Related papers: Intrinsic scaling properties for nonlocal operator…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
This note introduces a regression technique for finding a class of nonlinear integro-differential operators from data. The method parametrizes the spatial operator with neural networks and Fourier transforms such that it can fit a class of…
We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…
Nonlinear fractional dynamics with scale invariance in continuous and discrete time approaches are described. We use non-integer-order integro-differential operators that can be interpreted as generalizations of scaling (dilation)…
Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…
In this paper, the linear differential expression of order $n \ge 2$ with distribution coefficients of various singularity orders is considered. We obtain the associated matrix for the regularization of this expression. Furthermore, we…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
We consider the linear non-local operator $\mathcal{L}$ denoted by \[ \mathcal{L} u (x) = \int_{\mathbb{R}^d} \left(u(x+z)-u(x)\right) a(x,z)J(z)\,d z. \] Here $a(x,z)$ is bounded and $J(z)$ is the jumping kernel of a L\'evy process, which…
We derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…
In this article, we conduct a study of integral operators defined in terms of non-convolution type kernels with singularities of various degrees. The operators that fall within our scope of research include fractional integrals, fractional…
We study integro-differential inclusions in Hilbert spaces with operator-valued kernels and give sufficient conditions for the well-posedness. We show that several types of integro-differential equations and inclusions are covered by the…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by the L\'evy processes, the Ornstein --…
We provide a general condition on the kernel of an integro-differential operator so that its associated quadratic form satisfies a coercivity estimate with respect to the $H^s$-seminorm.
We consider the Krall-Sheffer class of admissible, partial differential operators in the plane. We concentrate on algebraic structures, such as the role of commuting operators and symmetries. For the polynomial eigenfunctions, we give…
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…
Inverse spectral problems are studied for the second order integro-differential operators on a finite interval. Properties of spectral characteristic are established, and the uniqueness theorem is proved for this class of inverse problems.
We study a system of partial differential equations defined by commuting family of differential operators with regular singularities. We construct ideally analytic solutions depending on a holomorphic parameter. We give some explicit…
Using the theory of evolutionary equations, we consider abstract differential equations including non-local integral operators. After providing a condition for the well-posedness of the addressed equation we consider a numerical method of…
We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove a Sobolev-type inequality, a weak Harnack inequality, and a local H\"older estimate.