Related papers: Weak Harnack Inequality and H\"older Regularity fo…

We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the H\"ormander…

We prove Harnack inequalities for hypersurfaces flowing on the unit sphere by $p$-powers of a strictly monotone, 1-homogeneous, convex, curvature function $f$, $0<p\leq 1.$ If $f$ is the mean curvature, we obtain stronger Harnack…

We study regularity of the Finsler $\gamma$-Laplacian, a general class of degenerate elliptic PDEs which naturally appear in anisotropic geometric problems. Precisely, given any strictly convex family of $C^{1}$-norms $\{ \rho_{x}\}$ on…

We consider periodic homogenization problems for the L{\'e}vy operators with asymmetric L{\'e}vy densities. The formal asymptotic expansion used for the $\a$-stable (symmetric) L{\'e}vy operators ($\a\in (0,2)$) is not applicable directly…

This article concerns with the global H\"older regularity of weak solutions to a class of problems involving the fractional $(p,q)$-Laplacian, denoted by $(-\Delta)^{s_1}_{p}+(-\Delta)^{s_2}_{q}$, for $1<p,q<\infty$ and $s_1,s_2\in (0,1)$.…

We prove local boundedness, Harnack's inequality and local regularity for weak solutions of quasilinear degenerate elliptic equations in divergence form with Rough coefficients. Degeneracy is encoded by a non-negative, symmetric, measurable…

The goal of this paper is to relax convexity assumption on some classical results in mean curvature flow. In the first half of the paper, we prove a generalized version of Hamilton's differential Harnack inequality which holds for mean…

We study the higher H\"older regularity of local weak solutions to a class of nonlinear nonlocal elliptic equations with kernels that satisfy a mild continuity assumption. An interesting feature of our main result is that the obtained…

The L2-approximation of occupation and local times of a symmetric $\alpha$-stable L{\'e}vy process from high frequency discrete time observations is studied. The standard Riemann sum estimators are shown to be asymptotically efficient when…

In this article, we investigate the regularity for certain elliptic systems without a $L^2$-antisymmetric structure. As applications, we prove some $\epsilon$-regularity theorems for weakly harmonic maps from the unit ball $B= B(m) \subset…

In this paper, we introduce and study the weighted $\alpha$-subharmonic measure associated with a weight function $\psi$, extending the usual $\alpha$-subharmonic measure and reducing to it when $\psi \equiv -1$. Furthermore, we study the…

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are H\"older continuous locally in space and time. This is done via local…

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…

In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…

We study regularity properties for solutions to the nakedly degenerate elliptic equation $a_{ij}\partial_{ij}u =0$, where the coefficients satisfy $I \ge a_{ij}(x) \ge \lambda(x) I$ and the only assumption is that $\lambda^{-1} \in L^p$. We…

We prove a stability theorem for the elliptic Harnack inequality: if two weighted graphs are equivalent, then the elliptic Harnack inequality holds for harmonic functions with respect to one of the graphs if and only if it holds for…

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…

Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…