Related papers: The martingale problem for geometric stable-like p…
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…
Let $\alpha\in (0,2)$, let $${\cal E}(u,u)=\int_{\Bbb R^d}\int_{\Bbb R^d} (u(y)-u(x))^2\frac{A(x,y)}{|x-y|^{d+\alpha}}\, dy\, dx$$ be the Dirichlet form for a stable-like operator, let $$\Gamma u(x)=\int_{\Bbb R^d}…
We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…
Uniqueness of the trivial solution (the zero solution) for the steady-state Navier-Stokes equations is an interesting problem who has known several recent contributions. These results are also known as the Liouville type problem for the…
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…
We address the existence in the sense of sequences of solutions for a certain integro-differential type problem involving the logarithmic Laplacian. The argument is based on the fixed point technique when such equation contains the operator…
We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
A pathwise large deviation result is proved for the pure jump models of $k$-nary interacting particle system introduced by Kolokoltsov that generalize classical Boltzmann's collision model, Smoluchovski's coagulation model and many others.…
The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy jump) under some mild conditions. We verify that…
A level orbit of a mechanical Hamiltonian system is a solution of Newton equation that is contained in a level set of the potential energy. In 2003, Mark Levi asked for a characterization of the smooth potential energy functions on the…
Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…
We examine regularity of the extremal solution of nonlinear nonlocal eigenvalue problem \begin{eqnarray} \left\{ \begin{array}{lcl} \hfill \mathcal L u &=& \lambda F(u,v) \qquad \text{in} \ \ \Omega, \\ \hfill \mathcal L v &=& \gamma G(u,v)…
We study generalised Navier--Stokes equations governing the motion of an electro-rheological fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii) a forcing term in the momentum…
We study Liouville-type results for the stationary Navier--Stokes equations in $\mathbb{R}^3$. We prove that any $\dot{H}^1(\mathbb{R}^3)$ solution is trivial under an integrability condition imposed only on the radial component of the…
In this paper we prove Liouville type theorem for the stationary Navier-Stokes equations in $\Bbb R^3$ under the assumptions on the relative decays of velocity, pressure and the head pressure. More precisely, we show that any smooth…
We study the integro-differential operators $L$ with kernels $K(y) = a(y) J(y)$, where $J(y)dy$ is a L\'evy measure on $\bR^d$ (i.e. $\int_{\bR^d}(1\wedge |y|^2)J(y)dy<\infty$) and $a(y)$ is an only measurable function with positive lower…
We consider divergence form elliptic operators of the form $L=-\dv A(x)\nabla$, defined in $R^{n+1} = \{(x,t)\in R^n \times R \}$, $n \geq 2$, where the $L^{\infty}$ coefficient matrix $A$ is $(n+1)\times(n+1)$, uniformly elliptic, complex…
In this paper, we are mainly concerned with the Liouville type problem for the stationary fractional magnetohydrodynamics(MHD) and stationary fractional Hall-MHD equations. In addition, we present the results of the Navier-Stokes equation…