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Here we study the Dirichlet problem for first order linear and quasi-linear hyperbolic PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. By means of a Lyapunov…
Consider a class of non-homogenous ultraparabolic differential equations with drift terms or lower order terms arising from some physical models, and we prove that weak solutions are H\"{o}lder continuous, which also generalizes the classic…
We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented…
Nonlocal periodic operators in partial differential equations (PDEs) pose challenges in constructing neural network solutions, which typically lack periodic boundary conditions. In this paper, we introduce a novel PDE perspective on…
This note is a synthesis of my reflexions on some questions that have emerged during the MATRIX event "Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type" concerning the qualitative properties of solutions to some non local…
Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H\"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard…
We discuss the solvability of an infinite system of first order ordinary differential equations on the half line, subject to nonlocal initial conditions. The main result states that if the nonlinearities possess a suitable "sub-linear"…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
We obtain Hardy inequality for non-local diffusion operator with singular drift, in the case when the strength of attraction to the origin by the drift takes the critical value.
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
We study the Dirichlet problem for first order hyperbolic quasi-linear functional PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. While the question of existence…
We demonstrate the existence in the sense of sequences of solutions for some integro-differential type problems involving the drift term and the square of the Laplace operator, on the whole real line or on a finite interval with periodic…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
We obtain Dini and Schauder type estimates for concave fully nonlinear nonlocal parabolic equations of order $\sigma\in (0,2)$ with rough and non-symmetric kernels, and drift terms. We also study such linear equations with only measurable…
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations on nonsmooth domains. In particular, we study the smoothness in the specific scale $\ B^r_{\tau,\tau}, \…
In this paper, we study central and non-central limit theorems for partial sum of functionals of general stationary Gaussian fields. We apply our result to study drift parameter estimation problems for some stochastic differential equations…
In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…
Using a standard linearization technique and previously obtained microlocal properties for pseudodifferential operators with smooth coefficients, the authors state results of microlocal regularity in generalized Besov spaces for solutions…
The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…
The well-posedness of nonlocal elliptic equation with singular drift is investigated in Besov-H\"older spaces. As an application, we show the existence and uniqueness for corresponding martingale problem. Moreover, we prove that the one…