Related papers: Logarithmic Harnack inequalities for transition se…

This paper continues the analysis, started in [2, 3], of a class of degenerate elliptic operators defined on manifolds with corners, which arise in Population Biology. Using techniques pioneered by J. Moser, and extended and refined by L.…

In this work, we consider the two and three dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations and examine some asymptotic behaviors of its strong solution. We establish the asymptotic log-Harnack inequality for the…

In this paper, we investigate Harnack estimates for weak solutions to the following nonlocal equation: $$ \partial_t u = \Delta^{\alpha/2} u + b \cdot \nabla u + f, $$ where $\Delta^{\alpha/2}$ denotes the fractional Laplacian, $b$ is a…

The logarithmic slope of diffractive structure function is a potential observable to separate the hard and soft contributions in diffraction, allowing to disentangle the QCD dynamics. In this paper we extend our previous analyzes and…

This paper introduces certain elliptic Harnack inequalities for harmonic functions in the setting of the product space $M \times X$, where $M$ is a (weighted) Riemannian Manifold and $X$ is a countable graph. Since some standard arguments…

We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random…

We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient…

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…

We develop a phase-space framework for fractional generalised anharmonic oscillators and their heat semigroups on weighted modulation spaces. We consider operators of the form \[ \mathcal{H}_{k,l}=(-\Delta)^{l}+V(x), \] where $V$ is a…

Let $x \in \mathbb{R}^d$, $d \geq 3,$ and $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a twice differentiable function with all second partial derivatives being continuous. For $1\leq i,j \leq d$, let $a_{ij} : \mathbb{R}^d \rightarrow…

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

On a smooth discretely ringed adic space $\mathcal{X}$ over a field $k$ we define a subsheaf $\Omega_{\mathcal{X}}^+$ of the sheaf of differentials $\Omega_{\mathcal{X}}$. It is defined in a similar way as the subsheaf…

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…

Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…

We study a family of stochastic control problems arising in typical applications (such as boundary control and control of delay equations with delay in the control) with the ultimate aim of finding solutions of the associated HJB equations,…

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Recall that if $(M^n,g)$ satisfies $\mathrm{Ric}\geq 0$, then the Li-Yau Differential Harnack Inequality tells us for each nonnegative $f:M\to \mathbb{R}^+$, with $f_t$ its heat flow, that $\frac{\Delta f_t}{f_t}-\frac{|\nabla…

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…