Related papers: Note on radial Dunkl processes

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have…

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…

This work concerns a general system of energy-critical wave equations in the Minkowski space of dimension $1+3$. The wave equations are coupled by the nonlinearities, which are homogeneous of degree 5. We prove that any radial solution of…

On $\mathbb R^N$ equipped with a normalized root system $R$, a multiplicity function $k(\alpha) > 0$, and the associated measure $$ dw(\mathbf x)=\prod_{\alpha\in R}|\langle \mathbf x,\alpha\rangle|^{k(\alpha)}\, d\mathbf x, $$ let…

This paper considers balanced truncation of discrete-time Hankel $k$-positive systems, characterized by Hankel matrices whose minors up to order $k$ are nonnegative. Our main result shows that if the truncated system has order $k$ or less,…

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…

We study the Weyl-type solutions of the differential system with a singularity $y'-x^{-1}Ay-q(x)y=\rho By$ in the case of integrable potential $q(\cdot)$.

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

We study the $\mathcal{L}_p$ induced gain of discrete-time linear switching systems with graph-constrained switching sequences. We first prove that, for stable systems in a minimal realization, for every $p \geq 1$, the $\mathcal{L}_p$-gain…

We extend the classical theorem of Uchiyama about constructive Fefferman-Stein decompositions of ${\rm BMO}$ functions by systems of singular integrals to the rational Dunkl setting. On $\mathbb{R}^N$ equipped with a root system $R$ and a…

Let $d \ge 2$. In this paper, we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dS_{t}+b(s+t, X_{t})dt, \quad X_{0}=x, \] where $(s,x)\in \mathbb{R}_+ \times \mathbb{R}^{d}$ is the initial starting…

In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin…

We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Motivated by the normal form of a fast-slow ordinary differential equation exhibiting a pitchfork singularity we consider the discrete-time dynamical system that is obtained by an application of the explicit Euler method. Tracking…

Long time behavior of a unitary quantum gate $U$, acting sequentially on two subsystems of dimension $N$ each, is investigated. We derive an expression describing an arbitrary iteration of a two-qubit gate making use of a link to 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…