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In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Probability · Mathematics 2012-11-30 Xicheng Zhang

We consider nonlocal operators of the form \begin{equation*} L_t u(x) = \int_{\mathbb{R}^d} \left( u(x+y)-u(x)-\nabla u(x)\cdot y^{(\sigma)} \right) \nu_t(dy), \end{equation*} where $\nu_t$ is a general L\'evy measure of order $\sigma…

Analysis of PDEs · Mathematics 2026-01-01 Hongjie Dong , Junhee Ryu

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…

Numerical Analysis · Mathematics 2011-11-29 Simone Cifani , Espen R. Jakobsen , Kenneth H. Karlsen

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…

Probability · Mathematics 2015-05-20 Bruno Toaldo

We investigate an $L_{q}(L_{p})$-regularity ($1<p,q<\infty$) theory for space-time nonlocal equations of the type $\partial^{\alpha}_{t}u = \mathcal{L}u +f$. Here, $\partial^{\alpha}_{t}$ is the Caputo fractional derivative of order…

Analysis of PDEs · Mathematics 2022-11-17 Jaehoon Kang , Daehan Park

We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a…

Analysis of PDEs · Mathematics 2012-12-14 Diego Chamorro

We consider a family of fractional porous media equations, recently studied by Caffarelli and V\'azquez. We show the construction of a weak solution as Wasserstein gradient flow of a square fractional Sobolev norm. Energy dissipation…

Analysis of PDEs · Mathematics 2017-10-11 Stefano Lisini , Edoardo Mainini , Antonio Segatti

We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…

Analysis of PDEs · Mathematics 2018-07-11 Tomasz Grzywny , Moritz Kassmann , Łukasz Leżaj

We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where…

Analysis of PDEs · Mathematics 2017-10-16 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

We develop a Widder-type theory for nonlocal heat equations involving quite general L\'evy operators. Thus, we consider nonnegative solutions and look for conditions on the operator that ensure: (i) uniqueness of nonnegative classical and…

Analysis of PDEs · Mathematics 2025-04-08 Irene Gonzálvez , Fernando Quirós , Fernando Soria , Zoran Vondraček

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers.…

Statistical Mechanics · Physics 2009-11-11 T. Srokowski

The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of L\'evy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined…

Numerical Analysis · Mathematics 2024-03-01 Łukasz Płociniczak , Marek A. Teuerle

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

Probability · Mathematics 2022-08-17 Anita Behme , David Oechsler

In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…

Probability · Mathematics 2022-11-15 Arvind Kumar Nath , Suprio Bhar

In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained estimates to prove the existence and uniqueness of strong…

Probability · Mathematics 2016-10-26 Longjie Xie

We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…

Analysis of PDEs · Mathematics 2015-12-16 Xavier Cabre , Joaquim Serra

In this article, we study a model problem featuring a L\'evy process in a domain with semi-transparent boundary by considering the following perturbed fractional Laplacian operator \[\mathscr{L}_{b,q} := (-\Delta)^t +…

Analysis of PDEs · Mathematics 2020-11-12 Sombuddha Bhattacharyya , Tuhin Ghosh , Gunther Uhlmann

Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…

Statistics Theory · Mathematics 2016-08-16 José E. Figueroa-López , Christian Houdré

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…

Probability · Mathematics 2016-04-14 Nikola Sandrić

We investigate the characterization of generators $\mathcal{L}$ of L\'evy processes satisfying the Liouville theorem: Bounded functions $u$ solving $\mathcal{L}[u]=0$ are constant. These operators are degenerate elliptic of the form…

Analysis of PDEs · Mathematics 2018-07-06 Nathaël Alibaud , Félix del Teso , Jørgen Endal , Espen R. Jakobsen