Related papers: Maximum principles for nonlocal parabolic Waldenfe…
We establish via variational methods the existence of a standing wave together with an estimate on the convergence to its asymptotic states for a bistable system of partial differential equations on a periodic domain. The main tool is a…
Motivated by problems in machine learning, we study a class of variational problems characterized by nonlocal operators. These operators are characterized by power-type weights, which are singular at a portion of the boundary. We identify a…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
In this paper, we are interested in studying the asymptotic behavior of the solutions of differential inclusions governed by maximally monotone operators. In the case where the LaSalle's invariance principle is inconclusive, we provide a…
In this paper we derive a technique of obtaining limit theorems for suprema of L\'evy processes from their random walk counterparts. For each $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random…
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada-Watanabe type. The results are applied to stochastic equations driven by…
In this work, we address a parabolic problem featuring a potentially doubly nonlinear term, governed by a combination of local and nonlocal operators (see Problem P1 below). We first establish the local existence of weak energy solutions…
Ideas and formalisms from far-from-equilibrium thermodynamics are ported to the context of stochastic computational processes, via following and extending Tadaki's algorithmic thermodynamics. A Principle of Maximum Algorithmic Caliber is…
We introduce a general difference quotient representation for non-local operators associated with a first-order linear operator. We establish new local to non-local estimates and strong localization principles in various spaces of…
The dynamical rules in auxiliary stochastic process that generates the biased ensemble of rare events are non-local. For the systems with one type of particle, it is shown that there are special cases for which the generators of effective…
Some systems of parabolic equations with nonlocal initial conditions are studied. The systems arise when considering steady-state solutions to diffusive age-structured cooperative or competing species. Local and global bifurcation…
Spectral degeneracies in Liouvillian generators of dissipative dynamics generically occur as exceptional points, where the corresponding non-Hermitian operator becomes non-diagonalizable. Steady states, i.e. zero-modes of Liouvillians, are…
In recent years, parametric models for max-stable processes have become a popular choice for modeling spatial extremes because they arise as the asymptotic limit of rescaled maxima of independent and identically distributed random…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is…
IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…
In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…
We start in this paper a systematic study of the superpositions of elliptic operators with different orders, mixing classical and fractional scenarios. For concreteness, we focus on the sum of the Laplacian and the fractional Laplacian, and…
A classical counterexample due to E. De Giorgi, shows that the weak maximum principle does not remain true for general linear elliptic differential systems. After that, there are some efforts to establish the weak maximum principle for…
This is a generalization of our prior work on the compact fixed point theory for the elliptic Rosseland-type equations. We obtain the maximum principle without the technical Steklov techniques. Inspired by the Rosseland equation in the…