Related papers: Analytic properties of Markov semigroup generated …

We investigate Liouville-type results, existence, uniqueness and symmetry to the solution of nonlinear nonlocal elliptic equations of the form \[ Lu = |x|^{\gamma}\,H(u)\,G(\nabla u), \qquad x\in\R^n, \] where $L$ is a symmetric,…

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Cipriani and Sauvageot have shown that for any $L^2$-generator $L^{(2)}$ of a tracially symmetric quantum Markov semigroup on a C*-algebra $\mathcal{A}$ there exists a densely defined derivation $\delta$ from $\mathcal{A}$ to a Hilbert…

By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…

Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants \gamma >H and c>0. Let \nu be the L\'evy measure on R^{[0,\infty)} of X,…

In this paper, we establish a Liouville type theorem for the homogeneous dual fractional parabolic equation \begin{equation} \partial^\alpha_t u(x,t)+(-\Delta)^s u(x,t) = 0\ \ \mbox{in}\ \ \mathbb{R}^n\times\mathbb{R} . \end{equation} where…

We study (quasi-)cohomological properties through an analysis of quantum Markov semi-groups. We construct higher order Hochschild cocycles using gradient forms associated with a quantum Markov semi-group. By using Schatten-$\mathcal{S}_p$…

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

The dynamics of the eigenvalues (semimartingales) of a L\'{e}vy process $X$ with values in Hermitian matrices is described in terms of It\^{o} stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian…

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…

We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, $BSVI\left(H(t,y),\varphi,F\right)$), written under differential form \[…

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

We study the following quasilinear partial differential equation with two subdifferential operators: $${\frac{\partial u}{\partial s}(s,x)} + (\mathcal{L}u)(s,x,u(s,x),(\nabla u(s,x))^\ast\sigma(s,x,u(s,x))) + f(s,x,u(s,x),(\nabla…

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bounded. Using a probabilistic formula we calculate the symbol,…

We introduce a generalized notion of semilinear elliptic partial differential equations where the corresponding second order partial differential operator $L$ has a generalized drift. We investigate existence and uniqueness of generalized…

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…