Related papers: $L^1$ semigroup generation for Fokker-Planck opera…

We study the $L^1$-smoothing properties for a broad class of semigroups arising from the ground state transformation of Schr\"odinger semigroups with confining potentials associated with non-local L\'evy operators, for which (asymptotic)…

We consider a class of vector-valued elliptic operators with unbounded coefficients, coupled up to the first-order, in the Lebesgue space L^p(R^d;R^m) with p in (1,\infty). Sufficient conditions to prove generation results of an analytic…

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…

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 study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…

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 consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

A class of vector-valued elliptic operators with unbounded coefficients, coupled up to the second-order is investigated in the Lebesgue space $L^p(\mathbb R^d;\mathbb R^m)$ with $p \in (1,\infty)$, providing sufficient conditions for the…

It is known that the transition probabilities of a solution to a classical It\^o stochastic differential equation (SDE) satisfy in the weak sense the associated Kolmogorov equation. The Kolmogorov equation is a partial differential equation…

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…

We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with L\'{e}vy type operators, by assuming that the martingale problem of L\'{e}vy type operators is well posed. In particular, we can…

In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained estimates to prove the existence and uniqueness of strong…

This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…

In this article we consider a Fokker-Planck equation with a non-local, mass preserving perturbation. We show that the perturbed Fokker-Planck operator generates a $C_0$-semigroup on an exponentially weighted $L^2$-space. Surprisingly, the…

The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

We present a unified approach to $L^p$-solutions ($p > 1$) of multidimensional backward stochastic differential equations (BSDEs) driven by L\'evy processes and more general filtrations. New existence, uniqueness and comparison results are…

Let $(L_t)_{t \geq 0}$ be a $k$-dimensional L\'evy process and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d \times k}$ a continuous function such that the L\'evy-driven stochastic differential equation (SDE) $$dX_t = \sigma(X_{t-}) \, dL_t,…