Related papers: Regularity of harmonic functions for a class of si…

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Harmonic functions are natural generalizations of conformal mappings. In recent years, a lot of work have been done by some researchers who focus on harmonic starlike functions. In this paper, we aim to introduce two classes of harmonic…

In this paper we study the harmonic functions and the Dirichlet eigenfunctions of the Hata set, and their restrictions to the interval $[0,1]$, its main edge. We prove that these restrictions of the harmonic functions are singular, \ie…

By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular,…

Let $d\ge1$. Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+\alpha(x)}}…

A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

The purpose of this work is to present a class of harmonic univalent functions defined by the Dziok-Srivastava operator. Some geometric properties like coefficients conditions, distortion theorem, convolution (Hadamard product), convex…

Let $d >1$ and $(A_n)_{n \ge 1}$ be a sequence of independent identically distributed random matrices with nonnegative entries and no zero column. This induces a Markov chain $M_n = A_n M_{n-1}$ on the cone of d-vectors with nonnegative…

A characterization of dynamically defined zeta functions is presented. It comprises a list of axioms, natural extension of the one which characterizes topological degree, and a uniqueness theorem. Lefschetz zeta function is the main (and…

A monotonicity property of Harnack inequality is proved for positive invariant harmonic functions in the unit ball.

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

The unique continuation on quadratic curves for harmonic functions is discussed in this paper. By using complex extension method, the conditional stability of unique continuation along quadratic curves for harmonic functions is illustrated.…

For a certain class of asymmetric L\'evy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.

First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…

Let $E$ be an arbitrary closed set on the unit circle $\partial \mathbb{D}$, u be a harmonic function on the unit disk $\mathbb{D}$ satisfying $|u(z)|\lesssim (1-|z|)^\gamma \rho^{-q}(z)$ where $\rho(z)= \mathop{\rm dist}(z, E)$, $\gamma$,…

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…

For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…