Related papers: Harnack Inequality and Applications for Stochastic…
The main purpose of this paper is to prove the mean ergodic theorem for nonexpansive mappings and semigroups in locally compact Hadamard spaces, including finite dimensional Hadamard manifolds. The main tool for proving ergodic convergence…
In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…
For stochastic $C_0$-semigroups on $L^1$-spaces there is wealth of results that show strong convergence to an equilibrium as $t \to \infty$, given that the semigroup contains a partial integral operator. This has plenty of applications to…
A system of a first order history-dependent evolutionary variational-hemivariational inequality with unilateral constraints coupled with a nonlinear ordinary differential equation in a Banach space is studied. Based on a fixed point theorem…
In this work, we derive the time-dependent Hartree(-Fock) equations as an effective dynamics for fermionic many-particle systems. Our main results are the first for a quantum mechanical mean-field dynamics for fermions; in previous works,…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
We obtain a compactness result for $\Gamma$-convergence of integral functionals defined on $\mathcal{A}$-free vector fields. This is used to study homogenization problems for these functionals without periodicity assumptions. More…
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…
We consider the relationship between Hele-Shaw evolution with drift, the porous medium equation with superharmonic drift, and a congested crowd motion model originally proposed by [MRS]- [MRSV]. We first use viscosity solutions to show that…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
This article deals with kinetic Fokker-Planck equations with essentially bounded coefficients. A weak Harnack inequality for non-negative super-solutions is derived by considering their Log-transform and following S. N. Kruzhkov (1963).…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
We prove a version of differential Harnack inequality for a family of sub-elliptic diffusions on Sasakian manifolds under certain curvature conditions.
We prove a global Li-Yau inequality for a general Markov semigroup under a curvature-dimension condition. This inequality is stronger than all classical Li-Yau type inequalities known to us. On a Riemannian manifold, it is equivalent to a…
We prove $L^p$-Hardy inequalities with distance to the boundary for domains in the Heisenberg group ${\mathbb{H}}^n$, $n\geq 1$. Our results are based on a certain geometric condition. This is first implemented for the Euclidean distance in…
This work is devoted to the study of parabolic frequency for solutions of the heat equation on Riemannian manifolds. We show that the parabolic frequency functional is almost increasing on compact manifolds with nonnegative sectional…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…
We present a new drift condition which implies rates of convergence to the stationary distribution of the iterates of a \psi-irreducible aperiodic and positive recurrent transition kernel. This condition, extending a condition introduced by…
In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function are required to be bounded.