Related papers: The uniqueness of symmetrizing measure and linear …

The objective of this paper is to examine the restriction of a right process on a Radon topological space, excluding a negligible set, and investigate whether the restricted object can induce a Markov process with desirable properties. We…

We establish an equivalence-singularity dichotomy for a large class of one-dimensional Markov measures. Our approach is new in that we deal with one-sided and two-sided chains simultaneously, and in that we do not appeal to any 0-1 law. In…

Let $(M,g)$ be a Riemannian manifold with Riemannian distance $\mathsf{d}_g$, and $\mathcal{M}(M)$ be the space of all non-negative Borel measures on $M$, endowed with the Hellinger-Kantorovich distance $\mathsf{H\! K}_{\mathsf{d}_g}$…

We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…

In this paper, we provide a new means of establishing solvability of the Dirichlet problem on Lipschitz domains, with measurable data, for second order elliptic, non-symmetric divergence form operators. We show that a certain optimal…

We prove that the domain of the local Dirichlet form is strictly contained in the domain of any stable-like non-local Dirichlet form on general metric measure spaces.

We study the local dimensions and local multifractal properties of measures on doubling metric spaces. Our aim is twofold. On one hand, we show that there are plenty of multifractal type measures in all metric spaces which satisfy only mild…

We study superpositions and direct integrals of quadratic and Dirichlet forms. We show that each quasi-regular Dirichlet space over a probability space admits a unique representation as a direct integral of irreducible Dirichlet spaces,…

We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating…

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

We study Talenti's type symmetrization properties for solutions of linear stationary and evolution problems. Our main result establishes the comparison in norm between the solution of a problem and its symmetric version when nonlocal…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…

We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properties of skewing and delaying. The theorem on the existence of…

This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…

We consider the Sobolev space over $\mathbb{R}^d$ of square integrable functions whose gradient is also square integrable with respect to some positive weight. Tt is well known that smooth functions are dense in the weighted Sobolev space…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

We study the local Dirichlet integral of distance functions and their behavior within the harmonic Dirichlet space. We provide estimates for the local Dirichlet integral of distance functions, which allow us to study their membership in the…

In this paper, we obtain a quantitative estimate of unique continuation and an observability inequality from an equidistributed set for solutions of the diffusion equation in the whole space RN. This kind of observability indicates that the…

In this letter, the integrability aspects of a generalized Fisher type equation with modified diffusion in (1+1) and (2+1) dimensions are studied by carrying out a singularity structure and symmetry analysis. It is shown that the Painlev\'e…