Related papers: On the Cauchy problem for non-local Ornstein--Uhle…
Our aim is to study the Ulam's problem for Cauchy's functional equations. First, we present some new results about the superstability and stability of Cauchy exponential functional equation and its Pexiderized for class functions on…
We investigate the large-time asymptotics of solution for the Cauchy problem of the nonlocal focusing modified Kortweg-de Vries (MKdV) equation with step-like initial data, i.e., $u_0(x)\rightarrow 0$ as $x\rightarrow-\infty$,…
We give necessary and sufficient conditions for the existence of weak solutions of a parabolic problem corresponding to the Kolmogorov operators perturbed by a multipolar inverse square potential with respect to the Gaussian probability…
In this paper, we investigate the Cauchy problem of the parabolic-parabolic Keller-Segel system with the logistic-type term $au-bu^\gamma$ on $\mathbb{R}^N, N\geq2$. We discuss the global boundedness of classical solutions with nonnegative…
We consider the Cauchy problem for the fourth order nonlinear Schr\"{o}dinger equation with derivative nonlinearity $(i\partial _t + \Delta ^2) u= \pm \partial (|u|^2u)$ on $\mathbb{R} ^d$, $d \ge 3$, with random initial data, where…
We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class…
In the paper we consider the problem of estimating parameters entering the drift of a fractional Ornstein-Uhlenbeck type process in the non-ergodic case, when the underlying stochastic integral is of Young type. We consider the sampling…
If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a…
We study the Cauchy problem of higher dimensional Einstein-Maxwell-Higgs system in the framework of Bondi coordinates. As a first step, the problem is reduced to a single first-order integro-differential equation by defining a generalized…
We construct a class of solutions to the Cauchy problem of the Klein-Gordon equation on any standard static spacetime. Specifically, we have constructed solutions to the Cauchy problem based on any self-adjoint extension (satisfying a…
In this paper we deal with the Cauchy problem for the incompressible Euler equations in the three-dimensional periodic setting. We prove non-uniqueness for an $L^2$-dense set of H\"older continuous initial data in the class of H\"older…
We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several…
We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the…
As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…
We consider the parametric estimation of the Ornstein-Uhlenbeck process driven by a non-Gaussian $\alpha$-stable L\'{e}vy process with the stable index $\alpha>1$ and possibly skewed jumps, based on a discrete-time sample over a fixed…
Conditions for the unique solvability of the Cauchy problem for a family of scalar functional differential equations are obtained. These conditions are sufficient for the solvability of the Cauchy problem for every equation from the family…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
In this initial paper in a series, we first discuss why classical motions of small particles should be treated statistically. Then we show that any attempted statistical description of any nonrelativistic classical system inevitably yields…