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By using the Malliavin calculus and finite jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic (partial) differential equations with noises containing a subordinate…
This paper will develop a Li-Yau-Hamilton type differential Harnack estimate for positive solutions to the Newell-Whitehead equation on $\mathbb{R}^n$. We then use our LYH-differential Harnack inequality to prove several properties about…
We study asymptotic behavior of sub-solutions to non-uniformly elliptic equations with nonstandard growth. In particular, Harnack type inequalities are proved. Our approach gives new results for the cases with (p,q) nonlinearity and…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
Let $(M,g(t))$ be a solution to the Ricci flow on a closed Riemannian manifold. In this paper, we prove differential Harnack inequalities for positive solutions of nonlinear parabolic equations of the type $$\ppt f=\Delta f-f \ln f +Rf.$$…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…
We prove the Harnack inequality for general nonlocal elliptic equations with zero order terms. As an application we prove the existence of the principal eigenvalue in general domains. Furthermore, we study the eigenvalue problem associated…
As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition ? and also estimates ? of the solutions depend on upper bounds…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
We prove several differential Harnack inequalities for positive solutions to nonlinear backward heat equations with different potentials coupled with the Ricci flow. We also derive an interpolated Harnack inequality for the nonlinear heat…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
We discuss the unstable character of the solutions of the Lorentz-Dirac equation and stress the need of methods like order reduction to derive a physically acceptable equation of motion. The discussion is illustrated with the paradigmatic…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
We investigate the problem of joint statistical estimation of several parameters for a stochastic differential equation driven by an additive fractional Brownian motion. Based on discrete-time observations of the model, we construct an…
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…
In the paper, we address parametric and non-parametric estimation for nonlinear stochastic differential equations with additive Hermite noise with possibly nonlinear scaling. We assume that a single trajectory of the solution is observed…