Related papers: Resonance phenomena for second-order stochastic co…

In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…

We derive a priori estimates for second order derivatives of solutions to a wide calss of fully nonlinear elliptic equations on Riemannian manifolds. The equations we consider naturally appear in geometric problems and other applications…

We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have…

We consider elliptic second order partial differential operators with Lipschitz continuous leading order coefficients on finite cubes and the whole Euclidean space. We prove quantitative sampling and equidistribution theorems for…

We study a Dirichlet spectral problem for a second-order elliptic operator with locally periodic coefficients in a thin domain. The boundary of the domain is assumed to be locally periodic. When the thickness of the domain $\varepsilon$…

This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…

In H\"ormander inner product spaces, we investigate initial-boundary value problems for an arbitrary second order parabolic partial differential equation and the Dirichlet or a general first-order boundary conditions. We prove that the…

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…

In this paper we study the local behavior of a solution to second order elliptic operators with sharp singular coefficients in lower order terms. One of the main results is the bound on the vanishing order of the solution, which is a…

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Second variation of a smooth optimal control problem at a regular extremal is a symmetric Fredholm operator. We study asymptotics of the spectrum of this operator and give an explicit expression for its determinant in terms of solutions of…

In this paper we study the Dirichlet problem for fully nonlinear second-order equations on a riemannian manifold. As in a previous paper we define equations via closed subsets of the 2-jet bundle. Basic existence and uniqueness theorems are…

We consider the Dirichlet problem Lu = 0 in D u = g on E = boundary of D for two second order elliptic operators L_k(u) = \sum_{i,j=1}^n a_k^{ij}(x) \partial_{ij} u(x), k=0,1, in a bounded Lipschitz domain D in R^n. The coefficients…

We study the Dirichlet problem for a second-order elliptic operator $L^*$ in double divergence form, also known as the stationary Fokker-Planck-Kolmogorov equation. Assuming that the leading coefficients have Dini mean oscillation, we…

For a Jordan domain with sufficiently smooth boundaries, the solution to the Dirichlet problem for second order skew-symmetric strongly elliptic system with constant coefficients and regular enough boundary data is constructed in the form…

This paper studies a maximal $L^q$-regularity property for nonlinear elliptic equations of second order with a zero-th order term and gradient nonlinearities having superlinear and sub-quadratic growth, complemented with Dirichlet boundary…

Point-to-point reflection holding for harmonic functions subject to the Dirichlet or Neumann conditions on an analytic curve in the plane almost always fails for solutions to more general elliptic equations. We develop a non-local,…

We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…

Some properties and relations satisfied by the polynomial solutions of the bispectral problem are studied. Given a differential operator, under certain restrictions its polynomial eigenfunctions are explicitly obtained, as well as the…