Related papers: The infinitesimal generator of the Brox diffusion

We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…

We carry out an study of the Brox diffusion with killing. It turns out that when leaving fixed the environment one is able to recast some theory of diffusion and differential operators to deal with the ill-posed generator of the Brox…

We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…

In this article we fully describe the domain of the infinitesimal generator of the optimal state semigroup which arises in the theory of the linear-quadratic problem for a specific class of boundary control systems. This represents an…

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…

We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…

We characterize infinitesimal generators of semigroups of holomorphic self-maps of strongly convex domains using the pluricomplex Green function and the pluricomplex Poisson kernel. Moreover, we study boundary regular fixed points of…

In this work, we show that for the martingale problem for a class of degenerate diffusions with bounded continuous drift and diffusion coefficients, the small noise limit of non-degenerate approximations leads to a unique Feller limit. The…

Using the generators, we establish a connection between the Sinai's random walk and the so-called Brox process. We first find the Dirichlet form of the Brox diffusion, and then prove that it is the limit of the Dirichlet form of the Sinai's…

We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…

We consider diffusion operator $-\Delta + b \cdot \nabla$ in $\mathbb R^d$, $d \geq 3$, with drift $b$ in a large class of locally unbounded vector fields that can have critical-order singularities. Covering the entire range of admissible…

We develop a martingale approach for a class of singular stochastic PDEs of Burgers type (including fractional and multi-component Burgers equations) by constructing a domain for their infinitesimal generators. It was known that the domain…

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

We study the Poisson equation Lu+f=0 in R^d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is…

We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…