Related papers: Mellin and Wiener-Hopf operators in a non-classica…
We study linear boundary-value problems for systems of first-order ordinary differential equations with the most general boundary conditions in the normed spaces of continuously differentiable functions on a finite closed interval. The…
Wiener-Hopf plus Hankel operators acting between Lebesgue spaces on the real line are studied in view of their invertibility, one sided-invertibility, Fredholm, and semi-Fredholm properties. This is done in two different cases: (i) when the…
Mellin convolution equations acting in Bessel potential spaces are considered. The study is based upon two results. The first one concerns the interaction of Mellin convolutions and Bessel potential operators (BPOs). In contrast to the…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…
The paper is devoted to Mellin convolution operators with meromorphic kernels in Bessel potential spaces. We encounter such operators while investigating boundary value problems for elliptic equations in planar 2D domains with angular…
We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…
We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…
We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain $D$ of ${\mathbb R}^n$ for a second order parameter-dependent elliptic differential operator $A (x,\partial, \lambda)$ with complex-valued essentially…
In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…
The purpose of the present research is to investigate model mixed boundary value problems for the Helmholtz equation in a planar angular domain $\Omega_\alpha\subset\mathbb{R}^2$ of magnitude $\alpha$. The BVP is considered in a…
We study Mellin pseudodifferential operators (shortly, Mellin PDO's) with symbols in the algebra $\widetilde{\mathcal{E}}(\mathbb{R}_+,V(\mathbb{R}))$ of slowly oscillating functions of limited smoothness introduced in \cite{K09}. We show…
This paper considers boundary value problems for a class of singular elliptic operators which appear naturally in the study of asymptotically anti-de Sitter (aAdS) spacetimes. These problems involve a singular Bessel operator acting in the…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
The general theory of boundary value problems for linear elliptic wedge operators (on smooth manifolds with boundary) leads naturally, even in the scalar case, to the need to consider vector bundles over the boundary together with general…
We consider first-order elliptic differential operators acting on vector bundles over smooth manifolds with smooth boundary, which is permitted to be noncompact. Under very mild assumptions, we obtain a regularity theory for sections in the…
The aim of the paper is to develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of ordinary differential equations of arbitrary order in Sobolev spaces. Boundary conditions are allowed to be…
We investigate an arbitrary regular elliptic boundary-value problem given in a bounded Euclidean domain with infinitely smooth boundary. We prove that the operator of the problem is bounded and Fredholm in appropriate pairs of H\"ormander…
We consider the linear non-local operator $\mathcal{L}$ denoted by \[ \mathcal{L} u (x) = \int_{\mathbb{R}^d} \left(u(x+z)-u(x)\right) a(x,z)J(z)\,d z. \] Here $a(x,z)$ is bounded and $J(z)$ is the jumping kernel of a L\'evy process, which…