Related papers: Derivative Formula and Harnack Inequality for Line…

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 using the heat kernel parameter expansion with respect to the frozen SDEs, the intrinsic derivative is estimated for the law of Mckean-Vlasov SDEs with respect to the initial distribution. As an application, the total variation distance…

Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…

This is the first of two articles dealing with the equation $(-\Delta)^{s} v= f(v)$ in $\mathbb{R}^{n}$, with $s\in (0,1)$, where $(-\Delta)^{s}$ stands for the fractional Laplacian ---the infinitesimal generator of a L\'evy process. This…

This paper will develop a Li-Yau-Hamilton type differential Harnack estimate for positive solutions to the Newell-Whitehead equation on $\mathbb{R}^n$. We then use our LYH-differential Harnack inequality to prove several properties about…

In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained estimates to prove the existence and uniqueness of strong…

Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…

In this paper, we first prove the Hardy-Sobolev inequality for the Hessian integral by means of a descent gradient flow of certain Hessian functionals. As an application, we study the existence and regularity results of solutions to related…

We give a new proof of the $L^2$ version of Hardy's uncertainty principle based on calculus and on its dynamical version for the heat equation. The reasonings rely on new log-convexity properties and the derivation of optimal Gaussian decay…

We establish the comparison principle and the existence of solutions of the integro-differential equations with L{\'e}vy operators. The L{\'e}vy operators of our interest are infinitesmal generator of the jump processes which could be…

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that…

Weak approximations have been developed to calculate the expectation value of functionals of stochastic differential equations, and various numerical discretization schemes (Euler, Milshtein) have been studied by many authors. We present a…

We derive a Harnack inequality for positive solutions of the $f$-heat equation and Gaussian upper and lower bounds for the $f$-heat kernel on complete smooth metric measure spaces $(M, g, e^{-f}dv)$ with Bakry-\'Emery Ricci curvature…

By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on $\R^{m}\times \R^{d}:$ $$L (x,y)=\ff 1 2 \bigg\{\sum_{i=1}^m \pp_{x_i}^2…

The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

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…

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…