Related papers: Local densities for a class of degenerate diffusio…
We study problems in which a local model is coupled with a nonlocal one. We propose two energies: both of them are based on the same classical weighted $H^1$-semi norm to model the local part, while two different weighted $H^s$-semi norms,…
We derive uniform concentration inequalities for continuous-time analogues of empirical processes and related stochastic integrals of scalar ergodic diffusion processes. Thereby, we lay the foundation typically required for the study of…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We enumerate the local Petrovskii lacunas (that is, the domains of local regularity of the principal fundamental solutions) of strictly hyperbolic PDE's with constant coefficients in $R^N$ at the parabolic singular points of their…
We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…
This note investigates the explicit convergence rates of nonlocal peridynamic operators to their classical (local) counterparts in $L^q$-norm. Previous results used Fourier series and hence were restricted to showing convergence in $L^2$.…
We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only…
This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set $U \subset \mathbb{R}^d$ with $d \geq 2$. A central objective is to relax the classical assumptions on the coefficients by…
We prove that the local eigenvalue statistics for $d=1$ random band matrices with fixed bandwidth and, for example, Gaussian entries, is given by a Poisson point process and we identify the intensity of the process. The proof relies on an…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generator is a non-local and non-symmetric L\'evy type operator.…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
The non-Markovian behaviour of open quantum systems interacting with a reservoir can often be described in terms of a time-local master equation involving a time-dependent generator which is not in Lindblad form. A systematic perturbation…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
We examine a transmission problem driven by a degenerate quasilinear operator with a natural interface condition. Two aspects of the problem entail genuine difficulties in the analysis: the absence of representation formulas for the…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
Bound states around an impurity are investigated for a two dimensional electron system in a strong magnetic field. Long-range Coulomb potential and related potentials are considered. Schr\"odinger equation is solved numerically to obtain…
This paper studies the local structure of continuous random fields on $\mathbb R^d$ taking values in a complete separable linear metric space ${\mathbb V}$. Extending seminal work of Falconer, we show that the generalized $(1+k)$-th order…
An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…