Related papers: Uniqueness for the martingale problem associated w…

In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

We study a class of potentials $f$ on one sided full shift spaces over finite or countable alphabets, called potentials of product type. We obtain explicit formulae for the leading eigenvalue, the eigenfunction (which may be discontinuous)…

We develop the self similarity argument known as sparse domination in an abstract martingale setting, using a continuous time parameter. With this method, we prove a sharp weighted L^p estimate for the maximal operator Y^* of Y with respect…

In this paper, we investigate specific least action principles for laws of stochastic processes within a framework which stands on filtrations preserving variations. The associated Euler-Lagrange conditions, which we obtain, exhibit a…

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

We consider a class of optimization problems defined by a system of linear equations with min and max operators. This class of optimization problems has been studied under restrictive conditions, such as, (C1) the halting or stability…

The paper studies the uniqueness problem for the one-dimensional Schr\"{o}dinger operator associated with the formal differential expression \begin{equation*} l[u] =-u''+qu + i[(ru)'+ru'], \end{equation*} in the complex Hilbert space…

In this paper, we propose a variational approach based on optimal transportation to study the existence and unicity of solution for a class of parabolic equations involving $q(x)$-Laplacian operator \begin{equation*}\label{equation variable…

We establish the uniqueness of large solutions to the non-cutoff Boltzmann equation with moderate soft potentials. Specifically, the weak solution $F=\mu+\mu^{\frac{1}{2}}f$ is unique as long as it has finite energy, in the sense that the…

We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…

In this paper we deal with an inhomogeneous parabolic Dirichlet problem involving the 1-Laplacian operator. We show the existence of a unique solution when data belong to $L^1(0,T;L^2(\Omega))$ for every $T>0$. As a consequence, global…

We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.

When the \textit{martingale representation property} holds, we call any local martingale which realizes the representation a \textit{representation process}. There are two properties of the \textit{representation process} which can greatly…

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

We study the Hamilton-Jacobi equation f - lambda Hf = h, where H f = e^{-f}Ae^f and where A is an operator that corresponds to a well-posed martingale problem. We identify an operator that gives viscosity solutions to the Hamilton-Jacobi…

In this paper we study the local behavior of a solution to second order elliptic operators with sharp singular coefficients in lower order terms. One of the main results is the bound on the vanishing order of the solution, which is a…

We study conditions under which a partial differential operator of arbitrary order $n$ in two variables or ordinary linear differential operator admits a factorization with a first-order factor on the left. The factorization process…

We consider algorithms for the factorization of linear partial differential operators. We introduce several new theoretical notions in order to simplify such considerations. We define an obstacle and a ring of obstacles to factorizations.…