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

In this article, we classify all distributional solutions of $f(-\Delta)u=f(1)u$ where $f$ is a non-constant Bernstein function. Specifically, we show that the Fourier transform of $u$ is a single-layer distribution on the unit sphere.…

We prove sharp lower bound estimates for the first nonzero eigenvalue of the non-linear elliptic diffusion operator $L_p$ on a smooth metric measure space, without boundary or with a convex boundary and Neumann boundary condition,…

Given a polyanalytic function, we show that the corresponding Toeplitz operator on the Bergman space of the unit disc can be expressed as a quotient of certain differential operators with holomorphic coefficients. This enables us to obtain…

Consider in $L^2(\R^2)$ the operator family $H(\epsilon):=P_0(\hbar,\omega)+\epsilon F_0$. $P_0$ is the quantum harmonic oscillator with diophantine frequency vector $\om$, $F_0$ a bounded pseudodifferential operator with symbol decreasing…

We prove a Carleman estimate for elliptic second order partial differential operators with Lipschitz continuous coefficients. The Carleman estimate is valid for any complex-valued function $u\in W^{2,2}$ with support in a punctured ball of…

We study the inverse spectral problem for periodic Schr\"odinger opera\-tors of kind $- \frac{1}{2} \hbar^2 \Delta_x + V(x)$ on the flat torus $\Bbb T^n := (\Bbb R / 2 \pi \Bbb Z)^n$ with potentials $V \in C^{\infty} (\Bbb T^n)$. We show…

In this paper we prove a new version of Kransoselskii's fixed-point theorem under a ($\psi, \theta, \varphi$)-weak contraction condition. The theoretical result is applied to prove the existence of a solution of the following fractional…

We study the spectrum of the linear operator $L = - \partial_{\theta} - \epsilon \partial_{\theta} (\sin \theta \partial_{\theta})$ subject to the periodic boundary conditions on $\theta \in [-\pi,\pi]$. We prove that the operator is closed…

We study the orthogonality of the generalized eigenspaces of an Ornstein--Uhlenbeck operator $\mathcal L$ in $\mathbb{R}^N$, with drift given by a real matrix $B$ whose eigenvalues have negative real parts. If $B$ has only one eigenvalue,…

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…

We consider the linear equation including two fractional order difference operators, viz. $\Delta^{\alpha}$ and $\Delta^{\beta}$, $0<\beta<\alpha \leq 1$. The sequence representation will be provided to find the solution in an easier way.…

We consider inertial manifolds and their approximation for a class of partial differential equations with a nonlocal Laplacian operator $-(-\Delta)^{\frac{\alpha}{2}}$, with $0<\alpha<2$. The nonlocal or fractional Laplacian operator…

We offer a new Hamiltonian formulation of the classical Pais-Uhlenbeck Oscillator and consider its canonical quantization. We show that for the non-degenerate case where the frequencies differ, the quantum Hamiltonian operator is a…

An integro-differential equation for the probability density of the generalized stochastic Ornstein-Uhlenbeck process with jump diffusion is considered. It is shown that for a certain ratio between the intensity of jumps and the speed of…

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

First essential m-dissipativity of an infinite-dimensional Ornstein-Uhlenbeck operator $N$, perturbed by the gradient of a potential, on a domain $\mathcal{F}C_b^{\infty}$ of finitely based, smooth and bounded functions, is shown. Our…

We consider operators $L$ acting on functions on a Riemannian surface, $\Sigma$, of the form $L = \Delta + V +a K.$ Here $\Delta$ is the Laplacian of $\Sigma$, $V$ a non-negative potential on $\Sigma$, K the Gaussian curvature and $a$ is a…

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…