Related papers: Derivative Formula and Harnack Inequality for Dege…
In this article, new curvature conditions are introduced to establish functional inequalities including gradient estimates, Harnack inequalities and transportation-cost inequalities on manifolds with non-convex boundary.
We want to prove a Harnack type inequality for solutions of strongly degenerate parabolic, or elliptic-parabolic, equations. To do that, we first define a De Giorgi class of order $p = 2$ that contains the solutions of evolution equations…
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…
We introduce fractional weighted Sobolev spaces with degenerate weights. For these spaces we provide embeddings and Poincar\'e inequalities. When the order of fractional differentiability goes to $0$ or $1$, we recover the weighted Lebesgue…
We prove a Harnack inequality for distributional solutions to a type of degenerate elliptic PDEs in $N$ dimensions. The differential operators in question are related to the Kolmogorov operator, made up of the Laplacian in the last $N-1$…
In this paper we give both an historical and technical overview of the theory of Harnack inequalities for nonlinear parabolic equations in divergence form. We start reviewing the elliptic case with some of its variants and geometrical…
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…
By using Malliavin calculus, Bismut derivative formulae are established for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As applications, Harnack type inequalities and strong Feller…
By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin type semigroups whose generator might be both degenerate…
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…
In this paper we establish a scale invariant Harnack inequality for the fractional powers of parabolic operators $(\partial_t - \mathscr{L})^s$, $0<s<1$, where $\mathscr{L}$ is the infinitesimal generator of a class of symmetric semigroups.…
We consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven…
For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on…
This paper is on $\Gamma$-convergence for degenerate integral functionals related to homogenisation problems in the Heisenberg group. Here both the rescaling and the notion of invariance or periodicity are chosen in a way motivated by the…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…
We continue to study regularity results for weak solutions of the large class of second order degenerate quasilinear equations of the form \begin{eqnarray} \text{div}\big(A(x,u,\nabla u)\big) = B(x,u,\nabla u)\text{ for }x\in\Omega\nonumber…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
In this article we study a class of delay differential equations with infinite delay in weighted spaces of uniformly continuous functions. We focus on the integrated semigroup formulation of the problem and so doing we provide an spectral…
In this paper, we propose a class of stochastic exponential discrete gradient schemes for SDEs with linear and gradient components in the coefficients. The root mean-square errors of the schemes are analyzed, and the structure-preserving…