Related papers: Measure-valued branching processes associated with…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…
We present a strategy for interpreting nonlinear, characteristic-type penalty terms as numerical boundary flux functions that provide provable bounds for solutions to nonlinear hyperbolic initial boundary value problems with open…
We introduce several martingale changes of measure of the law of the exit measure of super Brownian motion. These changes of measure include and generalize one arising by conditioning the exit measures to charge a point on the boun dary of…
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…
Nonlocal boundary value problems with Dirichlet or Neumann boundary are well-studied for nonlocal operators of the type $\mathcal{L}_\gamma u = \operatorname{PV} \int_{\mathbb{R}^d} \big(u(\cdot)-u(y)\big) \gamma(\cdot,y) \, \mathrm{d}y$…
In our monograph with B. Roynette and M. Yor, we construct a sigma-finite measure related to penalisations of different stochastic processes, including the Brownian motion in dimension 1 or 2, and a large class of linear diffusions. In the…
We consider a boundary value problem for the conductivity equation in a bounded domain containing an inclusion which is nearly touching to the domain's boundary. We assume that the domain and the inclusion are disks with conductivity jump…
In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deterministic parabolic equations defined in Euclidean space of…
This paper is devoted to establishing results for semilinear elliptic boundary value problems where the solvability of problems subject to {\it No Flux} boundary conditions follows from the solvability of related {\it Dirichlet} boundary…
A classification for Brownian motions on metric graphs, that is, right continuous strong Markov processes which behave like a one-dimensional Brownian motion on the edges and feature effects like Walsh skewness, stickiness and jumps at the…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
In this paper, we investigate the symmetry properties of positive solutions $u$ to a semilinear elliptic equation under mixed Dirichlet-Neumann boundary conditions in symmetric domains. First, we establish a maximum principle tailored to…
We investigate an inverse boundary value problem of determination of a nonlinear law for reaction-diffusion processes, which are modeled by general form semilinear parabolic equations. We do not assume that any solutions to these equations…
We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary…
A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin domain $\Omega_\varepsilon$ coinciding with two thin rectangles connected through a joint of diameter ${\cal O}(\varepsilon)$. A rigorous procedure…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
This paper deals with the Neumann boundary value problem for the system $$u_t=\nabla\cdot\left(D(u)\nabla u\right)-\nabla\cdot\left(S(u)\nabla v\right)+f(u) ,\quad x\in\Omega,\ t>0$$ $$v_t=\Delta v-v+u,\quad x\in\Omega,\ t>0$$ in a smooth…