Related papers: On the 1-dimensional complex Ornstein-Uhlenbeck op…

Let $T$ be a bounded linear operator on a Hilbert space $H$ such that \[ \alpha[T^*,T]:=\sum_{n=0}^\infty \alpha_n T^{*n}T^n\ge 0. \] where $\alpha(t)=\sum_{n=0}^\infty \alpha_n t^n$ is a suitable analytic function in the unit disc…

In this paper we revisit the mild-solution approach to second-order semi-linear PDEs of Hamilton-Jacobi type in infinite-dimensional spaces. We show that a well-known result on existence of mild solutions in Hilbert spaces can be easily…

Consider the one-dimensional elliptic operator given by \begin{equation*} (L_\epsilon f)(x) \;=\; b (x) \, f'(x) \,+\, \epsilon\, a (x)\, f''(x) \;, \end{equation*} where the drift $b\colon R \to R$ and the diffusion coefficient $a\colon R…

In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*}[\mathcal{L}_{\infty} v](x)=A\triangle v(x)+\langle Sx,\nabla v(x)\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2,\end{align*} for simultaneously diagonalizable…

Let $n\ge2$ and $\mathcal{L}=-\mathrm{div}(A\nabla\cdot)$ be an elliptic operator on $\mathbb{R}^n$. Given an exterior Lipschitz domain $\Omega$, let $\mathcal{L}_D$ be the elliptic operator $\mathcal{L}$ on $\Omega$ subject to the…

We study continuity and H\"older continuity of $t\mapsto P_tf$, where $P_t$ is a generalized Mehler semigroup in $C_b(X)$, the space of the continuous and bounded functions from a Banach space $X$ to $R$, and $f\in C_b(X)$. The generators…

We study a stationary scattering problem related to the nonlinear Helmholtz equation $-\Delta u - k^2 u = f(x,u) \ \ \text{in $\mathbb{R}^N$,}$ where $N \ge 3$ and $k>0$. For a given incident free wave $\varphi \in L^\infty(\mathbb{R}^N)$,…

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold $M$. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd…

We consider 1d-Dirac operator $\mathcal L_{P,U}$ acting in $\mathbb H=(L_2[0,\pi])^2$ \begin{gather*} \ell(\mathbf y) = B\mathbf y + P(x)\mathbf y,\qquad B = \begin{pmatrix}-i&0\\0&i\end{pmatrix},\\ P(x) = \begin{pmatrix}p_1(x)&p_2(x)\\…

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, i.e., the operator in $\ell^2$ defined as the closure of the Jacobi matrix acting on the subspace of complex sequences with only finitely…

This paper concerns the Onsager-type problem for general 2-dimensional active scalar equations of the form: $\partial_t \theta+u\cdot\nabla \theta= 0$, with $u=T[\theta]$ being a divergence-free velocity field and $T$ being a Fourier…

We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…

We establish the existence and regularity properties of a monodromy operator for the linearization of the cubic-quintic complex Ginzburg-Landau equation about a periodically-stationary (breather) solution. We derive a formula for the…

In this paper, we consider the following problem involving fractional Laplacian operator: \begin{equation}\label{eq:0.1} (-\Delta)^{\alpha} u= |u|^{2^*_\alpha-2-\varepsilon}u + \lambda u\,\, {\rm in}\,\, \Omega,\quad u=0 \,\, {\rm on}\, \,…

Consider a periodic, mean-reverting Ornstein-Uhlenbeck process $X=\{X_t,t\geq0\}$ of the form $d X_{t}=\left(L(t)+\alpha X_{t}\right) d t+ dB^H_{t}, \quad t \geq 0$, where $L(t)=\sum_{i=1}^{p}\mu_i\phi_i (t)$ is a periodic parametric…

A Hilbert space operator $U$ is called universal (in the sense of Rota) if every Hilbert space operator is similar to a multiple of $U$ restricted to one of its invariant subspaces. It follows that the Invariant Subspace Problem for Hilbert…

Let $\Omega$ be a compact smooth domain containing zero in the Poincar\'e ball model of the Hyperbolic space $\mathbb{B}^{n}$ ($n \geq 3$) and let $-\Delta_{\mathbb{B}^{n}}$ be the Laplace-Beltrami operator on $\mathbb{B}^{n}$, associated…

We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…

The diffusion operator $$ H_D=-\frac12\frac d{dx}a\frac d{dx}-b\frac d{dx}=-\frac12\exp(-2B)\frac d{dx}a\exp(2B)\frac d{dx}, $$ where $B(x)=\int_0^x\frac ba(y)dy$, defined either on $R^+=(0,\infty)$ with the Dirichlet boundary condition at…