Related papers: On the Riemann-Hilbert factorization problem for p…
In this work we obtain a Liouville theorem for positive, bounded solutions of the equation $$ (-\Delta)^s u= h(x_N)f(u) \quad \hbox{in }\mathbb{R}^{N} $$ where $(-\Delta)^s$ stands for the fractional Laplacian with $s\in (0,1)$, and the…
We give explicit transforms for Hilbert spaces associated with positive definite functions on $\mathbb{R}$, and positive definite tempered distributions, incl., generalizations to non-abelian locally compact groups. Applications to the…
A new concept of meromorphic $\Sigma$-factorization, for H\"{o}lder continuous functions defined on a contour $\Gamma$ that is the pullback of $\dot{\mathbb{R}}$ (or the unit circle) in a Riemann surface $\Sigma$ of genus 1, is introduced…
In this paper the Wiener--Hopf factorisation problem is presented in a unified framework with the Riemann--Hilbert factorisation. This allows to establish the exact relationship between the two types of factorisation. In particular, in the…
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…
These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlev\'{e} equations and orthogonal…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
The vector Riemann-Hilbert problem is analyzed when the entries of its matrix coefficient are meromorphic and almost periodic functions. Three cases for the meromorphic functions, when they have (i) a finite number of poles and zeros…
We develop an inverse scattering transform formalism for the "good" Boussinesq equation on the line. Assuming that the solution exists, we show that it can be expressed in terms of the solution of a $3 \times 3$ matrix Riemann-Hilbert…
We develop the Riemann-Hilbert problem approach to inverse scattering for the two-dimensional Schrodinger equation at fixed energy. We obtain global or generic versions of the key results of this approach for the case of positive energy and…
We consider an optimal stopping time problem related with many models found in real options problems. The main goal of this work is to bring for the field of real options, different and more realistic pay-off functions, and negative…
Using a multiple critical points theorem for locally Lipschitz continuous functionals, we establish the existence of at least three distinct solutions for a parametric discrete differential inclusion problem involving a real symmetric and…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…
A unifying framework for some extremal problems on locally compact Abelian groups is considered, special cases of which include the Delsarte and Tur\'an extremal problems. A slight variation of the extremal problem is introduced and the…
We develop a systematic theory of eventually positive semigroups of linear operators mainly on spaces of continuous functions. By eventually positive we mean that for every positive initial condition the solution to the corresponding Cauchy…
In this paper we provide the classification of positive solutions to the critical $p-$Laplace equation on $\mathbb{R}^n$, for $1<p<n$, possibly having infinite energy. If $n=2$, or if $n=3$ and $\frac 32<p<2$ we prove rigidity without any…
In this article, I introduce a group-theoretical method to prove positivity of certain linear combinations (with coefficients generally lying in $\mathbb{C}$) of exponential functions under a set of semidefinite linear constraints. The…
The addition relation for the Riemann theta functions and for its limits, which lead to the appearance of exponential functions in soliton type equations is discussed. The presented form of addition property resolves itself to the…
In this paper we study strongly coupled elliptic systems in non-variational form involving fractional Laplace operators. We prove Liouville type theorems and, by mean of the blow-up method, we establish a priori bounds of positive solutions…