Related papers: Derivative Formula and Applications for Degenerate…
This paper is concerned with a class of stochastic differential equations with Markovian switching. The Malliavin calculus is used to study the smoothness of the density of the solution under a H\"{o}rmander type condition. Furthermore, we…
In this paper, we give interior gradient and Hessian estimates for systems of semi-linear degenerate elliptic partial differential equations on bounded domains, using both tools of backward stochastic differential equations and…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman-Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to…
We get decay rate of higher derivatives of nonlinear massless Dirac equations with a kind of "good" spin null form. The method we rely on is similar to that of Li and Zang. However, they only give the decay rate of solution itself to…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
We equip a family of algebras whose noncommutativity is of Lie type with a derivation based differential calculus obtained, upon suitably using both inner and outer derivations, as a reduction of a redundant calculus over the Moyal four…
Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent…
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of…
In recent years, remarkable progress has been made for Distribution dependent stochastic equations (DDSDEs) with singular interactions, existing results include wellposedness, propagation of chaos, entropy cost inequality and ergodicity. As…
In this paper we use a unified way studying the decay estimate for a class of dispersive semigroup given by $e^{it\phi(\sqrt{-\Delta})}$, where $\phi: \mathbb{R}^+\to \mathbb{R}$ is smooth away from the origin. Especially, the decay…
A class of linear degenerate elliptic equations inspired by nonlinear diffusions of image processing is considered. It is characterized by an interior degeneration of the diffusion coefficient. It is shown that no particularly natural,…
We prove sharp regularity estimates for solutions of highly degenerate fully nonlinear elliptic equations. These are free boundary models in which a nonlinear diffusion process drives the system only in the region where the gradient…
We derive localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation on Riemannian manifolds with Ricci curvature bounded below. Our estimates are essentially optimal and…
We consider diffusion type equations with a distributed order derivative in the time variable. This derivative is defined as the integral in $\alpha$ of the Caputo-Dzhrbashian fractional derivative of order $\alpha \in (0,1)$ with a certain…
In this paper, we apply the moving plane method to some degenerate elliptic equations to get a Liouville type theorem. As an application, we derive the a priori bounds for positive solutions of some semi-linear degenerate elliptic…