Related papers: Non Linear Singular Drifts and Fractional Operator…

We establish Ambrosetti -Prodi type results for periodic solutions of one -dimensional nonlinear problems with drift term and drift -less whose principal operator is the fractional Laplacian of order $s\in(0,1)$. We establish conditions for…

We prove a Liouville type classification theorem in half-spaces for infinite boundary value problems related to fully nonlinear, uniformly elliptic operators. We then apply the result in order to obtain gradient boundary blow up rates for…

We establish two-sided Gaussian bounds for fundamental solutions of general non-divergence form parabolic operators with H\"older continuous coefficients. The result we obtain is essentially based on parametrix method.

Elliptic problems with additional unknown distributions in boundary conditions are investigated in Besov and Sobolev-Triebel-Lizorkin spaces of low regularity, specifically of an arbitrary negative order. We find that the problems induce…

We investigate existence and uniqueness of solutions for a class of nonlinear nonlocal problems involving the fractional $p$-Laplacian operator and singular nonlinearities.

We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit…

This paper deals with nonparametric estimators of the drift function $b$ computed from independent continuous observations, on a compact time interval, of the solution of a stochastic differential equation driven by the fractional Brownian…

We consider a parabolic-type PDE with a diffusion given by a fractional Laplacian operator and with a quadratic nonlinearity of the 'gradient' of the solution, convoluted with a singular term b. Our first result is the well-posedness for…

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the…

We investigate the validity and failure of Liouville theorems and Harnack inequalities for parabolic and elliptic operators with low regularity coefficients. We are particularly interested in operators of the form $\partial_t - \Delta…

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…

Recently, great attention has been focused on the study of fractional and non-local operators of elliptic type, both for pure mathematical research and in view of concrete real-world applications. Our problem is related to the fractional…

The paper is concerned with the principal eigenvalue of some linear elliptic operators with drift in two dimensional space. We provide a refined description of the asymptotic behavior for the principal eigenvalue as the drift rate…

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…

Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We…

Motivated by an equation arising in magnetohydrodynamics, we prove that Holder continuous weak solutions of a nonlinear parabolic equation with singular drift velocity are classical solutions. The result is proved using the space-time Besov…

We investigate the behavior of rotating incompressible flows near a non-flat horizontal bottom. In the flat case, the velocity profile is given explicitly by a simple linear ODE. When bottom variations are taken into account, it is governed…

We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…