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In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

We consider the $2m$-th order elliptic boundary value problem $Lu=f(x,u)$ on a bounded smooth domain $\Omega\subset\R^N$ with Dirichlet boundary conditions on $\partial\Omega$. The operator $L$ is a uniformly elliptic linear operator of…

Analysis of PDEs · Mathematics 2009-06-15 Wolfgang Reichel , Tobias Weth

We present several Liouville type results for the $p$-Laplacian in $\R^N$. Suppose that $h$ is a nonnegative regular function such that $$ h(x) = a|x|^\gamma\ {\rm for}\ |x|\ {\rm large},\ a>0\ {\rm and}\ \gamma> -p. $$ We obtain the…

Analysis of PDEs · Mathematics 2016-09-07 I. Birindelli , F. Demengel

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

The inversion of nabla Laplace transform, corresponding to a causal sequence, is considered. Two classical methods, i.e., residual calculation method and partial fraction method are developed to perform the inverse nabla Laplace transform.…

General Mathematics · Mathematics 2022-12-07 Yiheng Wei , YangQuan Chen , Yuquan Chen , Yong Wang

We investigate the long time behavior of solutions to the differential equation $\ddot{x}(t)+\frac{c}{\left( t+1\right) ^{\alpha}}\dot{x}(t)+\nabla \Phi\left( x(t)\right) =g(t),~t\geq0, $ where $c$ is nonnegative constant,…

Optimization and Control · Mathematics 2016-09-15 Mounir Balti , Ramzi May

We study the boundary integral operator induced from the fractional Laplace equation in a bounded smooth domain. For $1/2 < \alpha? < 1$, we show the bijectivity of the boundary integral operator $S_{2\alpha} : L^p(\partial \Omega)…

Analysis of PDEs · Mathematics 2014-11-19 TongKeun Chang

We prove uniqueness results and Harnack inequality for Bessel operators \begin{align*} %\label{def L transf alpha} D_t-\Delta_{x} -2a\cdot\nabla_xD_y- D_{yy}- \frac cy D_y % \nonumber…

Analysis of PDEs · Mathematics 2025-10-15 Giorgio Metafune , Luigi Negro , Chiara Spina

The Telegraph equation $(\partial_{t}^{\rho })^{2}u(x,t)+2\alpha \partial_{t}^{\rho }u(x,t)-u_{xx}(x,t)=f(x,t)$, where $0<t\leq T$ and $0<\rho<1$, with the Riemann-Liouville derivative is considered. Existence and uniqueness theorem for the…

Analysis of PDEs · Mathematics 2023-08-09 Rajapboy Saparbayev

The paper deals with Sturm-Liouville-type operators with frozen argument of the form $\ell y:=-y''(x)+q(x)y(a),$ $y^{(\alpha)}(0)=y^{(\beta)}(1)=0,$ where $\alpha,\beta\in\{0,1\}$ and $a\in[0,1]$ is an arbitrary fixed rational number. Such…

Spectral Theory · Mathematics 2023-07-19 Tzong-Mo Tsai , Hsiao-Fan Liu , Sergey Buterin , Lung-Hui Chen , Chung-Tsun Shieh

We study the existence of solutions for the following fractional Hamiltonian systems $$ \left\{ \begin{array}{ll} - _tD^{\alpha}_{\infty}(_{-\infty}D^{\alpha}_{t}u(t))-\lambda L(t)u(t)+\nabla W(t,u(t))=0,\\[0.1cm] u\in…

Analysis of PDEs · Mathematics 2018-08-29 César Torres , Ziheng Zhang , Amado Mendez

We show that a continuous local martingale is a strict local martingale if its supremum process is not in $ L_\alpha$ for a positive number $\alpha $ smaller than $1$. Using this we construct a family of strict local martingales.

Probability · Mathematics 2017-06-06 Xue-Mei Li

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

Probability · Mathematics 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

Let $\mathscr{H}^2$ denote the Hardy space of Dirichlet series $f(s) = \sum_{n\geq1} a_n n^{-s}$ with square summable coefficients and suppose that $\varphi$ is a symbol generating a composition operator on $\mathscr{H}^2$ by…

Functional Analysis · Mathematics 2017-12-20 Ole Fredrik Brevig

We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…

Probability · Mathematics 2019-08-05 Lotfi Boudabsa , Thomas Simon , Pierre Vallois

We prove the uniqueness property for a class of entire solutions to the equation \begin{equation*} \left\{ \begin{array}{ll} -{\rm div}\, \mathcal{A}(x,\nabla u) = \sigma, \quad u\geq 0 \quad \text{in } \mathbb{R}^n, \\…

Analysis of PDEs · Mathematics 2022-12-05 Nguyen Cong Phuc , Igor E. Verbitsky

We study the effect of lower order perturbations in the existence of positive solutions to the following critical elliptic problem involving the fractional Laplacian: (-\Delta)^{\alpha/2}u=\lambda u^q+u^{\frac{N+\alpha}{N-\alpha}}, \quad…

Analysis of PDEs · Mathematics 2011-07-21 B. Barrios , E. Colorado , A. de Pablo , U. Sánchez

We prove the existence of an extremal function in the Hardy-Littlewood-Sobolev inequality for the energy associated to an stable operator. To this aim we obtain a concentration-compactness principle for stable processes in $\mathbb{R}^N$.

Analysis of PDEs · Mathematics 2021-05-17 Arturo de Pablo , Fernando Quirós , Antonella Ritorto

For every $\alpha \in (0,+\infty)$ and $p,q \in (1,+\infty)$ let $T_\alpha$ be the operator $L^p[0,1]\to L^q[0,1]$ defined via the equality $(T_\alpha f)(x) := \int_0^{x^\alpha} f(y) d y$. We study the norms of $T_\alpha$ for every $p$,…

Functional Analysis · Mathematics 2024-09-02 Francesco Battistoni , Giuseppe Molteni

In this paper we prove the existence and regularity of weak solutions for the following system \begin{align*} \begin{cases} -\mbox{div}(M(x)\nabla u) + g(x,u,v) = f \ \ \mbox{in} \ \ \Omega\\ -\mbox{div}(M(x)\nabla v) = h(x,u,v) \ \…

Analysis of PDEs · Mathematics 2024-07-19 Ayana Pinheiro de Castro Santana , Luís Henrique de Miranda