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We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
I review techniques and applications of higher-order perturbation theory for highly-improved lattice actions.
This paper deals with a certain class of second-order conformally invariant operators acting on functions taking values in particular (finite-dimensional) irreducible representations of the orthogonal group. These operators can be seen as a…
For It\^o stochastic processes in $\mathbb{R}^{d}$ with drift in $L_{d}$ Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding…
The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued functions, with an emphasis on functions satisfying a certain composite representation. This will be conducted under the parabolic regularity, a…
This is a continuation of the first author's development of the theory of elliptic differential operators with edge degeneracies. That first paper treated basic mapping theory, focusing on semi-Fredholm properties on weighted Sobolev and…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
We obtain $L^p(L^q)$ maximal regularity estimates for time dependent second order elliptic operators in divergence form with rough dependencies in the spatial variables.
The Gelfand-Yaglom formula relates functional determinants of the one-dimensional second order differential operators to the solutions of the corresponding initial value problem. In this work we generalise the Gelfand-Yaglom method by…
Second-order two-scale expansions, a unified proof for the regularity of the correctors based on the translation invariant and a lemma for extracting $O(\epsilon)$ from the remainder term are presented for the second order nonlinear…
Recently, a remarkable correspondence has been unveiled between a certain class of ordinary linear differential equations (ODE) and integrable models. In the first part of the report, we survey the results concerning the 2nd order…
In this short note we provide a quantitative version of the classical Runge approximation property for second order elliptic operators. This relies on quantitative unique continuation results and duality arguments. We show that these…
The multiplicative anomaly related to the functional regularized determinants involving products of elliptic operators is introduced and some of its properties discussed. Its relevance concerning the mathematical consistency is stressed.…
We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
Motivated from option and derivative pricing, this note develops Edgeworth expansions both in the Kolmogorov and Wasserstein metric for many different types of discrete time volatility models and their possible transformations. This…
By using some recent results for divergence form equations, we study the $L_p$-solvability of second-order elliptic and parabolic equations in nondivergence form for any $p\in (1,\infty)$. The leading coefficients are assumed to be in…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
We consider the elliptic differential operator defined as the sum of the minimum and the maximum eigenvalue of the Hessian matrix, which can be viewed as a degenerate elliptic Isaacs operator, in dimension larger than two. Despite of…