Related papers: Log-Harnack Inequalities for Markov Semigroups Gen…

Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

We consider a class of generalized nonlocal $p$-Laplacian equations. We find some proper structural conditions to establish a version of nonlocal Harnack inequalities of weak solutions to such nonlocal problems by using the expansion of…

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

According to the theory of functional inequalities, a non-symmetric Markov semigroup has better properties than the corresponding symmetric one. For instance, there exist non-symmetric Markov semigroups which are hypercontractive (and thus…

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

In this paper, we establish the Harnack inequality of nonnegative weak solutions to the doubly nonlinear mixed local and nonlocal parabolic equations. This result is obtained by combining a related comparison principle, a local boundedness…

We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…

For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift. These inequalities are applied…

By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on $\R^{m}\times \R^{d}:$ $$L (x,y)=\ff 1 2 \bigg\{\sum_{i=1}^m \pp_{x_i}^2…

A learning approach for determining which operator from a class of nonlocal operators is optimal for the regularization of an inverse problem is investigated. The considered class of nonlocal operators is motivated by the use of squared…

We prove interior Harnack's inequalities for solutions of fractional nonlocal equations. Our examples include fractional powers of divergence form elliptic operators with potentials, operators arising in classical orthogonal expansions and…

We study energy functionals obtained by adding a possibly discontinuous potential to an interaction term modeled upon a Gagliardo-type fractional seminorm. We prove that minimizers of such non-differentiable functionals are locally bounded,…

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…

Motivated by some recently established operator Jensen-type inequalities related to a usual convexity, in the present paper we derive several more accurate operator Jensen-type inequalities for certain subclasses of convex functions. More…

We present a local convergence analysis of the Gauss-Newton-Kurchatov method for solving nonlinear least squares problems with a decomposition of the operator. The method uses the sum of the derivative of the differentiable part of the…

We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…

Higher order Bernstein- and Markov-type inequalities are established for trigonometric polynomials on compact subsets of the real line and algebraic polynomials on compact subsets of the unit circle. In the case of Markov-type inequalities…

In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…

We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…