Related papers: Harnack estimates for nonlocal drift-diffusion equ…

The existence and uniqueness of the mild solutions for a class of degenerate functional SPDEs are obtained, where the drift is assumed to be H\"{o}lder-Dini continuous. Moreover, the non-explosion of the solution is proved under some…

A truncated sequential procedure is constructed for estimating the drift coefficient at a given state point based on discrete data of ergodic diffusion process. A nonasymptotic upper bound is obtained for a pointwise absolute error risk.…

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…

We study relations and characterizations of various elliptic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces. We allow the scaling function be state-dependent and the state space possibly disconnected.…

We settle the open question concerning the Harnack inequality for globally positive solutions to non-local in time diffusion equations by constructing a counter-example for dimensions $d\ge\beta$, where $\beta\in(0,2]$ is the order of the…

In this article we establish the optimal $C^s$ boundary regularity for solutions to nonlocal parabolic equations in divergence form in $C^{1,\alpha}$ domains and prove a higher order boundary Harnack principle in this setting. Our approach…

The global estimation problem of the drift function is considered for a large class of ergodic diffusion processes. The unknown drift $S(\cdot)$ is supposed to belong to a nonparametric class of smooth functions of order $k\geq1$, but the…

In this paper we consider a subcritical model that involves nonlocal diffusion and a classical convective term. In spite of the nonlocal diffusion, we obtain an Oleinik type estimate similar to the case when the diffusion is local. First we…

We obtain a global extension of the classical weak Harnack inequality which extends and quantifies the Hopf-Oleinik boundary-point lemma, for uniformly elliptic equations in divergence form. Among the consequences is a boundary gradient…

In this paper, we consider the robust adaptive non parametric estimation problem for the drift coefficient in diffusion processes. An adaptive model selection procedure, based on the improved weighted least square estimates, is proposed.…

We establish a new type of weak Harnack estimates with optimal parabolic tail for the weak supersolutions to a doubly nonlinear nonlocal $p$-Laplace equation, which is modeled on the nonlocal Trudinger equation. Our results are achieved by…

We revisit the classical theory of linear second-order uniformly elliptic equations in divergence form whose solutions have H\"older continuous gradients, and prove versions of the generalized maximum principle, the $C^{1,\alpha}$-estimate,…

In this paper we prove some Hamilton type and Li-Yau type gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure space with compact boundary. The geometry of the space in terms of…

This paper concerns local gradient estimates to solutions of general conformally invariant fully nonlinear elliptic equations of second order.

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

We prove a weak Harnack estimate for a class of doubly nonlinear nonlocal equations modelled on the nonlocal Trudinger equation \begin{align*} \partial_t(|u|^{p-2}u) + (-\Delta_p)^s u = 0 \end{align*} for $p\in (1,\infty)$ and $s \in…

This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…

We study parabolic equations governed by integro-differential operators with nonlocal components in some directions and local components in the remaining directions. The setting contains the purely nonlocal, as well as the purely local…

Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and…