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We identify a large class of constant (complex) coefficient, second order elliptic systems for which the Dirichlet problem in the upper-half space with data in $L^p$-based Sobolev spaces, $1<p<\infty$, of arbitrary smoothness $\ell$, is…
In this paper we present a preliminary study on the Dirichlet-to-Neumann operator with respect to a second order elliptic operator with measurable coefficients, including first order terms, namely, the operator on $L^2(\partial\Omega)$…
Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct…
Second-order structured deformations of continua provide an extension of the multiscale geometry of first-order structured deformations by taking into account the effects of submacroscopic bending and curving. We derive here an integral…
A leading twist expansion in terms of bi-local operators is proposed for the structure functions of deeply inelastic scattering near the elastic limit $x \to 1$, which is also applicable to a range of other processes. Operators of…
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.
We consider maximum principles and related estimates for linear second order elliptic partial differential operators in n-dimensional Euclidean space, which improve previous results, with H-J Kuo, through sharp Lp dependence on the drift…
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…
A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial…
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Biquaternionic Vekua-type equations arising from the factorization of linear second order elliptic operators are studied. Some concepts from classical pseudoanalytic function theory are generalized onto the considered spatial case. The…
We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…
In this paper we study the local behavior of a solution to second order elliptic operators with sharp singular coefficients in lower order terms. One of the main results is the bound on the vanishing order of the solution, which is a…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
In this article we give a brief overview of some known results in the theory of obstacle-type problems associated with a class of fourth-order elliptic operators, and we highlight our recent work with collaborators in this direction.…
The exponential rate of convergence for some Markov operators is established. The operators correspond to continuous iterated function systems which are a very useful tool in some cell cycle models.