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We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…

Probability · Mathematics 2009-04-23 Richard F. Bass , Zhen-Qing Chen

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

Probability · Mathematics 2011-03-16 Feng-Yu Wang , Chenggui Yuan

We prove the following. For any complex valued $L^p$-function $b(x)$, $2 \leq p < \infty$ or $L^\infty$-function with the norm $\| b | L^{\infty}\| < 1$, the spectrum of a perturbed harmonic oscillator operator $L = -d^2/dx^2 + x^2 + b(x)$…

Spectral Theory · Mathematics 2010-04-29 James Adduci , Boris Mityagin

It is known that the $L^{2}$-norms of a harmonic function over spheres satisfies some convexity inequality strongly linked to the Almgren's frequency function. We examine the $L^{2}$-norms of harmonic functions over a wide class of evolving…

Analysis of PDEs · Mathematics 2019-10-25 Stine Marie Berge

In this work we prove that the non-negative functions $u \in L^s_{loc}(\Omega)$, for some $s>0$, belonging to the De Giorgi classes \begin{equation}\label{eq0.1} \fint\limits_{B_{r(1-\sigma)}(x_{0})} \big|\nabla \big(u-k\big)_{-}\big|^{p}\,…

Analysis of PDEs · Mathematics 2024-03-21 Simone Ciani , Eurica Henriques , Igor i. Skrypnik

We study relations and characterizations of various elliptic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces. We allow the scaling function be state-dependent and the state space possibly disconnected.…

Probability · Mathematics 2017-09-06 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider a class of second-order partial differential operators $\mathscr A$ of H\"ormander type, which contain as a prototypical example a well-studied operator introduced by Kolmogorov in the '30s. We analyze some properties of the…

Analysis of PDEs · Mathematics 2019-07-02 Nicola Garofalo , Giulio Tralli

We study the local regularity properties of $(s,p)$-harmonic functions, i.e. local weak solutions to the fractional $p$-Laplace equation of order $s\in (0,1)$ in the case $p\in (1,2]$. It is shown that $(s,p)$-harmonic functions are weakly…

Analysis of PDEs · Mathematics 2024-09-04 Verena Bögelein , Frank Duzaar , Naian Liao , Giovanni Molica Bisci , Raffaella Servadei

In this paper, the Harnack inequality result are established for a new class of the homogeneous nonlinear degenerate parabolic equations \begin{align*} div A(t,x,u,\nabla_x u)-\partial_t \vert u\vert^{p-2}u=0 \end{align*} on a bounded…

Analysis of PDEs · Mathematics 2024-03-21 Jasarat Gasimov , Farman Mamedov

Let $\psi:{\mathcal{D}}\rightarrow{\mathbf{R}}$ be a harmonic function such that $\Delta\psi(x)=0$ for all $x\in\mathcal{D}\subset{\mathbf{R}}^{n}$. There are then many well-established classical results:the Dirichlet problem and Poisson…

Mathematical Physics · Physics 2021-05-21 Steven D Miller

For $\alpha\in [1,2)$ we consider operators of the form $$L f(x)=\int_{R^d} [f(x+h)-f(x)-1_{(|h|\leq 1)} \nabla f(x)\cdot h] \frac{A(x,h)}{|h|^{d+\alpha}}$$ and for $\alpha\in (0,1)$ we consider the same operator but where the $\nabla f$…

Analysis of PDEs · Mathematics 2008-12-05 Richard F. Bass

In this work we extend the theory of the classical Hardy space $H^1$ to the rational Dunkl setting. Specifically, let $\Delta$ be the Dunkl Laplacian on a Euclidean space $\mathbb{R}^N$. On the half-space $\mathbb{R}_+\times\mathbb{R}^N$,…

Functional Analysis · Mathematics 2018-02-20 Jean-Philippe Anker , Jacek Dziubański , Agnieszka Hejna

Let $\alpha \in (0,2)$ and consider the operator $\sL$ given by \[ \sL f(x)=\int[ f(x+h)-f(x)-1_{(|h|\leq 1)}h\cdot \grad f(x)]\frac{n(x,h)}{|h|^{d+\alpha}} \d h, \] where the term $1_{(|h|\leq 1)}h\cdot \grad f(x)$ is not present when…

Probability · Mathematics 2021-08-03 Mohammud Foondun

We consider the Laplacian with drift in $\mathbb R^n$ defined by $\Delta_\nu = \sum_{i=1}^n(\frac{\partial^2}{\partial x_i^2} + 2 \nu_i\frac{\partial }{\partial{x_i}})$ where $\nu=(\nu_1,\ldots,\nu_n)\in \mathbb R^n\setminus\{0\}$. The…

Classical Analysis and ODEs · Mathematics 2024-03-25 Jorge J. Betancor , Juan C. Fariña , Lourdes Rodríguez-Mesa

Let s 1 ,. .. , s k be the elementary symmetric functions of the complex variables x 1 ,. .. , x k. We say that F $\in$ C[s 1 ,. .. , s k ] is a trace function if their exists f $\in$ C[z] such that F (s 1 ,. .. , s k ] = k j=1 f (x j) for…

Algebraic Geometry · Mathematics 2019-11-22 Daniel Barlet

Let $h$ be a harmonic function defined on a spherical disk. It is shown that $\Delta^k |h|^2$ is nonnegative for all $k\in \mathbb{N}$ where $\Delta$ is the Laplace-Beltrami operator. This fact is generalized to harmonic functions defined…

Spectral Theory · Mathematics 2023-12-05 Gabor Lippner , Dan Mangoubi , Zachary McGuirk , Rachel Yovel

Let $A$ be a positive definite operator on a Hilbert space $H$, and $|||.|||$ be a unitarily invariant norm on $B(H)$. We show that if $f$ is an operator monotone function on $(0,\infty)$ and $n\in \mathbb{N}$, then $|||D^n…

Functional Analysis · Mathematics 2021-05-13 Amir Ghasem Ghazanfari

We prove a boundary Harnack inequality for nonlocal elliptic operators $L$ in non-divergence form with bounded measurable coefficients. Namely, our main result establishes that if $Lu_1=Lu_2=0$ in $\Omega\cap B_1$, $u_1=u_2=0$ in…

Analysis of PDEs · Mathematics 2016-10-19 Xavier Ros-Oton , Joaquim Serra

The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential…

Analysis of PDEs · Mathematics 2010-04-27 P. R. Stinga , J. L. Torrea

A complex function $f(z)$ is called a Herglotz-Nevanlinna function if it is holomorphic in the upper half-plane ${\mathbb C}_+$ and maps ${\mathbb C}_+$ into itself. By a maximum principle a Herglotz-Nevanlinna function which takes a real…

Functional Analysis · Mathematics 2015-03-26 Vladimir Derkach , Seppo Hassi , Mark Malamud
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