English
Related papers

Related papers: Maximum principles for nonlocal parabolic Waldenfe…

200 papers

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…

Optimization and Control · Mathematics 2014-10-14 Olivier Menoukeu Pamen

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…

Optimization and Control · Mathematics 2012-05-30 Jianzhong Lin

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…

Analysis of PDEs · Mathematics 2013-10-14 Henri Berestycki , Italo Capuzzo Dolcetta , Alessio Porretta , Luca Rossi

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…

Analysis of PDEs · Mathematics 2023-07-25 Alessandro Goffi

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…

Analysis of PDEs · Mathematics 2011-10-04 Peter Constantin , Vlad Vicol

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…

Optimization and Control · Mathematics 2013-02-05 Marco Fuhrman , Ying Hu , Gianmario Tessitore

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…

Probability · Mathematics 2016-10-26 Longjie Xie

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…

Optimization and Control · Mathematics 2021-03-10 Sriram Nagaraj

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.…

Probability · Mathematics 2012-11-30 Xicheng Zhang

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…

Probability · Mathematics 2011-03-08 Jinniao Qiu , Shanjian Tang

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…

Classical Analysis and ODEs · Mathematics 2019-01-30 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

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;…

Functional Analysis · Mathematics 2019-02-18 Marius V. Ionescu , Kasso A. Okoudjou , Luke G. Rogers

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…

Analysis of PDEs · Mathematics 2021-06-08 Boyan Sirakov , Philippe Souplet

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…

Analysis of PDEs · Mathematics 2012-12-14 Diego Chamorro

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…

Analysis of PDEs · Mathematics 2025-03-06 Guy Foghem , David Padilla-Garza , Markus Schmidtchen

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…

Analysis of PDEs · Mathematics 2020-04-24 Paul M. N. Feehan

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…

Probability · Mathematics 2022-11-23 Christophe Profeta

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…

Probability · Mathematics 2019-09-02 David Criens

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…

Analysis of PDEs · Mathematics 2026-02-17 Juan Pablo Cabeza , Gabrielle Nornberg , Disson dos Prazeres

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…

Optimization and Control · Mathematics 2009-11-20 Thilo Meyer-Brandis , Xunyu Zhou , Bernt Oksendal