Related papers: Local densities for a class of degenerate diffusio…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…
We study the local behavior of the elements of a specific energy class of functions, called the nonlocal parabolic ($p$-homogenous) De Giorgi class. First we carry on an analysis of their local boundedness under optimal tail conditions, and…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
In order to provide a formally correct thermodynamical description of inhomogeneous fluids valid on all length scales down to the classical limit we postulate that all extensive quantities have locally extensive analogues. We derive local…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…
We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…
In this article we examine the densities of a product and a ratio of two real positive definite matrix-variate random variables $X_1$ and $X_2$, which are statistically independently distributed, and we consider the density of the product…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\textrm{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We introduce two families of generators (functions) $\mathcal{G}$ that consist of entire and meromorphic functions enjoying a certain periodicity property and contain the classical Gaussian and hyperbolic secant generators. Sharp results…
We construct and study a fundamental solution of Cauchy's problem for p-adic parabolic equations of a certain the type. The fundamental solution is the transition density of a p-adic Markov process.
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
We study the asymptotic behaviour of Markov processes on large weighted Erdos-Renyi graphs where the transition rates of the vertices are only influenced by the state of their neighbours and the corresponding weight on the edges. We find…
We study a class of nonlocal double phase problems with discontinuous coefficients. A local self-improving property and a higher H\"older continuity result for weak solutions to such problems are obtained under the assumptions that the…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…