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INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…

General Mathematics · Mathematics 2017-11-06 Andrea Pezzi

We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…

Probability · Mathematics 2014-04-01 Xin Guo , Chen Pan , Shige Peng

We give a simplified and direct proof of the Kato square root estimate for parabolic operators with elliptic part in divergence form and coefficients possibly depending on space and time in a merely measurable way. The argument relies on…

Analysis of PDEs · Mathematics 2022-09-23 Alireza Ataei , Moritz Egert , Kaj Nyström

The present work is concerned with existence of positive solutions for a class of fractional equation involving a Kirchhoff term and singular potential.

Analysis of PDEs · Mathematics 2020-04-21 Boumediene Abdellaoui , Abdelhalim Azzouz , Ahmed Bensedik

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

In quantum physics, recent investigations deal with the so-called "quantum trajectory" theory. Heuristic rules are usually used to give rise to "stochastic Schrodinger equations" which are stochastic differential equations of non-usual type…

Probability · Mathematics 2009-04-02 Clement Pellegrini

In this article, the posinormality and coposinormality of weighted composition-differentiation operators on Hardy space $H^2(\mathbb{D})$ are investigated. It is observed that while a composition-differentiation operator $D_{\phi,n}$ fails…

Functional Analysis · Mathematics 2026-05-11 Gour Hait , Sarita Ojha , Nirupam Ghosh , Riddhick Birbonshi

The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…

Analysis of PDEs · Mathematics 2011-03-02 Xu Liu , Xu Zhang

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

Probability · Mathematics 2024-08-23 Peter Kuchling , Barbara Rüdiger , Baris Ugurcan

Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…

Probability · Mathematics 2020-01-27 Yong Jiao , Ferenc Weisz , Dejian Zhou , Lian Wu

We show that, under suitable conditions, finite-dimensional systems describing invariant solutions of partial differential equations (PDEs) inherit local Hamiltonian operators through the mechanism of invariant reduction, which applies…

Exactly Solvable and Integrable Systems · Physics 2026-05-01 Kostya Druzhkov

We consider a weighted form of the Poisson summation formula. We prove that under certain decay rate conditions on the weights, there exists a unique unitary Fourier-Poisson operator which satisfies this formula. We next find the diagonal…

Classical Analysis and ODEs · Mathematics 2011-11-22 Dmitry Faifman

In this note we devise and analyze a well-posed variational formulation of the Neumann boundary value problem associated to the biharmonic operator $\Delta^2$. An alternative formulation as a system of two Poisson problems for the Laplace…

Analysis of PDEs · Mathematics 2023-06-29 Alberto Valli

This paper is concerned with an inverse random source problem for the one-dimensional stochastic Helmholtz equation with attenuation. The source is assumed to be a microlocally isotropic Gaussian random field with its covariance operator…

Numerical Analysis · Mathematics 2020-09-30 Peijun Li , Xu Wang

In this work we have considered formal power series and partial differential equations, and their relationship with Coding Theory. We have obtained the nature of solutions for the partial differential equations for Cycle Poisson Case. The…

Information Theory · Computer Science 2007-07-13 Milan Bradonjic

We investigate the $R$-boundedness of parameter-dependent families of Poisson operators on the half-space $\mathbb R^n_+$ in various scales of function spaces. Applications concern maximal $L_q$-regularity for boundary value problems with…

Analysis of PDEs · Mathematics 2025-04-25 Robert Denk , Nick Lindemulder , Jörg Seiler

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

Using finite difference operators, we define a notion of boundary and surface measure for configuration sets under Poisson measures. A Margulis-Russo type identity and a co-area formula are stated with applications to deviation inequalities…

Probability · Mathematics 2021-03-23 Christian Houdré , Nicolas Privault

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

Probability · Mathematics 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

Pearson's $\rho$ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, that it has a…

Statistics Theory · Mathematics 2018-09-28 Dag Tjøstheim , Håkon Otneim , Bård Støve