相关论文: Locally Feller processes and martingale local prob…
Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…
In this work we introduce a procedure to find localized structures with finite energy. We start dealing with global monopoles, and add a new contribution to the potential of the scalar fields, to balance the contribution of the angular…
Local solutions for variational and quasi-variational inequalities are usually the best type of solutions that could practically be obtained when in case of lack of convexity or else when available numerical techniques are too limited for…
We begin by proving a local existence result for a fractional Caputo nonlocal thermistor problem. Then, additional existence and continuation theorems are obtained, ensuring global existence of solutions.
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
This article surveys results that relate homogenisation problems for partial differential equations and convergence in the weak operator topology of a suitable choice of linear operators. More precisely, well-known notions like…
Limited resources motivate decomposing large-scale problems into smaller,``local" subsystems and stitching together the so-found solutions. We explore the physics underlying this approach and discuss the concept of ``local hardness", i.e.,…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…
We consider the finite element method on locally damaged meshes allowing for some distorted cells which are isolated from one another. In the case of the Poisson equation and piecewise linear Lagrange finite elements, we show that the usual…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We introduce a class of so called Markovian marginals, which gives a natural framework for constructing solutions to the quantum marginal problem. We consider a set of marginals that possess a certain internal quantum Markov chain…
We investigate existence and uniqueness of solutions for a class of nonlinear nonlocal problems involving the fractional $p$-Laplacian operator and singular nonlinearities.
The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely treated the case of the L\'{e}vy processes, and Marcus and Rosen…
The standard mixed finite element approximations of Hodge Laplace problems associated with the de Rham complex are based on proper discrete subcomplexes. As a consequence, the exterior derivatives, which are local operators, are computed…
We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…
We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of extended local integrability plays a key role. We then apply these…
Recently, great attention has been focused on the study of fractional and non-local operators of elliptic type, both for pure mathematical research and in view of concrete real-world applications. Our problem is related to the fractional…
Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…