相关论文: Maximum principles for nonlocal parabolic Waldenfe…
We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…
We prove a weak maximum principle for nonlocal symmetric stable operators. This includes the fractional Laplacian. The main focus of this work is the regularity of the considered function.
We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…
We study the validity of the comparison and maximum principles, and their relation with principal eigenvalues, for a class of degenerate nonlinear operators that are extremal among operators with one dimensional fractional diffusion.
We consider Dirichlet exterior value problems related to a class of non-local Schr\"odinger operators, whose kinetic terms are given in terms of Bernstein functions of the Laplacian. We prove elliptic and parabolic…
We consider a class of fully nonlinear nonlocal degenerate elliptic operators which are modeled on the fractional Laplacian and converge to the truncated Laplacians. We investigate the validity of (strong) maximum and minimum principles,…
In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic…
We study nonlocal elliptic and parabolic equations on $C^{1,\tau}$ open sets in weighted Sobolev spaces, where $\tau\in (0,1)$. The operators we consider are infinitesimal generators of symmetric stable L\'evy processes, whose L\'evy…
We study different maximum principles for non-local non-linear operators with non-standard growth that arise naturally in the context of fractional Orlicz-Sobolev spaces and whose most notable representative is the fractional $g-$Laplacian:…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
In this paper we derive a strong maximum principle for weak supersolutions of nonlocal equations of the form $Iu=c(x) u$ in $\Omega$, where $\Omega\subset \mathbb{R}^N$ is a domain, $c\in L^{\infty}(\Omega)$ and $I$ is an operator of the…
We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…
In this short article we show how the techniques presented in arXiv:1207.4469 can be extended to a variety of non continuous and multivariate processes. As examples, we prove uniqueness of the location of the maximum for spectrally positive…
We give a unified approach to strong maximum principles for a large class of nonlocal operators of the order $s\in(0,1)$, that includes the Dirichlet, the Neumann Restricted (or Regional) and the Neumann Semirestricted Laplacians.
Active scalars appear in many problems of fluid dynamics. The most common examples of active scalar equations are 2D Euler, Burgers, and 2D surface quasi-geostrophic equations. Many questions about regularity and properties of solutions of…
We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space-time white noise. Our method based on an approximation of the…
The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…