Related papers: Dirichlet problem for diffusions with jumps

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…

In this paper, we study the existence of a solution for a class of Dirichlet problems with a singularity and a convection term. Precisely, we consider the existence of a positive solution to the Dirichlet problem $$-\Delta_p u =…

This paper is devoted to the study of the Dirichlet problem associated with the Dunkl Laplacian $\Delta_k$. We establish, under some condition on a bounded domain $D$ of $\R^d$, the existence of a unique continuous function $h$ on $\R^d$…

We consider the semilinear diffusion equation $\partial$ t u = Au + |u| $\alpha$ u in the half-space R N + := R N --1 x (0, +$\infty$), where A is a linear diffusion operator, which may be the classical Laplace operator, or a fractional…

We study the Dirichlet problem on a bounded convex domain of $\mathbb R^N$, with zero boundary data, for truncated Laplacians ${\mathcal P}_k^\pm$, with $k<N$. We establish a necessary and sufficient condition (Theorem 1) in terms of the…

Let $M$ be a complete Riemannian manifold and $G$ a Lie subgroup of the isometry group of $M$ acting freely and properly on $M.$ We study the Dirichlet Problem \begin{align*} \operatorname{div}\left( \frac{a\left( \left\Vert \nabla…

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

The classical Dirichlet problem for a second-order strongly elliptic system with constant coefficients in a Jordan domain is considered. We show that the solution of the problem can be represented as a functional series in powers of the…

Very recently M. Warma has shown that for nonlocal PDEs associated with the fractional Laplacian, the classical notion of controllability from the boundary does not make sense and therefore it must be replaced by a control that is localized…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Motivated by experimental studies on the anomalous diffusion of biological populations, we introduce a nonlocal differential operator which can be interpreted as the spectral square root of the Laplacian in bounded domains with Neumann…

We consider the Dirichlet problem on general, possibly nonsmooth bounded domain, for elliptic linear equation with uniformly elliptic divergence form operator. We investigate carefully the relationship between weak, soft and the…

We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…

Recently, several works have been carried out in attempt to develop a theory for linear or sublinear elliptic equations involving a general class of nonlocal operators characterized by mild assumptions on the associated Green kernel. In…

In this article, we study a one-dimensional nonlocal quasilinear problem of the form $u_t=a(\Vert u_x\Vert^2)u_{xx}+\nu f(u)$, with Dirichlet boundary conditions on the interval $[0,\pi]$, where $0<m\leq a(s)\leq M$ for all $s\in…

The theory of second order complex coefficient operators of the form $\mathcal{L}=\mbox{div} A(x)\nabla$ has recently been developed under the assumption of $p$-ellipticity. In particular, if the matrix $A$ is $p$-elliptic, the solutions…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…