Related papers: A new technique for proving uniqueness for marting…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
Modified Rayleigh conjecture (MRC) in scattering theory is proposed and justified. MRC allows one to develop numerical algorithms for solving direct scattering problems related to acoustic wave scattering by soft and hard obstacles of…
We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…
The design of numerical boundary conditions is a challenging problem that has been tackled in different ways depending on the nature of the problem and the numerical scheme used to solve it. In this paper we present a new weighted…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
The well-posedness of nonlocal elliptic equation with singular drift is investigated in Besov-H\"older spaces. As an application, we show the existence and uniqueness for corresponding martingale problem. Moreover, we prove that the one…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
This paper concerns elliptic systems of $p$-Laplace type with complex valued coefficient and source term. We extend the real valued theory of the elliptic $p$-Laplace equation to the complex valued case. We establish the existence and…
Modified scattering phenomena are encountered in the study of global properties for nonlinear dispersive partial differential equations in situations where the decay of solutions at infinity is borderline and scattering fails just barely.…
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…
Let $A$ be a pseudo-differential operator with negative definite symbol $q$. In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem implies that the unique…
The purpose of the paper is to rectify a series of errors occurred in [2], [17], [20] for a particular situation. To get a fruitful solution and to overcome the issue, we introduce a new form of set sharing namely restricted set sharing,…
We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…
This paper provides the mathematical foundation for polynomial diffusions. They play an important role in a growing range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility,…
Inverse problem to determine simultaneously a general space- and time-dependent source and an initial state in a fractional diffusion equation from an {\it a posteriori} measurement of the normal derivative of the state on a portion of a…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
We show global uniqueness in the fractional Calder\'on problem with a single measurement and with data on arbitrary, possibly disjoint subsets of the exterior. The previous work \cite{GhoshSaloUhlmann} considered the case of infinitely many…
In the author's previous paper (Zhang et al. 2022), exponential convergence was proved for the perfectly matched layers (PML) approximation of scattering problems with periodic surfaces in 2D. However, due to the overlapping of…
New elliptic cylindrical wavelets are introduced, which exploit the relationship between analysing filters and Floquet's solution of Mathieu differential equations. It is shown that the transfer function of both multiresolution filters is…
In this article we study the retrospective inverse problem. The retrospective inverse problem consists of in the reconstruction of a priori unknown initial condition of the dynamic system from its known final condition. Existence and…