Related papers: Estimates for Kantorovich functionals between solu…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
The Cauchy problem for the Fokker-Plank-Kolmogorov equation with a nonlocal nonlinear drift term is reduced to a similar problem for the correspondent linear equation. The relation between symmetry operators of the linear and nonlinear…
Approximation properties of multivariate Kantorovich-Kotelnikov type operators generated by different band-limited functions are studied. In particular, a wide class of functions with discontinuous Fourier transform is considered. The…
The main object of this paper is to improve some of the known estimates for classical Kantorovich operators. A quantitative Voronovskaya-type result in terms of second moduli of continuity which improves some previous results is obtained.…
We consider the Schr\"odinger equation with a Hamiltonian given by a second order difference operator with nonconstant growing coefficients, on the half one dimensional lattice. This operator appeared first naturally in the construction and…
Using twisted Fock spaces, we formulate and study two twisted versions of the n-point correlation functions of Bloch-Okounkov, and then identify them with q-expectation values of certain functions on the set of (odd) strict partitions. We…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
In this paper, we mainly investigate a class of Kolmogorov-Fokker-Planck operator with 4 different scalings in nondivergence form. And we assume the coefficients $a^{ij}$ are only measurable in $t$ and satisfy the vanishing mean oscillation…
We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…
We made a careful study of Polyakov's Diofantian equations for 2D turbulence and found several additional CFTs which meet his criterion. This fact implies that we need further conditions for CFT in order to determine the exponent of the…
Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
Given global Lipschitz continuity and differentiability of high enough order on the coefficients in It\^{o}'s equation, differentiability of associated semigroups, existence of twice differentiable solutions to Kolmogorov equations and weak…
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
General first- and higher-order intertwining relations between non-stationary one-dimensional Schr\"odinger operators are introduced. For the first-order case it is shown that the intertwining relations imply some hidden symmetry which in…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…