Related papers: A priori Holder estimate, parabolic Harnack princi…

We define the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $\Omega\subset\mathbb{R}^n$, under minimal regularity assumptions on the…

In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jump function from discrete high-frequency observations in a…

Let $z = (x,y) \in {\mathbb R}^d \times {\mathbb R}^{N-d}$, with $1 \le d < N$. We prove a priori estimates of the following type :$$\|\Delta\_{x}^{\frac \alpha 2} v \|\_{L^p({\mathbb R}^N)} \lec\_p\Big \| L\_{x } v +…

We characterize Gaussian estimates for transition probability of a discrete time Markov chain in terms of geometric properties of the underlying state space. In particular, we show that the following are equivalent: (1) Two sided Gaussian…

Let $X_{1},...,X_{m}$ be a family of real smooth vector fields defined in $\mathbb{R}^{n}$, $1$-homogeneous with respect to a nonisotropic family of dilations and satisfying H\"{o}rmander's rank condition at $0$ (and therefore at every…

We establish the Krylov Safonov Harnack inequalities and Holder estimates for fully nonlinear nonlocal operators of non-divergence form on Riemannian manifolds with nonnegative sectional curvatures. To this end, we first define the nonlocal…

In this article, we investigate the existence, uniqueness, and asymptotic behaviors of mild solutions of a parabolic evolution equations on complex plane, in which the diffusion operator has the form \(\overline{\Box}_{\varphi} =…

We obtain sharp two-sided heat kernel estimates on spaces with varying dimension, in which two spaces of general dimension are connected at one point. On these spaces, if the dimensions of the two constituent parts are different, the volume…

In the uniformly discrete case of virtual persistence diagram groups $K(X,A)$, we construct a translation-invariant heat semigroup. The kernels are supported on a countable subgroup $H$, and the restriction to $H$ has Fourier exponent…

We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the H\"older continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.

In this paper, applying the De Giorgi method, we obtain nonlocal Harnack inequalities for weak solutions of nonlocal parabolic equations given by an integro-differential operator $\rL_K$ as follows; \begin{equation*}\begin{cases} \rL_K…

We consider operators of the form ${\mathcal L}=-L-V$, where $L$ is an elliptic operator and $V$ is a singular potential, defined on a smooth bounded domain $\Omega\subset \R^n$ with Dirichlet boundary conditions. We allow the boundary of…

In this paper we develop a new method based on Littlewood-Paley's decomposition and heat kernel estimates of integral form, to establish Schauder's estimate for the following degenerate nonlocal equation in $\mathbb R^{2d}$ with H\"older…

We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…

Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…

We aim at estimating the invariant density associated to a stochastic differential equation with jumps in low dimension, which is for $d=1$ and $d=2$. We consider a class of jump diffusion processes whose invariant density belongs to some…

We consider an abstract non-negative self-adjoint operator $H$ on an $L^2$-space. We derive a characterization for the restriction estimate $\| dE_H(\lambda) \|_{L^p \to L^{p'}} \le C \lambda^{\frac{d}{2}(\frac{1}{p} - \frac{1}{p'}) -1}$ in…

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…

Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…

In this thesis, we study singular pseudo-differential operators defined by groupoids satisfying the Lauter-Nistor condition, by a method parallel to that of manifolds with boundary and edge differential operators. The example of the Bruhat…