Related papers: Harnack Inequalities for Stochastic (Functional) D…
We give Harnack inequalities for solutions of equations of type prescribed scalar curvature in dimensions n $\ge$ 4.
We consider a quasilinear equation involving the $n-$Laplacian and an exponential nonlinearity, a problem that includes the celebrated Liouville equation in the plane as a special case. For a non-compact sequence of solutions it is known…
In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of the solutions are established.
Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the…
The work concerns nonlinear filtering problems of stochastic differential equations with correlated L\'evy noises. First, we establish the Kushner-Stratonovich and Zakai equations through martingale representation theorems and the…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
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…
We establish existence results for a class of mixed anisotropic and nonlocal $p$-Laplace equation with singular nonlinearities. We consider both constant and variable singular exponents. Our argument is based on an approximation method. To…
By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack…
In this paper we study the nonlinear Dirichlet problem involving p(x)-Laplacian (hemivariational inequality) with nonsmooth potential. By using nonsmooth critical point theory for locally Lipschitz functionals due to Chang and the…
For differential inequalities with the $\infty$-Laplacian in the principal part, we obtain conditions for the absence of solutions in unbounded domains. Examples are given to demonstrate the accuracy of these conditions.
We prove some Hardy-Dirac inequalities with two different weights including measure valued and Coulombic ones. Those inequalities are used to construct distinguished self-adjoint extensions of Dirac operators for a class of diagonal…
We consider a class of fully non-linear parabolic equations on compact Hermitian manifolds involving symmetric functions of partial Laplacians. Under fairly general assumptions, we show the long time existence and convergence of solutions.…
In this paper, we investigate some properties on harmonic functions and solutions to Poisson equations. First, we will discuss the Lipschitz type spaces on harmonic functions. Secondly, we establish the Schwarz-Pick lemma for harmonic…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
The work concerns a class of path-dependent McKean-Vlasov stochastic differential equations with unknown parameters. First, we prove the existence and uniqueness of these equations under non-Lipschitz conditions. Second, we construct…
This paper concerns the boundary behavior of solutions of certain fully nonlinear equations with a general drift term. We elaborate on the non-homogeneous generalized Harnack inequality proved by the second author in (Julin, ARMA -15), to…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We state and prove a general Harnack inequality for minimizers of nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional p-Laplacian.
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…