Related papers: Interior Schauder estimates for elliptic equations…
The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for L\'evy type stochastic differential equation. In…
By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…
In $L_2(\mathbb{R}^d)$, we consider an elliptic differential operator $\mathcal{A}_\varepsilon = - \operatorname{div} g(\mathbf{x}/\varepsilon) \nabla + \varepsilon^{-2} V(\mathbf{x}/\varepsilon)$, $ \varepsilon > 0$, with periodic…
In this paper, we provide a new routine to employ the Nash-Moser iteration technique to analyze the local and global properties of positive solutions to the equation $$\Delta_pv + a|\nabla v|^qv^r =0$$ on a complete Riemannian manifold with…
We study nonlocal elliptic and parabolic equations on $C^{1,\tau}$ open sets in weighted Sobolev spaces, where $\tau\in (0,1)$. The operators we consider are infinitesimal generators of symmetric stable L\'evy processes, whose L\'evy…
We consider the three-dimensional incompressible free-boundary Euler equations in a bounded domain and with surface tension. Using Lagrangian coordinates, we establish a priori estimates for solutions with minimal regularity assumptions on…
We obtain a universal energy estimate up to the boundary for stable solutions of semilinear equations with variable coefficients. Namely, we consider solutions to $- L u = f(u)$, where $L$ is a linear uniformly elliptic operator and $f$ is…
In this paper novel simulation methods are provided for the generalised inverse Gaussian (GIG) L\'{e}vy process. Such processes are intractable for simulation except in certain special edge cases, since the L\'{e}vy density associated with…
This paper concerns local gradient estimates to solutions of general conformally invariant fully nonlinear elliptic equations of second order.
We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the intrinsic geometry induced by the operator itself and not…
We consider the pointwise in space Lp-type regularity for elliptic and parabolic equations of order m in Rn. We provide pointwise Schauder estimates for the general range of Lp exponents, extending previous results from p > n/m to 1 < p <…
We consider an autonomous, indefinite Lagrangian admitting an infinitesimal symmetry whose associated Noether charge is linear in each tangent space. Our focus lies in investigating solutions to the Euler-Lagrange equations having fixed…
We study elliptic equations on bounded domain of Euclidean spaces in the variable H\"{o}lder spaces. Interior a priori Schauder estimates are given as well as global ones. Moreover, the existence and the uniqueness of solutions to the…
We obtain sharp pointwise estimates for positive solutions to the equation $-Lu+Vu^q=f$, where $L$ is an elliptic operator in divergence form, $q\in\mathbb{R}\setminus \{0\}$, $f\geq 0$ and $V$ is a function that may change sign, in a…
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…
In this paper, we consider the nonlinear elliptic equation $$\Delta_fv^\tau+\lambda v=0$$ on a complete smooth metric measure space with $m$-Bakry-\'{E}mery Ricci curvature bounded from below, where $\tau>0$ and $\lambda$ are constant. We…
We discuss in a stochastic framework the interplay between Riemann-Liouville type operators applied to stochastic processes, real interpolation, bounded mean oscillation, and an approximation problem for stochastic integrals. We provide…
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 prove local Lipschitz regularity for local minimiser of \[ W^{1,1}(\Omega)\ni v\mapsto \int_\Omega F(Dv)\, dx \] where $\Omega\subseteq {\mathbb R}^N$, $N\ge 2$ and $F:{\mathbb R}^N\to {\mathbb R}$ is a quasiuniformly convex integrand in…
We prove new $L^p$-$L^q$-estimates for solutions to elliptic differential operators with constant coefficients in $\mathbb{R}^3$. We use the estimates for the decay of the Fourier transform of particular surfaces in $\mathbb{R}^3$ with…