Related papers: Harnack Inequalities for Functional SDEs with Mult…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
We study the regularity of weak solutions to nonlocal in time subdiffusion equations for a wide class of weakly singular kernels appearing in the generalised fractional derivative operator. We prove a weak Harnack inequality for nonnegative…
This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is…
This paper aims to investigate a Harnack inequality for non-negative solutions of the normalized infinity Laplacian with nonlinear absorption and gradient terms. More specifically, we establish a Harnack inequality for non-negative…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…
Uniform Harnack inequalities for harmonic functions on the pre- and graphical Sierpinski carpets are proved using a probabilistic coupling argument. Various results follow from this, including the construction of Brownian motion on…
We consider linear delay differential equations at the verge of Hopf instability, i.e. a pair of roots of the characteristic equation are on the imaginary axis of the complex plane and all other roots have negative real parts. When…
We study weak Harnack inequality and a priori H\"older regularity of harmonic functions for symmetric nonlocal Dirichlet forms on metric measure spaces with volume doubling condition. Our analysis relies on three main assumptions: the…
In this paper, we study intermittency properties for various stochastic PDEs with varieties of space time Gaussian noises via matching upper and lower moment bounds of the solution. Due to the absence of the powerful Feynman Kac formula,…
In this paper, we establish concentration inequalities both for functionals of the whole solution on an interval [0, T ] of an additive SDE driven by a fractional Brownian motion with Hurst parameter H $\in$ (0, 1) and for functionals of…
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable under the distance induced by the H\"{o}lder-Dini continuous…
In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…
We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H{\"o}lder regularity and establish a Harnack inequality for…
The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential…
In this paper, we investigate the regularities for a class of distribution dependent SDEs driven by two independent fractional noises $B^H$ and $\ti B^{\ti H}$ with Hurst parameters $H\in(0,1)$ and $\ti H\in(1/2,1)$. We establish the…
By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…
Dimension-independent Harnack inequalities are derived for a class of subordinate semigroups. In particular, for a diffusion satisfying the Bakry-Emery curvature condition, the subordinate semigroup with power $\alpha$ satisfies a…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
A resonant level strongly coupled to a local phonon under nonequilibrium conditions is investigated. The nonequilibrium Hartree-Fock approximation is shown to correspond to approximating the steady state density matrix by delta functions at…