Related papers: Li-Yau and Harnack estimates for nonlocal diffusio…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…

We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…

By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…

I present a review of the recent advancements in scattering theory, which provides a unified approach to studying dispersive and hyperbolic equations with general interaction terms and data. These equations encompass time-dependent…

In this paper, the coupling by change of measure is constructed for a class of SDEs with integrable drift and additive noise, from which the Harnack and shift Harnack inequalities are derived. Finally, as applications, the gradient…

We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…

For $p \in (1, \infty)$ and $s \in (0,1)$, we consider the following mixed local-nonlocal equation $$ - \Delta_p u + (-\Delta_p)^s u = f \; \text{in} \; \Omega,$$ where $\Omega \subset \mathbb{R}^d$ is a bounded domain and the function $f…

The paper considers a manifold $M$ evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on $M$. Among other results, we prove Li-Yau-type inequalities in this context. We…

We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete…

Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…

These are edited notes of my mini-course given at the Analysis and PDE center of the University of Ghent, Belgium, in November 2024.

We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…

We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this…

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.…

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

Gradient inequalities of the Hamilton type and the Li-Yau type for positive solutions to the heat equation are established from a probabilistic viewpoint, which simplifies the proofs of some results of Sun [{\it Pacific J. Math.}, 253…

This set of lecture notes on local theta correspondence is the written version of a mini-course the author gave in March of 2025 for the program ``Representation Theory and Noncommutative Geometry" at the Institut Henri Poincar\'e, Paris.…

These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…