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We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

Probability · Mathematics 2019-10-08 Tadeusz Kulczycki , Michal Ryznar

Local H\"older regularity is established for certain weak solutions to a class of parabolic fractional $p$-Laplace equations with merely measurable kernels. The proof uses DeGiorgi's iteration and refines DiBenedetto's intrinsic scaling…

Analysis of PDEs · Mathematics 2022-05-23 Naian Liao

We analyze the constant step size subgradient method on nonsmooth, nonconvex functions. We identify geometric assumptions on the objective function under which i) its domain admits a partition (stratification) into smooth manifolds (strata)…

Optimization and Control · Mathematics 2026-04-21 Evgenii Chzhen , Sholom Schechtman

In this paper the existence of a smooth density is proved for the solution of an SDE, with locally Lipschitz coefficients and semi-monotone drift, under H\"ormander condition. We prove the nondegeneracy condition for the solution of the…

Probability · Mathematics 2013-09-04 Mahdieh Tahmasebi

We prove that $L^2$ weak solutions to hypoelliptic equations with bounded measurable coefficients are H\"older continuous. The proof relies on classical techniques developed by De Giorgi and Moser together with the averaging lemma and…

Analysis of PDEs · Mathematics 2015-06-22 Cyril Imbert , Clément Mouhot

We would like to give an overview of results on regularity, or better to say "irregularity", properties of densities at fixed times of super-Brownian motion with $(1+\beta)$-stable branching for $\beta<1$. First, the following dichotomy for…

Probability · Mathematics 2015-08-11 Leonid Mytnik , Vitali Wachtel

We introduce the Lebesgue--H\"{o}lder--Dini and Lebesgue--H\"{o}lder spaces $L^p(\mathbb{R};{\mathcal C}_{\vartheta,\varsigma}^{\alpha,\rho}({\mathbb R}^n))$ ($\vartheta\in \{l,b\}, \, \varsigma\in \{d,s,c,w\}$, $p\in (1,+\infty]$ and…

Probability · Mathematics 2024-11-21 Jinlong Wei , Wei Wang , Guangying Lv , Jinqiao Duan

In this paper we study the decay estimates of the fourth order Schr\"{o}dinger operator $H=\Delta^{2}+V(x)$ on $\mathbb{R}^2$ with a bounded decaying potential $V(x)$. We first deduce the asymptotic expansions of resolvent of $H$ near the…

Analysis of PDEs · Mathematics 2023-08-01 Ping Li , Avy Soffer , Xiaohua Yao

In this work, we consider a class of second order uniformly elliptic operators with smooth and bounded coefficients. We provide some estimates on the norm of the semigroup generated by these operators acting on weighted Sobolev spaces,…

Analysis of PDEs · Mathematics 2022-12-06 Maxime Hauray , Yen V. Vuong

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

We investigate the regularity of semi-stable, radially symmetric, and decreasing solutions for a class of quasilinear reaction-diffusion equations in the inhomogeneous context of Riemannian manifolds. We prove uniform boundedness, Lebesgue…

Analysis of PDEs · Mathematics 2019-01-09 João Marcos do Ó , Rodrigo Clemente

Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

Analysis of PDEs · Mathematics 2022-02-08 Stéphane Menozzi , Zhang Xicheng

We establish global bounds for solutions to stationary and time-dependent Schr\"odinger equations associated with the sublaplacian $\mathcal L$ on the Heisenberg group, as well as its pure fractional power $\mathcal L^s$ and conformally…

Analysis of PDEs · Mathematics 2024-09-19 Luca Fanelli , Haruya Mizutani , Luz Roncal , Nico Michele Schiavone

The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…

Probability · Mathematics 2014-04-15 Huaiqian Li , Dejun Luo , Jian Wang

In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of…

Probability · Mathematics 2019-11-19 Xing Huang , Fen-Fen Yang

We study partial regularity for degenerate elliptic systems of double-phase type, where the growth function is given by $H(x,t)=t^p+a(x)t^q$ with $1<p\leq q$ and $a(x)$ a nonnegative $C^{0,\alpha}$-continuous function. Our main result…

Analysis of PDEs · Mathematics 2024-10-21 Jihoon Ok , Giovanni Scilla , Bianca Stroffolini

We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…

Probability · Mathematics 2021-01-19 Alessandro Bondi

We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…

Analysis of PDEs · Mathematics 2024-01-29 Thomas Cavallazzi

We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete…

Analysis of PDEs · Mathematics 2022-07-06 Ángel Arroyo , Pablo Blanc , Mikko Parviainen

The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…

Analysis of PDEs · Mathematics 2015-03-09 Martin Hairer , Martin Hutzenthaler , Arnulf Jentzen