Related papers: Note on radial Dunkl processes
We prove the existence of multiple positive radial solutions to the sign-indefinite elliptic boundary blow-up problem \[ \left\{\begin{array}{ll} \Delta u + \bigl(a^+(\vert x \vert) - \mu a^-(\vert x \vert)\bigr) g(u) = 0, & \; \vert x…
The interplay between variational functionals and the Brunn-Minkowski Theory is a well-established phenomenon widely investigated in the last thirty years. In this work, we prove the existence of solutions to the even logarithmic Minkowski…
We study the optimal dividend problem in the dual model where dividend payments can only be made at the jump times of an independent Poisson process. In this context, Avanzi et al. [5] solved the case with i.i.d. hyperexponential jumps;…
This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random…
We prove the tightness of radially-symmetric solutions to 2D aggregation-diffusion equations, where the pairwise attraction force is possibly degenerate at large distance. We first reduce the problem into the finiteness of a time integral…
Dunkl theory is a far reaching generalization of Fourier analysis and special function theory related to root systems. During the sixties and seventies, it became gradually clear that radial Fourier analysis on rank one symmetric spaces was…
Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…
Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One way to construct them is as a random walk conditioned to stay positive up to time $n$, and let $n$ tend to infinity. A second method is conditioning…
In this paper we study the continuous coagulation and multiple fragmentation equation for the mean-field description of a system of particles taking into account the combined effect of the coagulation and the fragmentation processes in…
We introduce the notion of duality solution for the hard-congestion model on the real line, and additionally prove an existence result for this class of solutions. Our study revolves around the analysis of a generalised Aw-Rascle system,…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.
We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…
In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler to derive the strong Feller property of those equations. The…
We extend the generalized gradient-flow framework of Peletier, Rossi, Savar\'e, and Tse to singular jump processes on abstract metric spaces, moving beyond the translation-invariant kernels considered in $\mathbb{R}^d$ and $\mathbb{T}^d$ in…
We construct dyadic lacunary counterexamples for two problems of Erd\H{o}s on pointwise behavior of dilates on the circle. The main device is a dyadic spike block: rare positive spikes create long positive runs in the lacunary averages,…
We introduce and study the Dunkl symmetric systems. We prove the well-posedness results for the Cauchy problem for these systems. Eventually we describe the finite speed of it. Next the semi-linear Dunkl-wave equations are also studied.
We study a system of stochastic differential equations with singular drift which describes the dynamics of signed particles in two dimensions interacting by the Coulomb potential. In contrast to the well-studied cases of identical particles…