相关论文: Maximum principles for nonlocal parabolic Waldenfe…
In this article we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master…
A nonlinear fourth-order parabolic equation in one space dimension with periodic boundary conditions is studied. This equation arises in the context of fluctuations of a stationary nonequilibrium interface and in the modeling of quantum…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
We consider the problem of estimating the parameters of a non-stationary Hawkes process with time-dependent reproduction rate and baseline intensity. Our approach relies on the standard maximum likelihood estimator (MLE), coinciding with…
In this paper we state some sharp maximum principle, i.e. we characterize the geometry of the sets of minima for supersolutions of equations involving the $k$-\emph{th fractional truncated Laplacian} or the $k$-\emph{th fractional…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…
The Lindbladian formalism models open quantum systems using a 'bottom-up' approach, deriving linear dynamics from system-environment interactions. We present a 'top-down' approach starting with phenomenological constraints, focusing on…
In this paper, we prove the existence of non-negative solutions for a non-local higher order degenerate parabolic equation arising in the modeling of hydraulic fractures. The equation is similar to the well-known thin film equation, but the…
The strong maximum principle is proved to hold for weak (in the sense of support functions) sub- and super-solutions to a class of quasi-linear elliptic equations that includes the mean curvature equation for $C^0$ spacelike hypersurfaces…
Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…
This paper is devoted to a global stochastic maximum principle for conditional mean-field forward-backward stochastic differential equations (FBSDEs, for short) with regime switching. The control domain is unnecessarily convex and the…
L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…
We study the Cauchy problem for non-linear non-local operators that may be degenerate. Our general framework includes cases where the jump intensity is allowed to depend on the values of the solution itself, e.g. the porous medium equation…
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…
We define a suitable class $\mathcal{PDG}$ of functions bearing unbalanced energy estimates, that are embodied by local weak subsolutions to doubly nonlinear, double-phase, Orlicz-type and fully anisotropic operators. Yet we prove that…
In this paper we establish a weak and a strong law of large numbers for supercritical superprocesses with general non-local branching mechanisms. Our results complement earlier results obtained for superprocesses with only local branching.…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…
The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…