Related papers: Regularity of harmonic functions for a class of si…
We consider multivariate stationary processes $(\boldsymbol{X}_t)$ satisfying a stochastic recurrence equation of the form $$ \boldsymbol{X}_t= \mathbb{ M}_t \boldsymbol{X}_{t-1} + \boldsymbol{Q}_t,$$ where $(\boldsymbol{Q}_t)$ are iid…
We consider nonlinear Kolmogorov-Fokker-Planck type equations of the form \begin{equation}\label{abeqn} (\partial_t+X\cdot\nabla_Y)u=\nabla_X\cdot(A(\nabla_X u,X,Y,t)). \end{equation} The function…
We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
In this paper we consider several families of potential non-isochronous systems and study their associated period functions. Firstly, we prove some properties of these functions, like their local behavior near the critical point or…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
Let ${\mathcal M}$ be the class of analytic functions in the unit disk $\ID$ with the normalization $f(0)=f'(0)-1=0$, and satisfying the condition $$\left |z^2\left (\frac{z}{f(z)}\right )''+ f'(z)\left(\frac{z}{f(z)} \right)^{2}-1\right…
There are several results on the stability of nonlinear positive systems in the presence of time delays. However, most of them assume that the delays are constant. This paper considers time-varying, possibly unbounded, delays and…
In this paper we consider a class of conjugate equations, which generalizes de Rham's functional equations. We give sufficient conditions for existence and uniqueness of solutions under two different series of assumptions. We consider…
For stationary two-valued harmonic functions with H\"older regularity, we establish their Lipschitz regularity and prove that the nodal set consists of analytic hypersurfaces away from a singular set. The main tools are the Almgren…
We consider the nonlinear equation $-\frac{1}{m}=z+Sm$ with a parameter $z$ in the complex upper half plane $\mathbb{H} $, where $S$ is a positivity preserving symmetric linear operator acting on bounded functions. The solution with values…
We give a characterization of harmonic and subharmonic functions in terms of their mean values in balls and on spheres. This includes the converse of an inequality of Beardon's for subharmonic functions. We also obtain integral inequalities…
For a one-dimensional motion, a constant of motion for non autonomous an linear system (position and velocity) is given from the constant of motion associated to its autonomous system. This approach is used in the study of the harmonic…
This paper considers linear delay-difference equations, that is, equations relating the state at a given time with its past values over a given bounded interval. After providing a well-posedness result and recalling Hale--Silkowski…
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…
We show that for uniform domains $\Omega\subseteq \mathbb{R}^{d+1}$ whose boundaries satisfy a certain nondegeneracy condition that harmonic measure cannot be mutually absolutely continuous with respect to $\alpha$-dimensional Hausdorff…
We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=x\in\R^d. $$ driven by a L\'evy process whose paths have finite p-variation almost surely for some $p\in[1,2)$…