Kaj Nyström

The Kato square root problem for weighted parabolic operators

Ataei, Alireza; Egert, Moritz; Nyström, Kaj

Ingår i Analysis & PDE, 2025

• DOI för 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

Ingår i Inventiones Mathematicae, s. 165-217, 2025

• DOI för 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
• Ladda ner fulltext (pdf) av 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

Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems

Kim, Sunghan; Nyström, Kaj

Ingår i Journal des Mathématiques Pures et Appliquées, s. 1-46, 2024

• DOI för Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems
• Ladda ner fulltext (pdf) av Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems

Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets

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

Ingår i Analysis & PDE, s. 1061-1088, 2023

• DOI för Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets
• Ladda ner fulltext (pdf) av Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets

A structure theorem for elliptic and parabolic operators with applications to  homogenization of operators of Kolmogorov type

Litsgård, Malte; Nyström, Kaj

Ingår i Analysis & PDE, 2023

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

Litsgård, Malte; Nyström, Kaj

Ingår i Journal des Mathématiques Pures et Appliquées, s. 45-100, 2022

• DOI för Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients
• Ladda ner fulltext (pdf) av Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients

On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

Litsgard, Malte; Nyström, Kaj

Ingår i Advances in Mathematics, 2021

• DOI för On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type
• Ladda ner fulltext (pdf) av On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

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

Ingår i Journal of the European Mathematical Society (Print), s. 2943-3058, 2020

• DOI för 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

Ingår i Journal de l'École polytechnique — Mathématiques, s. 407-441, 2018

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

Quasi-linear PDEs and low-dimensional sets

Lewis, John L.; Nyström, Kaj

Ingår i Journal of the European Mathematical Society (Print), s. 1689-1746, 2018

• DOI för Quasi-linear PDEs and low-dimensional sets
• Ladda ner fulltext (pdf) av 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.

Ingår i Journal of the European Mathematical Society (Print), s. 967-981, 2017

• DOI för A new characterization of chord-arc domains

The A∞-Property of the Kolmogorov Measure

Nyström, Kaj

Ingår i Analysis & PDE, s. 1709-1756, 2017

• DOI för The A∞-Property of the Kolmogorov Measure
• Ladda ner fulltext (pdf) av The A∞-Property of the Kolmogorov Measure

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

Nyström, Kaj; Polidoro, Sergio

Ingår i Journal des Mathématiques Pures et Appliquées, s. 155-202, 2016

• DOI för Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries
• Ladda ner fulltext (pdf) av 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

Ingår i Advances in Mathematics, s. 1-36, 2016

• DOI för Square function estimates and the Kato problem for second order parabolic operators in Rn+1
• Ladda ner fulltext (pdf) av Square function estimates and the Kato problem for second order parabolic operators in Rn+1

The Hadamard variational formula and the Minkowski problem for p-Capacity

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

Ingår i Advances in Mathematics, s. 1511-1585, 2015

• DOI för The Hadamard variational formula and the Minkowski problem for p-Capacity
• Ladda ner fulltext (pdf) av The Hadamard variational formula and the Minkowski problem for p-Capacity

Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Ingår i Journal des Mathématiques Pures et Appliquées, s. 119-151, 2014

• DOI för Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets
• Ladda ner fulltext (pdf) av Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

On the dimension of p-harmonic measure in space

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

Ingår i Journal of the European Mathematical Society (Print), s. 2197-2256, 2013

• DOI för On the dimension of p-harmonic measure in space
• Ladda ner fulltext (pdf) av On the dimension of p-harmonic measure in space

Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

Lewis, John L.; Nyström, Kaj

Ingår i Journal of The American Mathematical Society, s. 827-862, 2012

• Ladda ner fulltext (pdf) av 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

Ingår i Advances in Mathematics, s. 2565-2597, 2010

• DOI för 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

Ingår i Annals of Probability, s. 2170-2223, 2010

• DOI för 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

Ingår i Annals of Mathematics, s. 1907-1948, 2010

• DOI för 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

Ingår i Annales Scientifiques de l'Ecole Normale Supérieure, s. 765-813, 2007

• DOI för 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

Ingår i Duke mathematical journal, s. 281-346, 2004

• DOI för 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

Ingår i Nonlinear Analysis, 2025

• DOI för The Kato square root problem for parabolic operators with an anti-symmetric part in BMO
• Ladda ner fulltext (pdf) av The Kato square root problem for parabolic operators with an anti-symmetric part in BMO

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

Ingår i Analysis & PDE, 2025

• DOI för 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

Ingår i Inventiones Mathematicae, s. 165-217, 2025

• DOI för 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
• Ladda ner fulltext (pdf) av 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

On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

Ataei, Alireza; Nyström, Kaj

Ingår i Potential Analysis, s. 465-483, 2024

• DOI för On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients
• Ladda ner fulltext (pdf) av On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

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

Ataei, Alireza; Nyström, Kaj

Ingår i Nonlinear Analysis, 2025

• DOI för The Kato square root problem for parabolic operators with an anti-symmetric part in BMO
• Ladda ner fulltext (pdf) av The Kato square root problem for parabolic operators with an anti-symmetric part in BMO

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

Ingår i Analysis & PDE, 2025

• DOI för 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

Ingår i Inventiones Mathematicae, s. 165-217, 2025

• DOI för 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
• Ladda ner fulltext (pdf) av 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

On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

Ataei, Alireza; Nyström, Kaj

Ingår i Potential Analysis, s. 465-483, 2024

• DOI för On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients
• Ladda ner fulltext (pdf) av On Fundamental Solutions and Gaussian Bounds for Degenerate Parabolic Equations with Time-dependent Coefficients

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

Avelin, Benny; Hou, Mingyi; Nyström, Kaj

Ingår i Kinetic and Related Models, s. 634-658, 2024

• DOI för 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

Ingår i Journal des Mathématiques Pures et Appliquées, s. 1-46, 2024

• DOI för Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems
• Ladda ner fulltext (pdf) av Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems

Square function estimates for the evolutionary p-Laplace equation

Nyström, Kaj

Ingår i Discrete and Continuous Dynamical Systems, s. 3174-3212, 2023

• DOI för 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

Ingår i MATHEMATICS IN ENGINEERING, s. 1-37, 2023

• DOI för 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.

Ingår i Analysis & PDE, s. 1061-1088, 2023

• DOI för Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets
• Ladda ner fulltext (pdf) av Carleson measure estimates for caloric functions and parabolic uniformly rectifiable sets

Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games

Fjellström, Carmina; Nyström, Kaj; Wang, Yuqiong

Ingår i Journal of Differential Equations, s. 150-178, 2023

• DOI för Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games
• Ladda ner fulltext (pdf) av Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games

Solving the Dirichlet problem for the Monge-Ampère equation using neural networks

Nyström, Kaj; Vestberg, Matias

Ingår i Journal of Computational Mathematics and Data Science, 2023

Tug-of-war with Kolmogorov

Fjellström, Carmina; Nyström, Kaj; Vestberg, Matias

Ingår i Journal of Differential Equations, s. 501-558, 2023

• DOI för Tug-of-war with Kolmogorov
• Ladda ner fulltext (pdf) av Tug-of-war with Kolmogorov

Corona Decompositions for Parabolic Uniformly Rectifiable Sets

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

Ingår i The journal of geometric analysis, 2023

• DOI för 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

Ingår i Journal of evolution equations (Printed ed.), 2023

• DOI för On local regularity estimates for fractional powers of parabolic operators with time-dependent measurable coefficients
• Ladda ner fulltext (pdf) av On local regularity estimates for fractional powers of parabolic operators with time-dependent measurable coefficients

A structure theorem for elliptic and parabolic operators with applications to  homogenization of operators of Kolmogorov type

Litsgård, Malte; Nyström, Kaj

Ingår i Analysis & PDE, 2023

On big pieces approximations of parabolic hypersurfaces

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

Ingår i Annales Fennici Mathematici, s. 533-571, 2022

• DOI för On big pieces approximations of parabolic hypersurfaces
• Ladda ner fulltext (pdf) av On big pieces approximations of parabolic hypersurfaces

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

Litsgård, Malte; Nyström, Kaj

Ingår i Journal des Mathématiques Pures et Appliquées, s. 45-100, 2022

• DOI för Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients
• Ladda ner fulltext (pdf) av Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients

Deep learning, stochastic gradient descent and diffusion maps

Fjellström, Carmina; Nyström, Kaj

Ingår i Journal of Computational Mathematics and Data Science, 2022

• DOI för Deep learning, stochastic gradient descent and diffusion maps
• Ladda ner fulltext (pdf) av Deep learning, stochastic gradient descent and diffusion maps

Hawkes-Based Models for High Frequency Financial Data

Nyström, Kaj; Zhang, Changyong

Ingår i Journal of the Operational Research Society, s. 2168-2185, 2022

• DOI för 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.

Ingår i Annales de l'Institut Fourier, s. 2037-2078, 2022

• DOI för CORONIZATIONS AND BIG PIECES IN METRIC SPACES
• Ladda ner fulltext (pdf) av CORONIZATIONS AND BIG PIECES IN METRIC SPACES

The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients

Litsgård, Malte; Nyström, Kaj

Ingår i Journal of Functional Analysis, 2021

• DOI för The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients
• Ladda ner fulltext (pdf) av The Dirichlet problem for Kolmogorov-Fokker-Planck type equations with rough coefficients

On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

Litsgard, Malte; Nyström, Kaj

Ingår i Advances in Mathematics, 2021

• DOI för On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type
• Ladda ner fulltext (pdf) av On the fine properties of parabolic measures associated to strongly degenerate parabolic operators of Kolmogorov type

Neural ODEs as the deep limit of ResNets with constant weights

Avelin, Benny; Nyström, Kaj

Ingår i Analysis and Applications, s. 397-437, 2021

• DOI för 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

Ingår i Journal of Computational Mathematics and Data Science, 2021

• DOI för Neural networks as smooth priors for inverse problems for PDEs
• Ladda ner fulltext (pdf) av Neural networks as smooth priors for inverse problems for PDEs

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

Ingår i Journal of the European Mathematical Society (Print), s. 2943-3058, 2020

• DOI för 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

Ingår i Journal of Computational Physics, s. 239-252, 2019

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

Boundary behavior of solutions to the parabolic p-Laplace equation

Avelin, Benny; Kuusi, Tuomo; Nyström, Kaj

Ingår i Analysis & PDE, s. 1-42, 2019

• DOI för Boundary behavior of solutions to the parabolic p-Laplace equation
• Ladda ner fulltext (pdf) av Boundary behavior of solutions to the parabolic p-Laplace equation

The Dirichlet problem for second order parabolic operators in divergence form

Auscher, Pascal; Egert, Moritz; Nyström, Kaj

Ingår i Journal de l'École polytechnique — Mathématiques, s. 407-441, 2018

• DOI för 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

Ingår i Neurocomputing, s. 28-41, 2018

• DOI för 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

Ingår i Journal of the European Mathematical Society (Print), s. 1689-1746, 2018

• DOI för Quasi-linear PDEs and low-dimensional sets
• Ladda ner fulltext (pdf) av 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.

Ingår i Journal of the European Mathematical Society (Print), s. 967-981, 2017

• DOI för A new characterization of chord-arc domains

The A∞-Property of the Kolmogorov Measure

Nyström, Kaj

Ingår i Analysis & PDE, s. 1709-1756, 2017

• DOI för The A∞-Property of the Kolmogorov Measure
• Ladda ner fulltext (pdf) av The A∞-Property of the Kolmogorov Measure

L² Solvability of boundary value problems for divergence form parabolic equations with complex coefficients

Nyström, Kaj

Ingår i Journal of Differential Equations, s. 2808-2939, 2017

• DOI för L² Solvability of boundary value problems for divergence form parabolic equations with complex coefficients
• Ladda ner fulltext (pdf) av L² Solvability of boundary value problems for divergence form parabolic equations with complex coefficients

Tug-of-war, market manipulation, and option pricing

Nyström, Kaj; Parviainen, Mikko

Ingår i Mathematical Finance, s. 279-312, 2017

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

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

Nyström, Kaj; Olofsson, Marcus

Ingår i Stochastic Models, s. 275-300, 2016

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

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

Nyström, Kaj; Polidoro, Sergio

Ingår i Journal des Mathématiques Pures et Appliquées, s. 155-202, 2016

• DOI för Kolmogorov-Fokker-Planck Equations: comparison Principles near Lipschitz type Boundaries
• Ladda ner fulltext (pdf) av 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

Ingår i Advances in Mathematics, s. 1-36, 2016

• DOI för Square function estimates and the Kato problem for second order parabolic operators in Rn+1
• Ladda ner fulltext (pdf) av Square function estimates and the Kato problem for second order parabolic operators in Rn+1

Boundedness of single layer potentials associated to divergence form parabolic equations with complex coefficients

Castro, Alejandro; Nyström, Kaj; Sande, Olow

Ingår i Calculus of Variations and Partial Differential Equations, 2016

• DOI för Boundedness of single layer potentials associated to divergence form parabolic equations with complex coefficients
• Ladda ner fulltext (pdf) av Boundedness of single layer potentials associated to divergence form parabolic equations with complex coefficients

Extension properties and boundary estimates for a fractional heat operator

Nyström, Kaj; Sande, Olow

Ingår i Nonlinear Analysis, s. 29-37, 2016

• DOI för Extension properties and boundary estimates for a fractional heat operator
• Ladda ner fulltext (pdf) av Extension properties and boundary estimates for a fractional heat operator

Optimal switching problems under partial information

Li, Kai; Nyström, Kaj; Olofsson, Marcus

Ingår i Monte Carlo Methods and Applications, s. 91-120, 2015

• DOI för Optimal switching problems under partial information

The Hadamard variational formula and the Minkowski problem for p-Capacity

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

Ingår i Advances in Mathematics, s. 1511-1585, 2015

• DOI för The Hadamard variational formula and the Minkowski problem for p-Capacity
• Ladda ner fulltext (pdf) av The Hadamard variational formula and the Minkowski problem for p-Capacity

Boundary estimates for non-negative solutions to non-linear parabolic equations

Nyström, Kaj; Persson, Håkan; Sande, Olow

Ingår i Calculus of Variations and Partial Differential Equations, s. 847-879, 2015

• DOI för Boundary estimates for non-negative solutions to non-linear parabolic equations
• Ladda ner fulltext (pdf) av Boundary estimates for non-negative solutions to non-linear parabolic equations

Boundary estimates for solutions to linear degenerate parabolic equations

Nyström, Kaj; Persson, Håkan; Sande, Olow

Ingår i Journal of Differential Equations, s. 3577-3614, 2015

• DOI för Boundary estimates for solutions to linear degenerate parabolic equations
• Ladda ner fulltext (pdf) av Boundary estimates for solutions to linear degenerate parabolic equations

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

Nyström, Kaj; Önskog, Thomas

Ingår i Stochastics, s. 747-765, 2015

• DOI för 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

Ingår i Advances in Mathematics, s. 25-65, 2014

• DOI för Harnack estimates for degenerate parabolic equations modeled on the subelliptic $p-$Laplacian
• Ladda ner fulltext (pdf) av Harnack estimates for degenerate parabolic equations modeled on the subelliptic $p-$Laplacian

Estimates for Solutions to Equations of p-Laplace type in Ahlfors regular NTA-domains

Avelin, Benny; Nyström, Kaj

Ingår i Journal of Functional Analysis, s. 5955-6005, 2014

• DOI för Estimates for Solutions to Equations of p-Laplace type in Ahlfors regular NTA-domains
• Ladda ner fulltext (pdf) av Estimates for Solutions to Equations of p-Laplace type in Ahlfors regular NTA-domains

Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Ingår i Journal des Mathématiques Pures et Appliquées, s. 119-151, 2014

• DOI för Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets
• Ladda ner fulltext (pdf) av Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets

A Boundary Harnack Inequality for Singular Equations of p-Parabolic Type

Kuusi, Tuomo; Mingione, Giuseppe; Nyström, Kaj

Ingår i Proceedings of the American Mathematical Society, s. 2705-2719, 2014

• Ladda ner fulltext (pdf) av 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

Ingår i Annali di Matematica Pura ed Applicata, s. 1213-1247, 2014

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

Market Making and Portfolio Liquidation under Uncertainty

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

Ingår i International Journal of Theoretical and Applied Finance, 2014

• DOI för Market Making and Portfolio Liquidation under Uncertainty
• Ladda ner fulltext (pdf) av Market Making and Portfolio Liquidation under Uncertainty

Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness

Lundström, Niklas; Nyström, Kaj; Olofsson, Marcus

Ingår i Manuscripta mathematica, s. 407-432, 2014

• DOI för Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
• Ladda ner fulltext (pdf) av Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness

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

Nyström, Kaj; Rosen, Andreas

Ingår i Annales Academiae Scientiarum Fennicae Mathematica, s. 545-565, 2014

• DOI för Cauchy integrals for the $p$-Laplace equation in planar Lipschitz domains
• Ladda ner fulltext (pdf) av Cauchy integrals for the $p$-Laplace equation in planar Lipschitz domains

A backward in time Harnack inequality for non-negative solutions to fully non-linear parabolic equations

Nyström, Kaj

Ingår i Revista di Matematica della Universita Di Parma, s. 1-14, 2014

• Ladda ner fulltext (pdf) av A backward in time Harnack inequality for non-negative solutions to fully non-linear parabolic equations

A Carleson-type estimate in Lipschitz type domains for non-negative solutions to Kolmogorov equations

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Ingår i Annali della Scuola Normale Superiore di Pisa (Classe Scienze), Serie V, s. 439-465, 2013

• Ladda ner fulltext (pdf) av 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

Ingår i Journal of Differential Equations, s. 3431-3460, 2013

• DOI för Boundary behaviour of non-negative solutions to degenerate sub-elliptic equations
• Ladda ner fulltext (pdf) av Boundary behaviour of non-negative solutions to degenerate sub-elliptic equations

p-Harmonic Functions in the Heisenberg Group: Boundary Behaviour in Domains Well-approximated by Non-characteristic Hyperplanes

Nyström, Kaj

Ingår i Mathematische Annalen, s. 307-353, 2013

• DOI för p-Harmonic Functions in the Heisenberg Group: Boundary Behaviour in Domains Well-approximated by Non-characteristic Hyperplanes
• Ladda ner fulltext (pdf) av p-Harmonic Functions in the Heisenberg Group: Boundary Behaviour in Domains Well-approximated by Non-characteristic Hyperplanes

On the dimension of p-harmonic measure in space

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

Ingår i Journal of the European Mathematical Society (Print), s. 2197-2256, 2013

• DOI för On the dimension of p-harmonic measure in space
• Ladda ner fulltext (pdf) av On the dimension of p-harmonic measure in space

Wolff-Potential Estimates and Doubling of Subelliptic p-harmonic measures

Avelin, Benny; Nyström, Kaj

Ingår i Nonlinear Analysis, s. 149-159, 2013

• DOI för Wolff-Potential Estimates and Doubling of Subelliptic p-harmonic measures
• Ladda ner fulltext (pdf) av Wolff-Potential Estimates and Doubling of Subelliptic p-harmonic measures

Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

Lewis, John L.; Nyström, Kaj

Ingår i Journal of The American Mathematical Society, s. 827-862, 2012

• Ladda ner fulltext (pdf) av Regularity and free boundary regularity for the p-Laplace operator in Reifenberg flat and Ahlfors regular domains

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

Frentz, Marie; Götmark, Elin; Nyström, Kaj

Ingår i Journal of Differential Equations, s. 5002-5041, 2012

• DOI för The Obstacle Problem for Parabolic Non-divergence Form Operators of Hörmander type
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On an Inverse Type Problem for the Heat Equation in Parabolic Regular Graph Domains

Nyström, Kaj

Ingår i Mathematische Zeitschrift, s. 197-222, 2012

• DOI för On an Inverse Type Problem for the Heat Equation in Parabolic Regular Graph Domains
• Ladda ner fulltext (pdf) av On an Inverse Type Problem for the Heat Equation in Parabolic Regular Graph Domains

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.

Ingår i Annali della Scuola Normale Superiore di Pisa (Classe Scienze), Serie V, s. 437-474, 2012

• Ladda ner fulltext (pdf) av Non-divergence form parabolic equations associated with non-commuting vector fields: boundary behavior of nonnegative solutions

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

Lewis, John L.; Nyström, Kaj

Ingår i Annales de l'Institut Henri Poincare. Analyse non linéar, s. 83-108, 2012

• DOI för Regularity of flat free boundaries in two-phase problems for the p-Laplace operator
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A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Ingår i Annali di Matematica Pura ed Applicata, s. 1-23, 2012

• DOI för A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form
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p-Harmonic Measure in Simply Connected Domains

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

Ingår i Annales de l'Institut Fourier, s. 689-715, 2011

• DOI för p-Harmonic Measure in Simply Connected Domains

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

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

Ingår i Nonlinear Analysis, s. 5943-5955, 2011

• DOI för Optimal doubling, Reifenberg flatness and operators of p-Laplace type
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Boundary estimates for solutions to operators of $p$-Laplace type with lower order terms

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

Ingår i Journal of Differential Equations, s. 264-291, 2011

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

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

Lundström, Niklas L. P.; Nyström, Kaj

Ingår i Annales Academiae Scientiarum Fennicae Mathematica, s. 261-278, 2011

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

New results for $p$ harmonic functions

Lewis, John L.; Nyström, Kaj

Ingår i Pure and Applied Mathematics Quarterly, s. 345-363, 2011

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

Lewis, John L.; Nyström, Kaj

Ingår i Advances in Mathematics, s. 2565-2597, 2010

• DOI för 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

Ingår i Annals of Probability, s. 2170-2223, 2010

• DOI för 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

Ingår i Annals of Mathematics, s. 1907-1948, 2010

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

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

Nyström, Kaj; Pascucci, Andrea; Polidoro, Sergio

Ingår i Journal of Differential Equations, s. 2044-2060, 2010

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

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

Cinti, Chiara; Nyström, Kaj; Polidoro, Sergio

Ingår i Potential Analysis, s. 341-354, 2010

• DOI för 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

Ingår i Journal of Computational Mathematics, s. 579-605, 2010

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

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

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

Ingår i Mathematische Annalen, s. 805-838, 2010

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

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Frentz, Marie; Nyström, Kaj

Ingår i Journal of Computational and Applied Mathematics, s. 146-164, 2010

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

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

Nyström, Kaj; Önskog, Thomas

Ingår i Journal of Computational and Applied Mathematics, s. 563-592, 2010

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

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

Lundström, Niklas L. P.; Nyström, Kaj

Ingår i Manuscripta mathematica, s. 231-249, 2009

• DOI för 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

Ingår i Monte Carlo Methods Appl., s. 11-47, 2009

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

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

Nyström, Kaj

Ingår i Transactions of the American Mathematical Society, s. 2987-3017, 2008

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

Harmonic analysis, quadratic forms and asymptotic expansions of risk measures

Nyström, Kaj

Ingår i Applied Mathematical Sciences, s. 1023-1052, 2008

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

Lewis, John L.; Nyström, Kaj

Ingår i Annales Academiae Scientiarum Fennicae Mathematica, s. 523-548, 2008

On deposit volumes and the valuation of non-maturing liabilities

Nyström, Kaj

Ingår i Journal of Economic Dynamics and Control, s. 709-756, 2008

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

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

Lewis, John L.; Nyström, Kaj

Ingår i Advances in Calculus of Variations, s. 133-170, 2008

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

On the behaviour near expiry for multi-dimensional American options

Nyström, Kaj

Ingår i Journal of Mathematical Analysis and Applications, s. 644-654, 2008

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

The boundary Harnack inequality for infinity harmonic functions in the plane

Lewis, John L.; Nyström, Kaj

Ingår i Proceedings of the American Mathematical Society, s. 1311-1323, 2008

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

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

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

Ingår i Proceedings of Symposia in Pure Mathematics, s. 229-266, 2008

On a parabolic symmetry problem

Lewis, John L.; Nyström, Kaj

Ingår i Revista matemática iberoamericana, s. 513-536, 2007

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

Lewis, John L.; Nyström, Kaj

Ingår i Annales Scientifiques de l'Ecole Normale Supérieure, s. 765-813, 2007

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

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

Nyström, Kaj

Ingår i Journal of Computational Mathematics and Optimization, s. 39-76, 2007

On the Rating and Pricing of Mortgage Portfolios through Structured Finance

Nyström, Kaj

Ingår i Journal of Risk Model Validation, s. 1-61, 2007

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

Nyström, Kaj

Ingår i Mathematica Scandinavica, s. 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

Ingår i Collectanea Mathematica (Universitat de Barcelona), s. 93-119, 2006

Caloric measure and Reifenberg flatness

Nyström, Kaj

Ingår i Annales Academiae Scientiarum Fennicae Mathematica, s. 405-436, 2006

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

Nyström, Kaj

Ingår i Indiana University Mathematics Journal, s. 1233-1290, 2006

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

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

Nyström, Kaj; Skoglund, Jimmy

Ingår i Journal of Banking and Finance, s. 2163-2197, 2006

Efficient Filtering of Financial Time Series and Extreme Value Theory

Nyström, Kaj; Skoglund, Jimmy

Ingår i The Journal of Risk Finance, s. 63-84, 2005

Theory and Practice in Risk Based Capital Assessment Methodology

Nyström, Kaj; Skoglund, Jimmy

Ingår i The Journal of Risk Intelligence, s. 5-16, 2005

Caloric measure in parabolic flat domains

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

Ingår i Duke mathematical journal, s. 281-346, 2004

• DOI för Caloric measure in parabolic flat domains

Towards Operational Risk Management

Nyström, Kaj; Skoglund, Jimmy

Ingår i Operational Risk Modelling and Analysis: Theory and Practice, s. 171-188, 2004

Existence of big pieces of graphs for parabolic problems

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

Ingår i Annales Academiae Scientiarum Fennicae Mathematica, s. 355-384, 2003

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

Hofmann, Steve; Nyström, Kaj

Ingår i Methods and Applications of Analysis, s. 13-98, 2002

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

Nyström, Kaj

Ingår i Indiana University Mathematics Journal, s. 1285-1355, 1999

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

An estimate of a polynomial capacity

Nyström, Kaj

Ingår i Potential Analysis, s. 217-227, 1998

• DOI för An estimate of a polynomial capacity

Unique continuation on the boundary for Dini domains

Kukavica, Igor; Nyström, Kaj

Ingår i Proceedings of the American Mathematical Society, s. 441-446, 1998

• DOI för Unique continuation on the boundary for Dini domains

The Dirichlet problem for second order parabolic operators

Nyström, Kaj

Ingår i Indiana University Mathematics Journal, s. 183-245, 1997

• DOI för The Dirichlet problem for second order parabolic operators

Integrability of Green potentials in fractal domains

Nyström, Kaj

Ingår i Arkiv för matematik, s. 335-381, 1996

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