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Related papers: Uniqueness in law for stable-like processes of var…

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We show the $L^r(\mathbb{R}^d, \mu)$-uniqueness for any $r \in (1, 2]$ and the essential self-adjointness of a Dirichlet operator $Lf = \Delta f +\langle \frac{1}{\rho}\nabla \rho , \nabla f \rangle$, $f \in C_0^{\infty}(\mathbb{R}^d)$ with…

Analysis of PDEs · Mathematics 2023-03-07 Haesung Lee

Let $A$ be an arbitrary positive selfadjoint operator, defined in a separable Hilbert space $H$. The inverse problems of determining the right-hand side of the equation and the function $\phi$ in the non-local boundary value problem…

Analysis of PDEs · Mathematics 2022-05-10 Ravshan Ashurov , Yusuf Fayziev

In this paper, we prove the strong unique continuation property at the origin for solutions of the following scaling critical parabolic differential inequality \[ |\operatorname{div} (A(x,t) \nabla u) - u_t| \leq \frac{M}{|x|^{2}} |u|,\ \ \…

Analysis of PDEs · Mathematics 2022-06-28 Agnid Banerjee , Pritam Ganguly , Abhishek Ghosh

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

Probability · Mathematics 2024-04-23 Leonid Mytnik , Johanna Weinberger

We consider forced active scalar equations with even and homogeneous degree 0 drift operator on $\mathbb T^d$. Inspired by the non-uniqueness construction for dyadic fluid models, by implementing a sum-difference convex integration scheme…

Analysis of PDEs · Mathematics 2023-11-13 Mimi Dai , Susan Friedlander

The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…

Analysis of PDEs · Mathematics 2012-01-24 R. Mikulevicius , H. Pragarauskas

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…

Probability · Mathematics 2020-01-14 Paul-Eric Chaudru de Raynal , Stephane Menozzi , Enrico Priola

We prove the uniqueness property for a class of entire solutions to the equation \begin{equation*} \left\{ \begin{array}{ll} -{\rm div}\, \mathcal{A}(x,\nabla u) = \sigma, \quad u\geq 0 \quad \text{in } \mathbb{R}^n, \\…

Analysis of PDEs · Mathematics 2022-12-05 Nguyen Cong Phuc , Igor E. Verbitsky

Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…

Probability · Mathematics 2020-02-12 Franziska Kühn

One of the most common problems of scientific applications is computation of the derivative of a function specified by possibly noisy or imprecise experimental data. Application of conventional techniques for numerically calculating…

Functional Analysis · Mathematics 2015-04-14 Ildar R. Muftahov , Denis N. Sidorov , Nikolai A. Sidorov

Suppose $\alpha$ is an orientation-preserving diffeomorphism (shift) of $\mR_+=(0,\infty)$ onto itself with the only fixed points $0$ and $\infty$. In \cite{KKLsufficiency} we found sufficient conditions for the Fredholmness of the singular…

Functional Analysis · Mathematics 2010-10-27 Alexei Yu. Karlovich , Yuri I. Karlovich , Amarino B. Lebre

We establish a unique continuation property for solutions of the differential inequality $|\nabla u|\leq V|u|$, where $V$ is locally $L^n$ integrable on a domain in $\mathbb R^n$. A stronger uniqueness result is obtained if in addition the…

Analysis of PDEs · Mathematics 2025-05-05 Adam Coffman , Yifei Pan , Yuan Zhang

In this paper, we focus on the nonlinear least squares: $\mbox{min}_{\mathbf{x} \in \mathbb{H}^d}\| |A\mathbf{x}|-\mathbf{b}\|$ where $A\in \mathbb{H}^{m\times d}$, $\mathbf{b} \in \mathbb{R}^m$ with $\mathbb{H} \in \{\mathbb{R},\mathbb{C}…

Numerical Analysis · Mathematics 2021-04-23 Meng Huang , Zhiqiang Xu

The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely.…

Probability · Mathematics 2020-08-14 Jan Kallsen , Paul Krühner

We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…

Probability · Mathematics 2009-04-23 Richard F. Bass , Zhen-Qing Chen

In an earlier paper, we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of $n$-by-$n$ matrices can be done by any algorithm in $O(n^{\omega +…

Numerical Analysis · Mathematics 2011-11-09 James Demmel , Ioana Dumitriu , Olga Holtz

We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…

Analysis of PDEs · Mathematics 2007-08-30 Guy Barles , Alessio Porretta

For an equation of state in which pressure is a function only of density, the analysis of Newtonian stellar structure is simple in principle if the system is axisymmetric, or consists of a corotating binary. It is then required only to…

Solar and Stellar Astrophysics · Physics 2010-08-12 Richard H. Price , Charalampos Markakis , John L. Friedman

In the present work, we discuss the existence of a unique positive solution of a boundary value problem for nonlinear fractional order equation with singularity. Precisely, order of equation $D_{0+}^\alpha u(t)=f(t,u(t))$ belongs to $(3,4]$…

Classical Analysis and ODEs · Mathematics 2016-05-31 E. T. Karimov , K. Sadarangani