Related papers: Maximum principles for nonlocal parabolic Waldenfe…
This paper presents three versions of maximum principle for a stochastic optimal control problem of Markov regime-switching forward-backward stochastic differential equations with jumps (FBSDEJs). A general sufficient maximum principle for…
A necessary maximum principle is proved for optimal controls of stochastic systems driven by multidimensional Teugel's martingales. The multidimensional Teugel's martingales are constructed by orthogonalizing the multidimensional L\'{e}vy…
We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the…
We provide a proof of strong maximum and minimum principles for fully nonlinear uniformly parabolic equations of second order. The approach is of parabolic nature, slightly differs from the earlier one proposed by L. Nirenberg and does not…
We obtain a family of nonlinear maximum principles for linear dissipative nonlocal operators, that are general, robust, and versatile. We use these nonlinear bounds to provide transparent proofs of global regularity for critical SQG and…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained estimates to prove the existence and uniqueness of strong…
Nonlocal models have recently had a major impact in nonlinear continuum mechanics and are used to describe physical systems/processes which cannot be accurately described by classical, calculus based "local" approaches. In part, this is due…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to…
We introduce a unified framework for the construction of convolutions and product formulas associated with a general class of regular and singular Sturm-Liouville boundary value problems. Our approach is based on the application of the…
We prove a strong maximum principle for Schr\"odinger operators defined on a class of fractal sets and their blowups without boundary. Our primary interest is in weaker regularity conditions than have previously appeared in the literature;…
We develop a new, unified approach to the following two classical questions on elliptic PDE: the strong maximum principle for equations with non-Lipschitz nonlinearities, and the at most exponential decay of solutions in the whole space or…
We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a…
We study a porous medium-type equation whose pressure is given by a nonlocal L\'{e}vy operator associated to a symmetric jump L\'{e}vy kernel. The class of nonlocal operators under consideration appears as a generalization of the classical…
We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The…
We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative L\'evy processes. When the branching mechanism is critical or subcritical, the process will eventually die and we…
We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…
In this paper, we study solvability and qualitative properties of nonnegative solutions for a sublinear nonlocal problem with fully nonlinear structure in the form $$ \mathcal{M}^{\pm}[u]+a(x)u^{q}(x)=0 \; \text{ in }\Omega,\qquad u\geq 0…
This paper considers a controlled It\^o-L\'evy process where the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be…