Related papers: Strong maximum principle for radiative tranfer typ…
In this paper we derive a strong maximum principle for weak supersolutions of nonlocal equations of the form $Iu=c(x) u$ in $\Omega$, where $\Omega\subset \mathbb{R}^N$ is a domain, $c\in L^{\infty}(\Omega)$ and $I$ is an operator of the…
We consider a transport-diffusion equation of the form $\partial_t \theta +v \cdot \nabla \theta + \nu \A \theta =0$, where $v$ is a given time-dependent vector field on $\mathbb R^d$. The operator $\A$ represents log-modulated fractional…
This paper deals with a nonsmooth version of the connection between the maximum principle and dynamic programming principle, for the stochastic recursive control problem when the control domain is convex. By employing the notions of sub-…
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…
We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the…
We prove a weak maximum principle for nonlocal symmetric stable operators. This includes the fractional Laplacian. The main focus of this work is the regularity of the considered function.
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…
As a class of L\'evy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under L\'evy fluctuations and constructing Markov processes with boundary conditions (in…
In the present paper we prove estimates on {subsolutions of the equation $-Av+c(x)v=0$}, $x\in D$, where $D\subset \bbR^d$ is a domain (i.e. an open and connected set) and $A$ is an integro-differential operator of the Waldenfels type,…
In this paper we state some sharp maximum principle, i.e. we characterize the geometry of the sets of minima for supersolutions of equations involving the $k$-\emph{th fractional truncated Laplacian} or the $k$-\emph{th fractional…
We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…
A hyperbolic system approach is proposed for robust computation of anisotropic diffusion equations that appear in quasineutral plasmas. Though the approach exhibits merits of high extensibility and accurate flux computation, the…
In this paper, we study an optimal control problem of a mean-field forward-backward stochastic system with random jumps in progressive structure, where both regular and singular controls are considered in our formula. In virtue of the…
We prove the validity of maximum principles for a class of fully nonlinear operators on unbounded subdomains $\Omega \subset \mathbb R^n$ of cylindrical type. The main structural assumption is the uniform ellipticity of the operator along…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and…
We define a dissipative measure-valued (DMV) solution to the system of equations governing the motion of a general compressible, viscous, electrically and heat conducting fluid driven by non-conservative boundary conditions. We show the…
The essential spectral radius of a sub-Markovian process is defined as the infimum of the spectral radiuses of all local perturbations of the process. When the family of rescaled processes satisfies sample path large deviation principle,…
In this paper, we focus on maximum principles of a time-space fractional diffusion equation. Maximum principles for classical solution and weak solution are all obtained by using properties of the time fractional derivative operator and the…