Related papers: Time irregularity of generalized Ornstein--Uhlenbe…
We solve a time-dependent linear SPDE with additive Levy noise in the mild and weak sense. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is characterized on the…
Using a mixture of classical and probabilistic techniques we investigate the convexity of solutions to the elliptic pde associated with a certain generalized Ornstein-Uhlenbeck process.
We demonstrate that two Ornstein--Uhlenbeck processes, that is, solutions to certain stochastic differential equations that are driven by a L\'evy process L have equivalent laws as long as the eigenvalues of the covariance operator…
We suggest a generalization of the notion of invariance of a given partial differential equation with respect to Lie-B\"acklund vector field. Such generalization proves to be effective and enables us to construct principally new Ans\"atze…
We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…
We prove the existence of a local time, the continuity of the local time about $t$, and the regular property for $a.e.$ $x\in R$ of a Ornstein-Uhlenbeck type $\{X_t,\ t\in R^+\}$ driven by a general L\'{e}vy process, under mild regularity…
A proposal is made for a mathematically unambiguous treatment of evolution in the presence of closed timelike curves. In constrast to other proposals for handling the naively nonunitary evolution that is often present in such situations,…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
In Brodbeck et al 1999 it has been shown that the linearised time evolution equations of general relativity can be extended to a system whose solutions asymptotically approach solutions of the constraints. In this paper we extend the…
In recent years, many papers have been devoted to the regularity of doubly nonlinear singular evolution equations. Many of the proofs are unnecessarily complicated, rely on superfluous assumptions or follow an inappropriate approximation…
This paper provides a framework to strong time periodic solutions of quasilinear evolution equations. The novelty of this approach is that zero is allowed to be a spectral value of the underlying linearized operator. This approach is then…
Many solutions of Einstein's field equations contain closed timelike curves (CTC). Some of these solutions refer to ordinary materials in situations which might occur in the laboratory, or in astrophysics. It is argued that, in default of a…
The (generalized) WDVV equations for the prepotentials in $2d$ topological and $4,5d$ Seiberg-Witten models are covariant with respect to non-linear transformations, described in terms of solutions of associated linear problem. Both…
We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes. Although processes considered in this paper were defined either…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…
We consider abstract evolution equations with a nonlinear term depending on the state and on delayed states. We show that, if the $C_0$-semigroup describing the linear part of the model is exponentially stable, then the whole system retains…
We prove unique continuation principles for solutions of evolution Schr\"odinger equations with time dependent potentials. These correspond to uncertainly principles of Paley-Wiener type for the Fourier transform. Our results extends to a…
We study the Cauchy problem for a class of linear evolution equations of arbitrary order with coefficients depending both on time and space variables. Under suitable decay assumptions on the coefficients of the lower order terms for $|x|$…
A simple trick is illustrated, whereby nonlinear evolution equations can be modified so that they feature a lot - or, in some cases, only -- periodic solutions. Several examples (ODEs and PDEs) are exhibited.