Related papers: Intertwining and the Markov uniqueness problem on …

We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…

Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…

We characterize the space $BV(I)$ of functions of bounded variation on an arbitrary interval $I\subset \mathbb{R}$, in terms of a uniform boundedness condition satisfied by the local uncentered maximal operator $M_R$ from $BV(I)$ into the…

Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that…

We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space. More precisely, we study a class of infinite-dimensional diffusions under Gibbsian…

Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a…

We discuss a generalized Schr\"odinger operator in $L^2(\mathbb{R}^d), d=2,3$, with an attractive singular interaction supported by a $(d-1)$-dimensional hyperplane and a finite family of points. It can be regarded as a model of a leaky…

We prove that for a topological space $X$, an equiconnected space $Z$ and a Baire-one mapping $g:X\to Z$ there exists a separately continuous mapping $f:X^2\to Z$ with the diagonal $g$, i.e. $g(x)=f(x,x)$ for every $x\in X$. Under a mild…

We consider a Neumann problem for strictly convex variational functionals of linear growth. We establish the existence of minimisers among $\operatorname{W}^{1,1}$-functions provided that the domain under consideration is simply connected.…

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…

Suppose that $d\geq1$ and $\alpha\in (1, 2)$. Let $Y$ be a rotationally symmetric $\alpha$-stable process on $\R^d$ and $b$ a $\R^d$-valued measurable function on $\R^d$ belonging to a certain Kato class of $Y$. We show that $\rd X^b_t=\rd…

This paper investigates the relationship between the solvability of first-order differential equations and the topology of the underlying domain through the lens of de\,Rham cohomology. We analyze the conditions under which a closed 1-form…

We consider a continuous curve of linear elliptic formally self-adjoint differential operators of first order with smooth coefficients over a compact Riemannian manifold with boundary together with a continuous curve of global elliptic…

Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the…

This article is concerned with uniqueness and stability issues for the inverse spectral problem of recovering the magnetic field and the electric potential in a Riemannian manifold from some asymptotic knowledge of the boundary spectral…

Following Beurling's theorem the natural compressions of the multiplication operator in the classical $L^2$ space are compressions to model spaces and to their orthogonal complements. Two possibly different model spaces are considered hence…

An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…

The paper deals with first order self-adjoint elliptic differential operators on a smooth compact oriented surface with non-empty boundary. We consider such operators with self-adjoint local boundary conditions. The paper is focused on…

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…

We study the convergence in rough path topology of a certain class of discrete processes, the hidden Markov walks, to a Brownian motion with an area anomaly. This area anomaly, which is a new object, keeps track of the time-correlation of…