Related papers: Interior Schauder estimates for elliptic equations…

We analyze in this work the regularity properties of the density operator solu- tion to the quantum Liouville equation. As was recently done for the Strichartz inequalities, we extend to systems of orthonormal functions the local smoothing…

In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which combines the ideas of wavelet approximation and estimation by…

In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material…

Given a sample from a discretely observed L\'evy process $X=(X_t)_{t\geq 0}$ of the finite jump activity, the problem of nonparametric estimation of the L\'evy density $\rho$ corresponding to the process $X$ is studied. An estimator of…

In this paper, we studied quasi-periodic and almost periodic homogenizations of integro-differential equations with Levy operators, which contain alpha stable Levy densities. This is the intermediate stage between the periodic…

In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…

This paper is dedicated to studying pointwise estimates of the fundamental solution for the higher order Schr\"{o}dinger equation: % we investigate the fundamental solution of the higher order Schr\"{o}dinger equation…

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

We prove a priori and a posteriori H\"older bounds and Schauder $C^{1,\alpha}$ estimates for continuous solutions of degenerate elliptic equations with variable coefficients of the form $$ \mathrm{div}\left(|u|^a A\nabla…

We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We…

We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…

Our goal is to estimate the characteristic exponent of the input to a L\'evy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the…

We investigate the global continuity on $L^p$ spaces with $p\in [1,\infty]$ of Fourier integral operators with smooth and rough amplitudes and/or phase functions subject to certain non-degeneracy conditions. We initiate the investigation of…

In this paper, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open interval $D$ and locally integrable. The existence and uniqueness of bounded solutions…

In this article, we investigate the existence and uniqueness of random-field solutions to the elliptic SPDE $-\mathcal{L}u=\dot{\xi}$ on a bounded domain $D$ with Dirichlet boundary conditions $u=0$ on $\partial D$, driven by symmetric…

The paper is devoted to the study of the short rate equation of the form $$ d R(t)=F(R(t)) dt+\sum_{i=1}^{d}G_i(R(t-)) dZ_i(t), \quad R(0)=x\geq 0,\quad t>0, $$ with deterministic functions $F,G_1,...,G_d$ and a multivariate L\'evy process…

We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…

This is the first of a series of papers on the $L^2$-theory for formally integrable structures. It is devoted to constructing a resolution of the solution sheaf for a class of overdetermined systems introduced by L. H{\"o}rmander. A…

We consider Klein-Gordon equations with an external potential $V$ and a quadratic nonlinearity in $3+1$ space dimensions. We assume that $V$ is regular and decaying and that the (massive) Schr\"odinger operator $H=-\Delta+V+m^2$ has a…