Related papers: On the Cauchy problem for non-local Ornstein--Uhle…

We consider the Cauchy problem for the nonlinear Schr\"{o}dinger equation with derivative nonlinearity $(i\partial _t + \Delta ) u= \pm \partial (\overline{u}^m)$ on $\R ^d$, $d \ge 1$, with random initial data, where $\partial$ is a first…

It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…

We consider the Cauchy problem for the nonlinear Schr\"odinger equation on $\mathbb{R}^d$, where the initial data is in $\dot{H}^1(\mathbb{R}^d)\cap L^p(\mathbb{R}^d)$. We prove local well-posedness for large ranges of $p$ and discuss some…

Ornstein-Uhlenbeck processes driven by general L\'{e}vy process are considered in this paper. We derive strongly consistent estimators for the moments of the underlying L\'{e}vy process and for the mean reverting parameter of the…

In this paper we investigate a class of elliptic problems involving a nonlocal Kirchhoff type operator with variable coefficients and data changing its sign. Under appropriated conditions on the coefficients, we have shown existence and…

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

In this paper, the Cauchy problem for linear and nonlinear convolution wave equations are studied.The equation involves convolution terms with a general kernel functions whose Fourier transform are operator functions defined in a Banach…

In this paper we investigate the Cauchy problem for Schr\"odinger ultrahyperbolic equations with singular (less than continuous) coefficients. We prove $H^\infty$ well-posedness in the very weak sense under suitable assumptions of the…

For the Cauchy problem for an operator differential equation of the form $y'(z) = Ay(z)$, where $A$ is a closed linear operator on a Banach space over the completion of an algebraic closure of the field of $p$-adic numbers, a criterion of…

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and integral nonlocal condition is considered. An exponentially convergent algorithm is proposed and justified for the numerical…

In this paper we will study the Cauchy problem for strictly hyperbolic operators with low regularity coefficients in any space dimension $N\geq1$. We will suppose the coefficients to be log-Zygmund continuous in time and log-Lipschitz…

We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have…

We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case…

We prove that the Cauchy problem for the model hyperbolic operator in $ \R^{4} $ \[ Q=-D_t^2+2xD_tD_y+D_x^2+x^3D_y^2+D_z^2+z^2D_y^2 \] is not locally solvable at the origin, in the Gevrey $s$ class if $s>6$.

Let D be a bounded domain in n-dimensional Eucledian space with a smooth boundary. We indicate appropriate Sobolev spaces of negative smoothness to study the non-homogeneous Cauchy problem for an elliptic differential complex {A_i} of first…

We examine the question of existence and uniqueness of evolution systems of measures for non-autonomous Ornstein-Uhlenbeck-type processes with jumps. In particular, we give examples where we explicitly compute the densities of such families…

By observing that the fractional Caputo derivative can be expressed in terms of a multiplicative convolution operator, we introduce and study a class of such operators which also have the same self-similarity property as the Caputo…