Related papers: Counterexamples to elliptic Harnack inequality for…
We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…
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…
In the late 1950's, Eshelby's linear solutions for the deformation field inside an ellipsoidal inclusion and, subsequently, the infinite matrix in which it is embedded were published. The solutions' ability to capture the behavior of an…
We establish the validity of the isoperimetric inequality (or equivalently, an $L^1$ Euclidean-type Sobolev inequality) on manifolds with asymptotically non-negative sectional curvature. Unlike previous results in the literature, our…
For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift. These inequalities are applied…
We prove an elliptic Harnack's inequality for a general form of a parabolic equation that generalizes both the standard parabolic $p$-Laplace equation and the normalized version that has been proposed in stochastic game theory. This version…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
We generalize the result of block-wise convergence of the Brownian motion on the unitary group $U(nm)$ towards a quantum L\'evy process on the unitary dual group $U\langle n\rangle$ when $m\rightarrow\infty$, obtained by the author in a…
A subordinate Brownian motion is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is $-\phi(-\Delta)$, where…
In this brief note we discuss local H\"older continuity for solutions to anisotropic elliptic equations of the type $ \sum_{i=1}^s \partial_{ii} u+ \sum_{i=s+1}^N \partial_i \bigg(A_i(x,u,\nabla u) \bigg) =0,$ for $x \in \Omega \subset…
We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…
Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $\phi$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and…
We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex…
We establish Harnack inequalities for viscosity solutions of a class of degenerate fully nonlinear anisotropic elliptic equations exhibiting non-standard growth conditions. A primary example of such operators is the degenerate anisotropic…
In this paper, we prove that nonnegative polyharmonic functions on the upper half space satisfying a conformally invariant nonlinear boundary condition have to be the "\emph{polynomials} plus \emph{bubbles}" form. The nonlinear problem is…
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
The self-catalytic branching Brownian motions (SBBM) are extensions of the classical one-dimensional branching Brownian motions by incorporating pairwise branchings catalyzed by the intersection local times of the particle pairs. These…
We prove a Harnack inequality for distributional solutions to a type of degenerate elliptic PDEs in $N$ dimensions. The differential operators in question are related to the Kolmogorov operator, made up of the Laplacian in the last $N-1$…