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Let $s\in(0,1),$ $1<p<\frac{N}{s}$ and $\Omega\subset\mathbb{R}^N$ be an open bounded set. In this work we study the existence of solutions to problems ($E_\pm$) $Lu\pm g(u)=\mu$ and $u=0$ a.e. in $\mathbb{R}^N\setminus\Omega,$ where $g\in…

In this paper, we assume that the filtration $\bb F$ is generated by a $d$-dimensional Brownian motion $W=(W_1,\cdots,W_d)'$ as well as an integer-valued random measure $\mu(du,dy)$. The random variable $\ttau$ is the default time and $L$…

For open sets $U$ in some space $X$, we are interested in positive solutions to semi-linear equations $ Lu=\varphi(\cdot,u)\mu$ on $U$. Here $L$ may be an elliptic or parabolic operator of second order (generator of a diffusion process) or…

In $L_2({\mathbb R}^3;{\mathbb C}^3)$, we consider a selfadjoint operator ${\mathcal L}_\varepsilon$, $\varepsilon >0$, given by the differential expression $\mu_0^{-1/2}\operatorname{curl} \eta(\mathbf{x}/\varepsilon)^{-1}…

Let $a$ be a finite signed measure on $[-r, 0]$ with $r \in (0, \infty)$. Consider a stochastic process $(X^{(\vartheta)}(t))_{t\in[-r,\infty)}$ given by a linear stochastic delay differential equation \[ \mathrm{d} X^{(\vartheta)}(t) =…

We give a simple proof that for a continuous local martingale $M_{t}$ $$ \liminf_{\varepsilon\downarrow0}\varepsilon \log Ee^{(1-\varepsilon) \langle M\rangle_{\infty}/2}<\infty \Longrightarrow E\exp(M_{\infty}-\langle…

Let $\mathbb{\hat{E}}$ be the upper expectation of a weakly compact but non-dominated family $\mathcal{P}$ of probability measures. Assume that $Y$ is a $d$-dimensional $\mathcal{P}$-semimartingale under $\mathbb{\hat{E}}$. Given an open…

Let $\varphi: {\mathbb R^n}\times [0,\infty)\to[0,\infty)$ be such that $\vz(x,\cdot)$ is nondecreasing, $\varphi(x,0)=0$, $\varphi(x,t)>0$ when $t>0$, $\lim_{t\to\infty}\varphi(x,t)=\infty$ and $\vz(\cdot,t)$ is a Muckenhoupt…

For a locally finite point set $\Lambda \subset \mathbb{R}$, consider the collection of exponential functions given by $\mathcal{E}_{\Lambda}:= \{e^{i \lambda x} : \lambda \in L \}$. We examine the question whether $\mathcal{E}_{\Lambda}$…

In this paper, using martingale techniques, we prove a generalization of Doob's maximal identity in the setting of continuous nonnegative local submartingales $(X_{t})$ of the form: $X_{t}=N_{t}+A_{t}$, where the measure $(dA_{t})$ is…

We consider the classical Yaglom limit theorem for a branching Markov process $X = (X_t, t \ge 0)$, with non-local branching mechanism in the setting that the mean semigroup is critical, i.e. its leading eigenvalue is zero. In particular,…

Let $(\phi_t)_{t \geq 0}$ be a semigroup of holomorphic self-maps of the unit disk $\mathbb{D}$ with Denjoy-Wolff point $\tau=1$. The angular derivative is $\phi_t^{\prime}(1)= e^{-\lambda t}$, where $\lambda \geq 0$ is the spectral value…

Consider a spectrally positive L\'evy process $Z$ with log-Laplace exponent $\Psi$ and a positive continuous function $R$ on $(0,\infty)$. We investigate the entrance from $\infty$ of the process $X$ obtained by changing time in $Z$ with…

We consider a perturbed ordinary differential equation where the perturbation is only significant when a one-dimensional null recurrent diffusion is close to zero. We investigate the first order correction to the unperturbed system and…

Let $(\mathfrak{M},\rho,\mu)$ be a metric measure space satisfying a doubling condition, $p_0\in (1,\infty)$, and $T(t):L^{p_0}(\mathfrak{M},\mu)\rightarrow L^{p_0}(\mathfrak{M},\mu)$, $t\geq 0$, a strongly continuous semi-group. We provide…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

In this paper, we study the following class of weighted Choquard equations \begin{align*} -\Delta u =\lambda u + \Bigg(\displaystyle\int\limits_\Omega \frac{Q(|y|)F(u(y))}{|x-y|^\mu}dy\Bigg) Q(|x|)f(u) ~~\textrm{in}~~ \Omega~~ \text{and}~~…

Let $A$ be an irreducible (entrywise) nonnegative $n\times n$ matrix with eigenvalues $$\rho, b+ic,b-ic, \lambda_4,\cdots,\lambda_n,$$ where $\rho$ is the Perron eigenvalue. It is shown that for any $t \in [0, \infty)$ there is a…

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

This article study the fractional Hamiltonian systems \begin{eqnarray}\label{00} {_{t}}D_{\infty}^{\alpha}({_{-\infty}}D_{t}^{\alpha}u) + \lambda L(t)u = \nabla W(t, u), \;\;t\in \mathbb{R}, \end{eqnarray} where $\alpha \in (1/2, 1)$,…