Related papers: On the Cauchy problem for non-local Ornstein--Uhle…
We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…
In this paper, the multipoint Cauchy problem for nonlocal nonlinear wave type equat{\i}ons are studied.The equation involves a convolution integral operator with a general kernel function whose Fourier transform is nonnegative. We establish…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish…
We introduce and study a new class of nonlinear monotone operators acting in normal cones of real Banach spaces and possessing the property of strong concavity. We establish new constructive principles for the existence of nonzero fixed…
We rereview the classical Cauchy-Kovalevskaya theorem and the related uniqueness theorem of Holmgren, in the simple setting of powers of the Laplacian and a smooth curve segment in the plane. As a local problem, the Cauchy-Kovalevskaya and…
It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schr\"odinger equation that…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
In this paper we study the Nirenberg problem on standard half spheres $(\mathbb{S}^n_+,g), \, n \geq 5$, which consists of finding conformal metrics of prescribed scalar curvature and zero boundary mean curvature on the boundary. This…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
In this paper we study the Cauchy problem for new classes of parabolic type pseudodifferential equations over the rings of finite adeles and adeles. We show that the adelic topology is metrizable and give an explicit metric. We find…
The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…
We consider the Cauchy problem for (energy-subcritical) nonlinear Schr\"odinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superfluid quantum…
We study the copolynomials of $n$ variables, i.e. $K$-linear mappings from the ring of polynomials $K[x_1,...,x_n]$ into the commutative ring $K$. We prove an existence and uniqueness theorem for a linear differential equation of infinite…
The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…
In this paper we establish $L^p$ boundedness properties for maximal operators, Littlewood-Paley functions and variation operators involving Poisson semigroups and resolvent operators associated with nonsymmetric Ornstein-Uhlenbeck…
We study the Cauchy problem for the generalized KdV and one-dimensional fourth-order derivative nonlinear Schr\"odinger equations, for which the global well-posedness of solutions with the small rough data in certain scaling limit of…
In this paper we revisit the mild-solution approach to second-order semi-linear PDEs of Hamilton-Jacobi type in infinite-dimensional spaces. We show that a well-known result on existence of mild solutions in Hilbert spaces can be easily…