Related papers: Relative Fatou's Theorem for $(-\Delta)^{\alpha/2}…
Let $[q] = \{0,1,\ldots,q-1\}$, let $\Delta[q]$ denote the simplex of probability measures on $[q]$, and let $\gamma$ denote the Lebesgue measure normalized on $\Delta[q]$. We prove that for any symmetric monotone function $f \colon[q]^n…
We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function…
We study existence, uniqueness and boundary blow-up profile for fractional harmonic functions on a bounded smooth domain $\Omega \subset \mathbb R^N$. We deal with harmonic functions associated to uniformly elliptic, fully nonlinear…
In this paper, we first study the dual fractional parabolic equation \begin{equation*} \partial^\alpha_t u(x,t)+(-\Delta)^s u(x,t) = f(u(x,t))\ \ \mbox{in}\ \ B_1(0)\times\R , \end{equation*} subject to the vanishing exterior condition. We…
Assume $\alpha\in (0, 2)$ and $d\ge 2$. Let $\mathcal L^\alpha$ be the generator of a symmetric, but not necessarily isotropic, $\alpha$-stable process $X$ in $\mathbb R^d$ whose L\'evy density is comparable with that of an isotropic…
We study Cauchy problem for the Hardy-H\'enon parabolic equation with an inverse square potential, namely, \[\partial_tu -\Delta u+a|x|^{-2} u= |x|^{\gamma} F_{\alpha}(u),\] where $a\ge-(\frac{d-2}{2})^2,$ $\gamma\in \mathbb R$, $\alpha>1$…
For the partial sums $(S_n)$ of independent random variables we define a stochastic process $s_n(t):=(1/d_n)\sum_{k \le [nt]} ({S_k}/{k}-\mu)$ and prove that $$(1/{\log N})\sum_{n\le N}(1/n)\mathbf {I}\left\{s_n(t)\le x\right\} \to…
We introduce a fairly general concept of functional equation for $k$-tuples of functions $f_1,\dots,f_k\colon X \to Y$ between arbitrary sets. The homomorphy equations for mappings between groups and other algebraic systems, as well as…
In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric L\'evy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $\kappa$-fat at a…
We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…
We study the boundary behavior of functions in the Hardy spaces on the infinite dimensional polydisk. These spaces are intimately related to the Hardy spaces of Dirichlet series. We exhibit several Fatou and Marcinkiewicz-Zygmund type…
Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associated to a stable process via the Lamperti-Kiu transform. Here…
We prove a Fatou type theorem for bounded functions with d_J -bar differential of a controled growth on smoothly bounded domains in an almost complex manifold.
We study the boundary behavior of the Kobayashi-Royden metric and the Kobayashi hyperbolicity of domains in Riemannian manifolds. As an application, we prove a Fatou type theorem on the existence, almost everywhere, of non tangential limits…
In this paper we deduce a formula for the fractional Laplace operator $(-\Delta)^{s}$ on radially symmetric functions useful for some applications. We give a criterion of subharmonicity associated with $(-\Delta)^{s}$, and apply it to a…
Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…
We study the regularity of Radon measures $\mu$ which satisfy that there exists a function $h_\mu$ in $H^1(\Omega)$, stationary harmonic such that $\Delta h_\mu =\mu$ in $\Omega$ (here $\Omega$ is an open set of $\mathbb{R}^2$). Such…
This paper focuses on a relation between the growth of harmonic functions and the Hausdorff measure of their zero sets. Let $u$ be a real-valued harmonic function in $\mathbb{R}^n$ with $u(0)=0$ and $n\geq 3$. We prove…
Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…
We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open loop stabilizable at the origin, we construct a lower…