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The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…

Analysis of PDEs · Mathematics 2023-08-31 Sutawas Janreung , Tatpon Siripraparat , Chukiat Saksurakan

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

Probability · Mathematics 2010-06-23 V. Knopova , R. Schilling

We extend the notion of general translation operator to exceptional Laguerre polynomials. To this we investigate the associated singular hyperbolic Cauchy problem. We derive a maximum principle with respect to this Cauchy problem and…

Classical Analysis and ODEs · Mathematics 2018-07-18 Á. P. Horváth

Given a solution of a semilinear dispersive partial differential equation with a real analytic nonlinearity, we relate its Cauchy data at two different times by nonlinear representation formulas in terms of convergent series. These series…

Analysis of PDEs · Mathematics 2013-11-05 Frédéric Hélein

In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by L\'evy processes, when the coefficients converge in some appropriate sense. First, we prove, by means of a…

Probability · Mathematics 2020-07-02 Huijie Qiao

We give counterexamples to a problem of M. Kac in the Scottish Book, which asks whether a certain nonlinear operation on two characteristic functions characterizes Laplace distributions, in analogy with the Cram\'er--L\'evy theorem for…

Probability · Mathematics 2026-04-07 Robert Koirala

In this article we introduce a finite difference approximation for integro-differential operators of L\'evy type. We approximate solutions of integro-differential equations, where the second order operator is allowed to degenerate. In the…

Numerical Analysis · Mathematics 2016-08-02 Konstantinos Dareiotis

The solutions of boundary value problems for the Laplacian and the bilaplacian exhibit very different qualitative behaviors. Particularly, the failure of general maximum principles for the bilaplacian implies that solutions of higher-order…

Analysis of PDEs · Mathematics 2020-02-10 Alberto Saldaña

In this paper, we study equations driven by a non-local integrodifferential operator $\mathcal{L}_K$ with homogeneous Dirichlet boundary conditions. More precisely, we study the problem \[ \begin{aligned} &- \mathcal{L}_K u + V(x)u =…

Analysis of PDEs · Mathematics 2014-07-18 C. Grumiau , M. Squassina , C. Troestler

In this note, we study the integrodifferential operator $(I-\Delta)^{\log}$ corresponding to the logarithmic symbol $\log(1+|\xi|^2)$, which is a singular integral operator given by $$ (I-\Delta)^{\log}…

Analysis of PDEs · Mathematics 2021-12-28 Pierre Aime Feulefack

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…

Probability · Mathematics 2014-09-19 John Karlsson , Jörg-Uwe Löbus

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.

Probability · Mathematics 2009-07-17 Auguste Aman , Jean Marc Owo

By using classical invariant theory approach a formulas for computation of the Poincare series of the kernel of linear locally nilpotent derivations is found.

Algebraic Geometry · Mathematics 2010-09-10 Leonid Bedratyuk

We study Talenti's type symmetrization properties for solutions of linear stationary and evolution problems. Our main result establishes the comparison in norm between the solution of a problem and its symmetric version when nonlocal…

Analysis of PDEs · Mathematics 2022-09-01 Gonzalo Galiano

In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…

Number Theory · Mathematics 2022-09-23 Zikang Dong , Weijia Wang , Hao Zhang

In this paper, we study some qualitative properties for an evolution problem that combines local and nonlocal diffusion operators acting in two different subdomains and, coupled in such a way that, the resulting evolution problem is the…

Analysis of PDEs · Mathematics 2020-03-05 Bruna C. dos Santos , Sergio M. Oliva , Julio D. Rossi

We develop a qualitative theory for real solutions of the equation $y''=6y^2 -x$. In this work a restriction $x\leq0$ is assumed. An important ingredient of our theory is the introduction of several new transcendental functions of one, two,…

Classical Analysis and ODEs · Mathematics 2007-05-23 N. Joshi , A. V. Kitaev

The aim of this short note is to present the notion of IDT processes, which is a wide generalization of L\'{e}vy processes obtained from a modified infinitely divisible property. Special attention is put on a number of examples, in order to…

Probability · Mathematics 2007-05-23 Roger Mansuy

A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical…

Mathematical Physics · Physics 2007-05-23 O. V. Kaptsov , A. V. Schmidt