Related papers: The martingale problem for a class of stable-like …

In this paper, we introduce and analyse an explicit formulation of fractional powers of the parabolic Lam\'e operator $\mathbb{H}$ and we then study the extension problem associated to such non-local operators. We also study the various…

Consider the following nonlocal integro-differential operator: for $\alpha\in(0,2)$, $$ \cL^{(\alpha)}_{\sigma,b} f(x):=\mbox{p.v.} \int_{|z|<\delta}\frac{f(x+\sigma(x)z)-f(x)}{|z|^{d+\alpha}}\dif z+b(x)\cdot\nabla f(x)+\sL f(x), $$ where…

In an earlier paper, we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of $n$-by-$n$ matrices can be done by any algorithm in $O(n^{\omega +…

In this paper we deal with parabolic problems whose simplest model is $$ \begin{cases} u'- \Delta_{p} u + B\frac{|\nabla u|^p}{u} = 0 & \text{in} (0,T) \times \Omega,\newline u(0,x)= u_0 (x) &\text{in}\ \Omega, \newline u(t,x)=0 &\text{on}\…

Two-term Weyl-type asymptotic law for the eigenvalues of one-dimensional fractional Laplace operator (-d^2/dx^2)^(alpha/2) (0 < alpha < 2) in the interval (-1,1) is given: the n-th eigenvalue is equal to (n pi/2 - (2 - alpha) pi/8)^alpha +…

In this paper, we discuss the existence and uniqueness of solutions of a boundary value problem for a fractional differential equation of order $\alpha\in(2,3)$, involving a general form of fractional derivative. First, we prove an…

We consider plain vanilla European options written on an underlying asset that follows a continuous time semi-Markov multiplicative process. We derive a formula and a renewal type equation for the martingale option price. In the case in…

In this paper, under very general assumptions, we prove existence and regularity of distributional solutions to homogeneous Dirichlet problems of the form $$\begin{cases} \displaystyle - \Delta_{1} u = h(u)f & \text{in}\, \Omega,\newline…

For functions $f$ of a continuous variable in $\mathbb{R}^{+}$ we show that the Hirsch function $h_f$ equals $f$ iff $(f(f(x)) = x f(x))$ on $\mathbb{R}^{+}$, leading for continuous $f$ to $f$ = $\emptyset$ or the power function $f(x)$ =…

We discuss the solution theory of operators of the form $\nabla_X + A$, acting on smooth sections of a vector bundle with connection $\nabla$ over a manifold $M$, where $X$ is a vector field having a critical point with positive…

This work is devoted to the study of the existence of at least one weak solution to nonlocal equations involving a general integro-differential operator of fractional type. As a special case, we derive an existence theorem for the…

In this paper, we study the averaging principle for a class of stochastic differential equations driven by $\alpha$-stable processes with slow and fast time-scales, where $\alpha\in(1,2)$. We prove that the strong and weak convergence order…

We consider the operator $\sL$ defined on $C^2(\bR^d)$ functions by \sL f(x)&=&{1/2}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial^2f(x)}{\partial x_i\partial x_j}+\sum_{i=1}^d b_i(x)\frac{\partial f(x)}{\partial x_i}…

In this paper, we consider the existence of solutions for the following fractional coupled Hartree-Fock type system \begin{align*} \left\{\begin{aligned} &(-\Delta)^s u+V_1(x)u+\lambda_1u=\mu_1(I_{\alpha}\star…

We consider differential operators $L$ acting on functions on a Riemannian surface, $\Sigma$, of the form $$L = \Delta + V -a K ,$$where $\Delta$ is the Laplacian of $\Sigma$, $K$ is the Gaussian curvature, $a$ is a positive constant and $V…

We investigate the weak solvability and properties of weak solutions to the Dirichlet problem for a scalar elliptic equation $-\Delta u + b^{(\alpha)}\cdot \nabla u= f$ in a bounded domain $\Omega\subset {\mathbb R^2}$ containing the…

We consider the following problem: minimize the functional $\int_\Omega f(\nabla u(x))\, dx$ in the class of concave functions $u: \Omega \to [0,M]$, where $\Omega \subset \mathbb{R}^2$ is a convex body and $M > 0$. If $f(x) = 1/(1 +…

We establish Dahlberg's perturbation theorem for non-divergence form operators L = A\nabla^2. If L_0 and L_1 are two operators on a Lipschitz domain such that the L^p Dirichlet problem for the operator L_0 is solvable for some p in…

Under suitable assumptions of regularity and non-degeneracy on the covariance of the driving additive noise, any Markov solution to the stochastic Navier-Stokes equations has an associated generator of the diffusion and is the unique…

In this paper, using variational methods, we look for non-trivial solutions for the following problem $$ \begin{cases} -{\rm div}\left(a(|\nabla u|^2)\nabla u\right)=g(u), & \hbox{in }\mathbb{R}^N,\; N\geq 3, \\[1mm] u(x)\to 0, &\hbox{as…