Related papers: Uniqueness of Stable Processes with Drift

In this paper, we study homogenization problem for strong Markov processes on $\R^d$ having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z\rangle \I_{\{|z|\le 1\}} \right) k(x,z)\, \Pi (dz) +\langle…

We study the Dirichlet problem for a second order linear elliptic equation in a bounded smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with the drift $\mathbf{b} $ belonging to the critical weak space $L^{n,\infty}(\Omega )$. We…

There are two open problem on the analysis of continuous paths on a Riemannian manifold, the Markov uniqueness and the independence of the closure of the differential operator $d$ on its initial domain. The operator $d$ acts naturally on…

Let $X$ be a surface with an ADE-singularity and let $\widetilde{X}$ be its crepant resolution. In this paper, we show that there exists a Bridgeland stability condition $\sigma_X$ on ${\rm D}^b(X)$ and a weak stability condition…

A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function…

Given a sequence $(T_1, T_2, ...)$ of random $d \times d$ matrices with nonnegative entries, suppose there is a random vector $X$ with nonnegative entries, such that $ \sum_{i \ge 1} T_i X_i $ has the same law as $X$, where $(X_1, X_2,…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

In the framework of the nonsmooth critical point theory for lower semi-continuous functionals, we propose a direct variational approach to investigate the existence of infinitely many weak solutions for a class of semi-linear elliptic…

In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…

Given a smooth closed Riemannian manifold $(M,g)$ of dimension $N \ge 3$, we derive sharp quantitative stability estimates for nonnegative functions near the solution set of the Yamabe problem on $(M,g)$. The seminal work of Struwe (1984)…

Let a 1-d system of hyperbolic conservation laws, with two unknowns, be endowed with a convex entropy. We consider the family of small $BV$ functions which are global solutions of this equation. For any small $BV$ initial data, such global…

We study joining rigidity in the class of von Neumann flows with one singularity. They are given by a smooth vector field $\mathcal{X}$ on $\mathbb T^2\setminus \{a\}$, where $\mathcal{X}$ is not defined at $a\in \mathbb T^2$. It follows…

Consider the set of functions $f_{\theta}(x)=|\theta -x|$ on $\mathbb{R}$. Define a Markov process that starts with a point $x_0 \in \mathbb{R}$ and continues with $x_{k+1}=f_{\theta_{k+1}}(x_{k})$ with each $\theta _{k+1}$ picked from a…

Let $\alpha\in (0,2)$, let $${\cal E}(u,u)=\int_{\Bbb R^d}\int_{\Bbb R^d} (u(y)-u(x))^2\frac{A(x,y)}{|x-y|^{d+\alpha}}\, dy\, dx$$ be the Dirichlet form for a stable-like operator, let $$\Gamma u(x)=\int_{\Bbb R^d}…

In this paper, we contribute to the study of the class $(\Sigma)$. In the first part of the paper, we provide new ways to characterize stochastic processes of the above mentioned class and we derive some new properties. For instance, we…

This paper investigates the stochastic tamed 3D Navier-Stokes equations with locally weak monotonicity coefficients in the whole space as well as in the three-dimensional torus, which play a crucial role in turbulent flows analysis. A…

We show that for an $L^2$ drift $b$ in two dimensions, if the Hardy norm of $\text{div }b$ is small, then the weak solutions to $\Delta u+b\cdot\nabla u=0$ have the same optimal H\"older regularity as in the case of divergence-free drift,…

Let $\Omega\subset {\bf R}^n$ be a smooth bounded domain. In this paper, we prove a result of which the following is a by-product: Let $q\in ]0,1[$, $\alpha\in L^{\infty}(\Omega)$, with $\alpha>0$, and $k\in {\bf N}$. Then, the problem…

In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the following stochastic differential equation in $\mathbb R^d$: $$…