Related papers: H\"ormander's hypoelliptic theorem for nonlocal op…
In this article, we study the hyperbolic Anderson model driven by a space-time \emph{colored} Gaussian homogeneous noise with spatial dimension $d=1,2$. Under mild assumptions, we provide $L^p$-estimates of the iterated Malliavin derivative…
We prove a couple of results concerning pseudodifferential perturbations of differential operators being sums of squares of vector fields and satisfying H\"ormander's condition. The first is on the minimal Gevrey regularity: if a sum of…
In this paper we develop a Malliavin-Skorohod type calculus for additive processes in the $L^0$ and $L^1$ settings, extending the probabilistic interpretation of the Malliavin-Skorohod operators to this context. We prove calculus rules and…
This paper investigates the mathematical properties and numerical approximation of a class of nonlocal elliptic partial differential equations of the form \begin{equation*} -\Delta u + \lambda \, G(u) = f, \end{equation*} where $\Delta$…
In this article, we investigate the semiclassical version of the wave equation for the discrete Schr\"{o}dinger operator, $\mathcal{H}_{\hbar,V}:=-\hbar^{-2}\mathcal{L}_{\hbar}+V$ on the lattice $\hbar\mathbb{Z}^{n},$ where…
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…
We establish the homogenization results for a class of nonlocal operators of convolution type with integrable jumping kernel $p$ multiplied by rapidly oscillating periodic or locally periodic coefficients. The associated measure $p(z)dz$ is…
In this paper, we introduce an inverse problem of a Schr\"odinger type variable nonlocal elliptic operator $(-\nabla\cdot(A(x)\nabla))^{s}+q)$, for $0<s<1$. We determine the unknown bounded potential $q$ from the exterior partial…
We investigate a class of quasilinear elliptic system involving a nonhomogeneous differential operator which is introduced by C. A. Stuart [Milan J. Math. 79 (2011), 327-341] and depends on not only $\nabla u$ but also $u$. We show that the…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…
The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We…
In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps…
Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative L\'evy noise. In particular, the estimates are sharp for $\alpha$-stable type noises.…
We study fourth-order quasilinear elliptic problems that involve the p-biharmonic operator and Navier boundary conditions. The nonlinear term grows at the critical Sobolev rate. Starting from a Hamiltonian system of two second-order…
We consider a non-self-adjoint $h$-pseudodifferential operator $P$ in the semi-classical limit ($h\to 0$). If $p$ is the leading symbol, then under suitable assumptions about the behaviour of $p$ at infinity, we know that the resolvent…
An operator satisfies the Global Comparison Property if anytime a function touches another from above at some point, then the operator preserves the ordering at the point of contact. This is characteristic of degenerate elliptic operators,…
We consider a divergence form hypoelliptic operator consisting of a system of real smooth vector fields $X_{1},..., X_{q}$ satisfying H\"ormander condition in some domain $\Omega\subseteq\erren$. Interior $L^{p}$ estimates, $2\leq…
A classical B\^ocher's theorem asserts that any positive harmonic function (with respect to the Laplacian) in the punctured unit ball can be expressed, up to the multiplication constant, as the sum of the Newtonian kernel and a positive…
In this paper we study the Cauchy problem for the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups when the time-dependent non-negative propagation speed is regular, H\"older, and distributional. For…
Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential…