Related papers: Intertwining and the Markov uniqueness problem on …

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

Here we study the Dirichlet problem for first order linear and quasi-linear hyperbolic PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. By means of a Lyapunov…

We extend the classical theory of variational interpolating splines to the case of compact Riemannian manifolds. Our consideration includes in particular such problems as interpolation of a function by its values on a discrete set of points…

We are interested in the uniqueness of solutions to Maxwell's equations when the magnetic permeability $\mu$ and the permittivity $\varepsilon$ are symmetric positive definite matrix-valued functions in $\mathbb{R}^{3}$. We show that a…

We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…

Theorems on continuous extension on boundary for one class of open discrete mappings between Riemannian manifolds are obtained. In particular, there is proved that, open discrete ring $Q$-mappings $f:D\rightarrow D^{\,\prime}$ are extend to…

It is well known that iterates of quasi-compact operators converge towards a spectral projection, whereas the explicit construction of the limiting operator is in general hard to obtain. Here, we show a simple method to explicitly construct…

We develop a sharp boundary trace theory in arbitrary bounded Lipschitz domains which, in contrast to classical results, allows "forbidden" endpoints and permits the consideration of functions exhibiting very limited regularity. This is…

This text is written based on the author's publications during the period from 1991 to 2001. The work is devoted to the theory of Markov intertwining operators and joinings of measure-preserving group actions, as well as to their…

For a division ring $D$, denote by $\mathcal M_D$ the $D$-ring obtained as the completion of the direct limit $\varinjlim_n M_{2^n}(D)$ with respect to the metric induced by its unique rank function. We prove that, for any ultramatricial…

We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…

The question of unique continuation of harmonic functions in a domain $\Omega$ $\subset$ R d with boundary $\partial$$\Omega$, satisfying Dirichlet boundary conditions and with normal derivatives vanishing on a subset $\omega$ of the…

The space of elliptic modular forms of fixed weight and level can be identfied with a space of intertwining operators, from a holomorphic discrete series representation of SL2(R) to a space of automorphic forms. Moreover, multiplying…

Let $\Omega$ be a domain in $\mathbf R^d$ and $h(\varphi)=\sum^d_{k,l=1}(\partial_k\varphi, c_{kl}\partial_l\varphi)$ a quadratic form on $L_2(\Omega)$ with domain $C_c^\infty(\Omega)$ where the $c_{kl}$ are real symmetric…

We consider singular SDEs like \begin{equation} \label{ss} dX_t = b(t, X_t) dt + A X_t dt + \sigma(t) d{L}_t , \;\; t \in [0,T], \;\; X_0 =x \in {\mathbb R}^n, \end{equation} where $A$ is a real $n \times n $ matrix, i.e., $A \in {{\mathbb…

An L2 theory of differential forms is proposed for the Banach manifold of continuous paths on Riemannian manifolds M furnished with its Brownian motion measure. Differentiation must be restricted to certain Hilbert space directions, the…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

The intertwining operator technique is applied to difference Schroedinger equations with operator-valued coefficients. It is shown that these equations appear naturally when a discrete basis is used for solving a multichannel Schroedinger…

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

For a Riemannian covering $p \colon M_{2} \to M_{1}$, we compare the spectrum of an essentially self-adjoint differential operator $D_{1}$ on a bundle $E_{1} \to M_{1}$ with the spectrum of its lift $D_{2}$ on $p^{*}E_{1} \to M_{2}$. We…