Related papers: Solutions of martingale problems for L\'evy-type o…
We set up a general framework tailor-made to solve complement value problems governed by symmetric nonlinear integrodifferential $p$-L\'evy operators. A prototypical example of integrodifferential $p$-L\'evy operators is the well-known…
In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…
In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…
We prove that the martingale problem is well posed for pure-jump L\'evy-type operators of the form $$ (\mathcal Lf)(x) = \int_{\mathbb R^d \setminus \{0\}} \left(f(x+h)-f(x) - (\nabla f(x) \cdot h)1_{\|h\| < 1}\right)K(x,h) dh, $$ where…
This paper considers the martingale problem for a class of weakly coupled L\'{e}vy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process…
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…
We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…
We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by L\'evy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are…
In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…
This note is a synthesis of my reflexions on some questions that have emerged during the MATRIX event "Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type" concerning the qualitative properties of solutions to some non local…
We prove existence, uniqueness, and regularity of viscosity solutions to the stationary and evolution obstacle problems defined by a class of nonlocal operators that are not stable-like and may have supercritical drift. We give sufficient…
We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first…
Using generalized Blumenthal--Getoor indices, we obtain criteria for the finiteness of the $p$-variation of L\'evy-type processes. This class of stochastic processes includes solutions of Skorokhod-type stochastic differential equations…
We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…
As a class of L\'evy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under L\'evy fluctuations and constructing Markov processes with boundary conditions (in…
We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…
Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…