• DOI for Solvability of the L^p Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph
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On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

Ataei, Alireza; Nyström, Kaj

Part of Potential Analysis, p. 465-483, 2024

• DOI for On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients
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A Galerkin type method for kinetic Fokker-Planck equations based on Hermite expansions

Avelin, Benny; Hou, Mingyi; Nyström, Kaj

Part of Kinetic and Related Models, p. 634-658, 2024

• DOI for A Galerkin type method for kinetic Fokker-Planck equations based on Hermite expansions

Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems

Kim, Sunghan; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 1-46, 2024

• DOI for Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems
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A Structure Theorem for Elliptic and Parabolic Operators with Applications to Homogenization of Operators of Kolmogorov Type

Litsgård, Malte; Nyström, Kaj

Part of Analysis & PDE, p. 1547-1588, 2023

• DOI for A Structure Theorem for Elliptic and Parabolic Operators with Applications to Homogenization of Operators of Kolmogorov Type
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Solving the Dirichlet problem for the Monge-Ampère equation using neural networks

Nyström, Kaj; Vestberg, Matias

Part of Journal of Computational Mathematics and Data Science, 2023

• DOI for Solving the Dirichlet problem for the Monge-Ampère equation using neural networks
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Square function estimates for the evolutionary p-Laplace equation

Nyström, Kaj

Part of Discrete and Continuous Dynamical Systems, p. 3174-3212, 2023

• DOI for Square function estimates for the evolutionary p-Laplace equation

On regularity and existence of weak solutions to nonlinear Kolmogorov-Fokker-Planck type equations with rough coefficients

Garain, Prashanta; Nyström, Kaj

Part of MATHEMATICS IN ENGINEERING, p. 1-37, 2023

• DOI for On regularity and existence of weak solutions to nonlinear Kolmogorov-Fokker-Planck type equations with rough coefficients

Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets

Bortz, Simo; Hoffman, John; Hofmann, Steve; Garcia, Jose Luis Luna et al.

Part of Analysis & PDE, p. 1061-1088, 2023

• DOI for Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets
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Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games

Fjellström, Carmina; Nyström, Kaj; Wang, Yuqiong

Part of Journal of Differential Equations, p. 150-178, 2023

• DOI for Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games
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Tug-of-war with Kolmogorov

Fjellström, Carmina; Nyström, Kaj; Vestberg, Matias

Part of Journal of Differential Equations, p. 501-558, 2023

• DOI for Tug-of-war with Kolmogorov
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Corona Decompositions for Parabolic Uniformly Rectifiable Sets

Bortz, Simon; Hoffman, John; Hofmann, Steve; Luna Garcia, Jose et al.

Part of The journal of geometric analysis, 2023

• DOI for Corona Decompositions for Parabolic Uniformly Rectifiable Sets

On local regularity estimates for fractional powers of parabolic operators with time-dependent measurable coefficients

Litsgård, Malte; Nyström, Kaj

Part of Journal of evolution equations (Printed ed.), 2023

• DOI for On local regularity estimates for fractional powers of parabolic operators with time-dependent measurable coefficients
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A structure theorem for elliptic and parabolic operators with applications to  homogenization of operators of Kolmogorov type

Litsgård, Malte; Nyström, Kaj

Part of Analysis & PDE, 2023

On big pieces approximations of parabolic hypersurfaces

Bortz, Simon; Hoffman, John; Hofmann, Steve; Luna Garcia, Jose et al.

Part of Annales Fennici Mathematici, p. 533-571, 2022

• DOI for On big pieces approximations of parabolic hypersurfaces
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Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients

Litsgård, Malte; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 45-100, 2022

• DOI for Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients
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Deep learning, stochastic gradient descent and diffusion maps

Fjellström, Carmina; Nyström, Kaj

Part of Journal of Computational Mathematics and Data Science, 2022

• DOI for Deep learning, stochastic gradient descent and diffusion maps
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Hawkes-Based Models for High Frequency Financial Data

Nyström, Kaj; Zhang, Changyong

Part of Journal of the Operational Research Society, p. 2168-2185, 2022

• DOI for Hawkes-Based Models for High Frequency Financial Data

CORONIZATIONS AND BIG PIECES IN METRIC SPACES

Bortz, Simon; Hoffman, John; Hofmann, Steve; Luna-Garcia, Jose Luis et al.

Part of Annales de l'Institut Fourier, p. 2037-2078, 2022

• DOI for CORONIZATIONS AND BIG PIECES IN METRIC SPACES
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The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients

Litsgård, Malte; Nyström, Kaj

Part of Journal of Functional Analysis, 2021

• DOI for The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients
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On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

Litsgard, Malte; Nyström, Kaj

Part of Advances in Mathematics, 2021

• DOI for On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type
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Neural ODEs as the deep limit of ResNets with constant weights

Avelin, Benny; Nyström, Kaj

Part of Analysis and Applications, p. 397-437, 2021

• DOI for Neural ODEs as the deep limit of ResNets with constant weights

Neural networks as smooth priors for inverse problems for PDEs

Lindström, Jens; Nyström, Kaj

Part of Journal of Computational Mathematics and Data Science, 2021

• DOI for Neural networks as smooth priors for inverse problems for PDEs
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L2 well-posedness of boundary value problems and the Kato square root problem for parabolic systems with measurable coefficients

Auscher, Pascal; Egert, Moritz; Nyström, Kaj

Part of Journal of the European Mathematical Society, p. 2943-3058, 2020

• DOI for L2 well-posedness of boundary value problems and the Kato square root problem for parabolic systems with measurable coefficients

Data-driven discovery of PDEs in complex datasets

Berg, Jens; Nyström, Kaj

Part of Journal of Computational Physics, p. 239-252, 2019

• DOI for Data-driven discovery of PDEs in complex datasets

Boundary behavior of solutions to the parabolic p-Laplace equation

Avelin, Benny; Kuusi, Tuomo; Nyström, Kaj

Part of Analysis & PDE, p. 1-42, 2019

• DOI for Boundary behavior of solutions to the parabolic p-Laplace equation
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The Dirichlet problem for second order parabolic operators in divergence form

Auscher, Pascal; Egert, Moritz; Nyström, Kaj

Part of Journal de l'École polytechnique — Mathématiques, p. 407-441, 2018

• DOI for The Dirichlet problem for second order parabolic operators in divergence form

A unified deep artificial neural network approach to partial differential equations in complex geometries

Berg, Jens; Nyström, Kaj

Part of Neurocomputing, p. 28-41, 2018

• DOI for A unified deep artificial neural network approach to partial differential equations in complex geometries

Quasi-linear PDEs and low-dimensional sets

Lewis, John L.; Nyström, Kaj

Part of Journal of the European Mathematical Society (Print), p. 1689-1746, 2018

• DOI for Quasi-linear PDEs and low-dimensional sets
• Download full text (pdf) of Quasi-linear PDEs and low-dimensional sets

A new characterization of chord-arc domains

Azzam, Jonas; Hofmann, Steve; Martell, Jose Maria; Nyström, Kaj et al.

Part of Journal of the European Mathematical Society (Print), p. 967-981, 2017

• DOI for A new characterization of chord-arc domains

The A∞-Property of the Kolmogorov Measure

Nyström, Kaj

Part of Analysis & PDE, p. 1709-1756, 2017

• DOI for The A∞-Property of the Kolmogorov Measure
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L² Solvability of boundary value problems for divergence form parabolic equations with complex coefficients

Nyström, Kaj

Part of Journal of Differential Equations, p. 2808-2939, 2017

• DOI for L² Solvability of boundary value problems for divergence form parabolic equations with complex coefficients
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Tug-of-war, market manipulation, and option pricing

Nyström, Kaj; Parviainen, Mikko

Part of Mathematical Finance, p. 279-312, 2017

• DOI for Tug-of-war, market manipulation, and option pricing

Reflected BSDE of Wiener-Poisson type in time-dependent domains

Nyström, Kaj; Olofsson, Marcus

Part of Stochastic Models, p. 275-300, 2016

• DOI for Reflected BSDE of Wiener-Poisson type in time-dependent domains

Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries

Nyström, Kaj; Polidoro, Sergio

Part of Journal des Mathématiques Pures et Appliquées, p. 155-202, 2016

• DOI for Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries
• Download full text (pdf) of Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries

Square function estimates and the Kato problem for second order parabolic operators in Rn+1

Nyström, Kaj

Part of Advances in Mathematics, p. 1-36, 2016

• DOI for Square function estimates and the Kato problem for second order parabolic operators in Rn+1
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Boundedness of single layer potentials associated to divergence form parabolic equations with complex coefficients

Castro, Alejandro; Nyström, Kaj; Sande, Olow

Part of Calculus of Variations and Partial Differential Equations, 2016

• DOI for Boundedness of single layer potentials associated to divergence form parabolic equations with complex coefficients
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Extension properties and boundary estimates for a fractional heat operator

Nyström, Kaj; Sande, Olow

Part of Nonlinear Analysis, p. 29-37, 2016

• DOI for Extension properties and boundary estimates for a fractional heat operator
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Optimal switching problems under partial information

Li, Kai; Nyström, Kaj; Olofsson, Marcus

Part of Monte Carlo Methods and Applications, p. 91-120, 2015

• DOI for Optimal switching problems under partial information

Boundary estimates for solutions to linear degenerate parabolic equations

Nyström, Kaj; Persson, Håkan; Sande, Olow

Part of Journal of Differential Equations, p. 3577-3614, 2015

• DOI for Boundary estimates for solutions to linear degenerate parabolic equations
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Boundary estimates for non-negative solutions to non-linear parabolic equations

Nyström, Kaj; Persson, Håkan; Sande, Olow

Part of Calculus of Variations and Partial Differential Equations, p. 847-879, 2015

• DOI for Boundary estimates for non-negative solutions to non-linear parabolic equations
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The Hadamard variational formula and the Minkowski problem for p-Capacity

Colesanti, Andrea; Nyström, Kaj; Salani, Paolo; Xiao, Jie et al.

Part of Advances in Mathematics, p. 1511-1585, 2015

• DOI for The Hadamard variational formula and the Minkowski problem for p-Capacity
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Remarks on the Skorohod Problem and Reflected Levy Driven SDEs in Time-dependent Domains

Nyström, Kaj; Önskog, Thomas

Part of Stochastics, p. 747-765, 2015

• DOI for Remarks on the Skorohod Problem and Reflected Levy Driven SDEs in Time-dependent Domains

Harnack estimates for degenerate parabolic equations modeled on the subelliptic $p-$Laplacian

Avelin, Benny; Capogna, Luca; Citti, Giovanna; Nyström, Kaj

Part of Advances in Mathematics, p. 25-65, 2014

• DOI for Harnack estimates for degenerate parabolic equations modeled on the subelliptic $p-$Laplacian
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Estimates for Solutions to Equations of p-Laplace type in Ahlfors regular NTA-domains

Avelin, Benny; Nyström, Kaj

Part of Journal of Functional Analysis, p. 5955-6005, 2014

• DOI for Estimates for Solutions to Equations of p-Laplace type in Ahlfors regular NTA-domains
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Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Part of Journal des Mathématiques Pures et Appliquées, p. 119-151, 2014

• DOI for Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets
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A Boundary Harnack Inequality for Singular Equations of p-Parabolic Type

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Part of Proceedings of the American Mathematical Society, p. 2705-2719, 2014

• Download full text (pdf) of A Boundary Harnack Inequality for Singular Equations of p-Parabolic Type

Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type

Lundström, Niklas; Nyström, Kaj; Olofsson, Marcus

Part of Annali di Matematica Pura ed Applicata, p. 1213-1247, 2014

• DOI for Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type

Cauchy integrals for the $p$-Laplace equation in planar Lipschitz domains

Nyström, Kaj; Rosen, Andreas

Part of Annales Academiae Scientiarum Fennicae Mathematica, p. 545-565, 2014

• DOI for Cauchy integrals for the $p$-Laplace equation in planar Lipschitz domains
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Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness

Lundström, Niklas; Nyström, Kaj; Olofsson, Marcus

Part of Manuscripta mathematica, p. 407-432, 2014

• DOI for Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
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Market Making and Portfolio Liquidation under Uncertainty

Nyström, Kaj; Ould Aly, Sidi Mohamed; Zhang, Changyong

Part of International Journal of Theoretical and Applied Finance, 2014

• DOI for Market Making and Portfolio Liquidation under Uncertainty
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A backward in time Harnack inequality for non-negative solutions to fully non-linear parabolic equations

Nyström, Kaj

Part of Revista di Matematica della Universita Di Parma, p. 1-14, 2014

• Download full text (pdf) of A backward in time Harnack inequality for non-negative solutions to fully non-linear parabolic equations

On the dimension of p-harmonic measure in space

Lewis, John L; Nyström, Kaj; Vogel, Andrew

Part of Journal of the European Mathematical Society (Print), p. 2197-2256, 2013

• DOI for On the dimension of p-harmonic measure in space
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A Carleson-type estimate in Lipschitz type domains for non-negative solutions to Kolmogorov equations

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Part of Annali della Scuola Normale Superiore di Pisa (Classe Scienze), Serie V, p. 439-465, 2013

• Download full text (pdf) of A Carleson-type estimate in Lipschitz type domains for non-negative solutions to Kolmogorov equations

Boundary behaviour of non-negative solutions to degenerate sub-elliptic equations

Götmark, Elin; Nyström, Kaj

Part of Journal of Differential Equations, p. 3431-3460, 2013

• DOI for Boundary behaviour of non-negative solutions to degenerate sub-elliptic equations
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p-Harmonic Functions in the Heisenberg Group: Boundary Behaviour in Domains Well-approximated by Non-characteristic Hyperplanes

Nyström, Kaj

Part of Mathematische Annalen, p. 307-353, 2013

• DOI for p-Harmonic Functions in the Heisenberg Group: Boundary Behaviour in Domains Well-approximated by Non-characteristic Hyperplanes
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Wolff-Potential Estimates and Doubling of Subelliptic p-harmonic measures

Avelin, Benny; Nyström, Kaj

Part of Nonlinear Analysis, p. 149-159, 2013

• DOI for Wolff-Potential Estimates and Doubling of Subelliptic p-harmonic measures
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Regularity of flat free boundaries in two-phase problems for the p-Laplace operator

Lewis, John L.; Nyström, Kaj

Part of Annales de l'Institut Henri Poincare. Analyse non linéar, p. 83-108, 2012

• DOI for Regularity of flat free boundaries in two-phase problems for the p-Laplace operator
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Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

Lewis, John L.; Nyström, Kaj

Part of Journal of The American Mathematical Society, p. 827-862, 2012

• Download full text (pdf) of Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

On an Inverse Type Problem for the Heat Equation in Parabolic Regular Graph Domains

Nyström, Kaj

Part of Mathematische Zeitschrift, p. 197-222, 2012

• DOI for On an Inverse Type Problem for the Heat Equation in Parabolic Regular Graph Domains
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A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Part of Annali di Matematica Pura ed Applicata, p. 1-23, 2012

• DOI for A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form
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Non-divergence form parabolic equations associated with non-commuting vector fields: boundary behavior of nonnegative solutions

Frentz, Marie; Garofalo, Nicola; Götmark, Elin; Munive, Isidro et al.

Part of Annali della Scuola Normale Superiore di Pisa (Classe Scienze), Serie V, p. 437-474, 2012

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The Obstacle Problem for Parabolic Non-divergence Form Operators of Hörmander type

Frentz, Marie; Götmark, Elin; Nyström, Kaj

Part of Journal of Differential Equations, p. 5002-5041, 2012

• DOI for The Obstacle Problem for Parabolic Non-divergence Form Operators of Hörmander type
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New results for $p$ harmonic functions

Lewis, John L.; Nyström, Kaj

Part of Pure and Applied Mathematics Quarterly, p. 345-363, 2011

The boundary Harnack inequality for solutions to equations of Aronsson type in the plane

Lundström, Niklas L. P.; Nyström, Kaj

Part of Annales Academiae Scientiarum Fennicae Mathematica, p. 261-278, 2011

• DOI for The boundary Harnack inequality for solutions to equations of Aronsson type in the plane

Boundary estimates for solutions to operators of $p$-Laplace type with lower order terms

Avelin, Benny; Lundström, Niklas L. P.; Nyström, Kaj

Part of Journal of Differential Equations, p. 264-291, 2011

• DOI for Boundary estimates for solutions to operators of $p$-Laplace type with lower order terms

Optimal doubling, Reifenberg flatness and operators of p-Laplace type

Avelin, Benny; Lundström, Niklas L.P; Nyström, Kaj

Part of Nonlinear Analysis, p. 5943-5955, 2011

• DOI for Optimal doubling, Reifenberg flatness and operators of p-Laplace type
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p-Harmonic Measure in Simply Connected Domains

Lewis, John L; Nyström, Kaj; Poggi-Corradini, Pietro

Part of Annales de l'Institut Fourier, p. 689-715, 2011

• DOI for p-Harmonic Measure in Simply Connected Domains

Regularity of Lipschitz free boundaries in two-phase problems for the $p$-Laplace operator

Lewis, John L.; Nyström, Kaj

Part of Advances in Mathematics, p. 2565-2597, 2010

• DOI for Regularity of Lipschitz free boundaries in two-phase problems for the $p$-Laplace operator

Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

Nyström, Kaj; Pascucci, Andrea; Polidoro, Sergio

Part of Journal of Differential Equations, p. 2044-2060, 2010

• DOI for Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options

Frentz, Marie; Nyström, Kaj; Pascucci, Andrea; Polidoro, Sergio

Part of Mathematische Annalen, p. 805-838, 2010

• DOI for Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options

Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations

Nyström, Kaj; Önskog, Thomas

Part of Journal of Computational and Applied Mathematics, p. 563-592, 2010

• DOI for Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations

The Skorohod oblique reflection problem in time-dependent domains

Nyström, Kaj; Önskog, Thomas

Part of Annals of Probability, p. 2170-2223, 2010

• DOI for The Skorohod oblique reflection problem in time-dependent domains

A note on Harnack inequalities and propagation sets for a class of hypoelliptic operators

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Part of Potential Analysis, p. 341-354, 2010

• DOI for A note on Harnack inequalities and propagation sets for a class of hypoelliptic operators

Weak approximation of obliquely reflected diffusions in time-dependent domains

Nyström, Kaj; Önskog, Thomas

Part of Journal of Computational Mathematics, p. 579-605, 2010

• DOI for Weak approximation of obliquely reflected diffusions in time-dependent domains

Boundary behavior and the Martin boundary problem for $p$ harmonic functions in Lipschitz domains

Lewis, John L; Nyström, Kaj

Part of Annals of Mathematics, p. 1907-1948, 2010

• DOI for Boundary behavior and the Martin boundary problem for $p$ harmonic functions in Lipschitz domains

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Frentz, Marie; Nyström, Kaj

Part of Journal of Computational and Applied Mathematics, p. 146-164, 2010

• DOI for Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

On a two-phase free boundary condition for $p$-harmonic measures

Lundström, Niklas L. P.; Nyström, Kaj

Part of Manuscripta mathematica, p. 231-249, 2009

• DOI for On a two-phase free boundary condition for $p$-harmonic measures

On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains

Nyström, Kaj; Önskog, Thomas

Part of Monte Carlo Methods Appl., p. 11-47, 2009

• DOI for On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains

Harmonic analysis, quadratic forms and asymptotic expansions of risk measures

Nyström, Kaj

Part of Applied Mathematical Sciences, p. 1023-1052, 2008

The boundary Harnack inequality for infinity harmonic functions in the plane

Lewis, John L.; Nyström, Kaj

Part of Proceedings of the American Mathematical Society, p. 1311-1323, 2008

• DOI for The boundary Harnack inequality for infinity harmonic functions in the plane

On the behaviour near expiry for multi-dimensional American options

Nyström, Kaj

Part of Journal of Mathematical Analysis and Applications, p. 644-654, 2008

• DOI for On the behaviour near expiry for multi-dimensional American options

On area integral estimates for solutions to parabolic systems in time-varying and non-smooth cylinders

Nyström, Kaj

Part of Transactions of the American Mathematical Society, p. 2987-3017, 2008

• DOI for On area integral estimates for solutions to parabolic systems in time-varying and non-smooth cylinders

Boundary behaviour of $p$-harmonic functions in domains beyond Lipschitz domains

Lewis, John L.; Nyström, Kaj

Part of Advances in Calculus of Variations, p. 133-170, 2008

• DOI for Boundary behaviour of $p$-harmonic functions in domains beyond Lipschitz domains

On deposit volumes and the valuation of non-maturing liabilities

Nyström, Kaj

Part of Journal of Economic Dynamics and Control, p. 709-756, 2008

• DOI for On deposit volumes and the valuation of non-maturing liabilities

Regularity and free boundary regularity for the $p$ Laplacian in Lipschitz and $C^1$ domains

Lewis, John L.; Nyström, Kaj

Part of Annales Academiae Scientiarum Fennicae Mathematica, p. 523-548, 2008

Boundary Harnack inequalities for operators of p-Laplace type in Reifenberg flat domains

Lewis, John L.; Lundström, Niklas; Nyström, Kaj

Part of Proceedings of Symposia in Pure Mathematics, p. 229-266, 2008

Free boundary regularity for multi-dimensional American options through blow-ups and global solutions

Nyström, Kaj

Part of Journal of Computational Mathematics and Optimization, p. 39-76, 2007

Boundary behaviour for $p$ harmonic functions in Lipschitz and starlike Lipschitz ring domains

Lewis, John L.; Nyström, Kaj

Part of Annales Scientifiques de l'Ecole Normale Supérieure, p. 765-813, 2007

• DOI for Boundary behaviour for $p$ harmonic functions in Lipschitz and starlike Lipschitz ring domains

On a parabolic symmetry problem

Lewis, John L.; Nyström, Kaj

Part of Revista matemática iberoamericana, p. 513-536, 2007

On the Rating and Pricing of Mortgage Portfolios through Structured Finance

Nyström, Kaj

Part of Journal of Risk Model Validation, p. 1-61, 2007

Regularity below the continuous threshold in a two-phase parabolic free boundary problem

Nyström, Kaj

Part of Mathematica Scandinavica, p. 257-286, 2006

Boundary value problems and duality between $L^p$ Dirichlet and regularity problems for second order parabolic systems in non-cylindrical domains

Nyström, Kaj

Part of Collectanea Mathematica (Universitat de Barcelona), p. 93-119, 2006

On blow-ups and the classification of global solutions to parabolic free boundary problems

Nyström, Kaj

Part of Indiana University Mathematics Journal, p. 1233-1290, 2006

• DOI for On blow-ups and the classification of global solutions to parabolic free boundary problems

Caloric measure and Reifenberg flatness

Nyström, Kaj

Part of Annales Academiae Scientiarum Fennicae Mathematica, p. 405-436, 2006

A Credit Risk Model for Large Dimensional Portfolios with Application to Economic Capital

Nyström, Kaj; Skoglund, Jimmy

Part of Journal of Banking and Finance, p. 2163-2197, 2006

Efficient Filtering of Financial Time Series and Extreme Value Theory

Nyström, Kaj; Skoglund, Jimmy

Part of The Journal of Risk Finance, p. 63-84, 2005

Theory and Practice in Risk Based Capital Assessment Methodology

Nyström, Kaj; Skoglund, Jimmy

Part of The Journal of Risk Intelligence, p. 5-16, 2005

Caloric measure in parabolic flat domains

Hofmann, Steve; Lewis, John L.; Nyström, Kaj

Part of Duke mathematical journal, p. 281-346, 2004

• DOI for Caloric measure in parabolic flat domains

Towards Operational Risk Management

Nyström, Kaj; Skoglund, Jimmy

Part of Operational Risk Modelling and Analysis: Theory and Practice, p. 171-188, 2004

Existence of big pieces of graphs for parabolic problems

Hofmann, Steve; Lewis, John L.; Nyström, Kaj

Part of Annales Academiae Scientiarum Fennicae Mathematica, p. 355-384, 2003

Dirichlet problems for a nonstationary linearized system of Navier-Stokes equations in non-cylindrical domains

Hofmann, Steve; Nyström, Kaj

Part of Methods and Applications of Analysis, p. 13-98, 2002

Boundary value problems for parabolic Lamé systems in time-varying domains

Nyström, Kaj

Part of Indiana University Mathematics Journal, p. 1285-1355, 1999

• DOI for Boundary value problems for parabolic Lamé systems in time-varying domains

Unique continuation on the boundary for Dini domains

Kukavica, Igor; Nyström, Kaj

Part of Proceedings of the American Mathematical Society, p. 441-446, 1998

• DOI for Unique continuation on the boundary for Dini domains

An estimate of a polynomial capacity

Nyström, Kaj

Part of Potential Analysis, p. 217-227, 1998

• DOI for An estimate of a polynomial capacity

The Dirichlet problem for second order parabolic operators

Nyström, Kaj

Part of Indiana University Mathematics Journal, p. 183-245, 1997

• DOI for The Dirichlet problem for second order parabolic operators

Integrability of Green potentials in fractal domains

Nyström, Kaj

Part of Arkiv för matematik, p. 335-381, 1996

• DOI for Integrability of Green potentials in fractal domains

A framework for the Modeling of Order Book Dynamics based on Event Sizes

Nyström, Kaj; Ould Aly, Sidi Mohamed

2013

• DOI for A framework for the Modeling of Order Book Dynamics based on Event Sizes