Related papers: Harnack Inequalities for Functional SDEs with Mult…
This note is devoted to several inequalities deduced from a special form of the logarithmic Hardy-Littlewood-Sobolev, which is well adapted to the characterization of stationary solutions of a Keller-Segel system written in self-similar…
We develop connections between Harnack inequalities for the heat flow of diffusion operators with curvature bounded from below and optimal transportation. Through heat kernel inequalities, a new isoperimetric-type Harnack inequality is…
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
We consider the Dirichlet form given by \sE(f,f)&=&{1/2}\int_{\bR^d}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial f(x)}{\partial x_i} \frac{\partial f(x)}{\partial x_j} dx &+&\int_{\bR^d\times \bR^d} (f(y)-f(x))^2J(x,y)dxdy. Under the assumption…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…
We study weighted inequalities of Hardy and Hardy-Poincar\'e type and find necessary and sufficient conditions on the weights so that the considered inequalities hold. Examples with the optimal constants are shown. Such inequalities are…
By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence,…
A frequently occurring challenge in experimental and numerical observation is how to resolve features, such as spectral peaks - with center, width, height - and derivatives from measured data with unavoidable noise. Therefore, we develop a…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
By using the Malliavin calculus and finite-jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic differential equations with noises containing a subordinate Brownian…
The periodic solutions of a type of nonlinear hyperbolic partial differential equations with a localized nonlinearity are investigated. For instance, these equations are known to describe several acoustical systems with fluid-structure…
In this paper, we study the $(s, C(s))$-Harnack inequality in a domain $G\subset \mathbb{R}^n$ for $s\in(0,1)$ and $C(s)\geq1$ and present a series of inequalities related to $(s, C(s))$-Harnack functions and the Harnack metric. We also…
The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…
We consider the Harnack inequality for harmonic functions with respect to three types of infinite dimensional operators. For the infinite dimensional Laplacian, we show no Harnack inequality is possible. We also show that the Harnack…
We propose a delayed Mittag-Leffler type matrix function with logarithm, which is an extension of the classical Mittag-Leffler type matrix function with logarithm and delayed Mittag-Leffler type matrix function. With the help of the delayed…
In this paper we establish the Harnack inequality for globally positive local solutions to a general class of nonlocal in time subdiffusion equations in one space dimension, which includes time-fractional diffusion equations with time order…