相关论文: Heat kernel of supercritical SDEs with unbounded d…

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

A semilinear heat equation $u_{t}=\Delta u+f(u)$ with nonnegative initial data in a subset of $L^{1}(\Omega)$ is considered under the assumption that $f$ is nonnegative and nondecreasing and $\Omega\subseteq \R^{n}$. A simple technique for…

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

We establish precise upper and lower bounds for the subelliptic heat kernel on nilpotent Lie groups $G$ of H-type. Specifically, we show that there exist positive constants $C_1$, $C_2$ and a polynomial correction function $Q_t$ on $G$ such…

We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +\sigma(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a…

In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…

In this work we consider the SDE \begin{equation} \text{d} X_t = b (t, X_t) \text{d} t + \sqrt{2} \text{d} B_t, \label{mainSDE} \end{equation} in dimension $d \geqslant 2$, where $B$ is a Brownian motion and $b : \mathbb{R}_+ \rightarrow…

Consider long-range Bernoulli percolation on $\mathbb{Z}^d$ in which we connect each pair of distinct points $x$ and $y$ by an edge with probability $1-\exp(-\beta\|x-y\|^{-d-\alpha})$, where $\alpha>0$ is fixed and $\beta\geq 0$ is a…

We prove the logarithmic convexity of certain quantities, which measure the quadratic exponential decay at infinity and within two characteristic hyperplanes of solutions of Schr\"odinger evolutions. As a consequence we obtain some…

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

In this paper, we are interested in the following one dimensional forward stochastic differential equation (SDE) \[ d X_{t}=b(t,X_{t},\omega)d t +\sigma d B_{t},\quad 0\leq t\leq T,\quad X_{0}=\,x\in \mathbb{R}, \] where the driving noise…

In this paper we solve a selection problem for multidimensional SDE $d X^\varepsilon(t)=a(X^\varepsilon(t)) d t+\varepsilon \sigma(X^\varepsilon(t))\, d W(t)$, where the drift and diffusion are locally Lipschitz continuous outside of a…

Let $(X,g)$ be a product cone with the metric $g=dr^2+r^2h$, where $X=C(Y)=(0,\infty)_r\times Y$ and the cross section $Y$ is a $(n-1)$-dimensional closed Riemannian manifold $(Y,h)$. We study the upper boundedness of heat kernel associated…

We consider weak solutions to the incompressible Euler equations. It is shown that energy conservation holds in any Onsager critical class in which smooth functions are dense. The argument is independent of the specific critical regularity…

In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…

Let $\Delta$ be the Laplace--Beltrami operator acting on a non-doubling manifold with two ends $\mathbb R^m \sharp \mathcal R^n$ with $m > n \ge 3$. Let $\frak{h}_t(x,y)$ be the kernels of the semigroup $e^{-t\Delta}$ generated by $\Delta$.…

We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…

Given any $d$-dimensional Lipschitz Riemannian manifold $(M,g)$ with heat kernel $\mathsf{p}$, we establish uniform upper bounds on $\mathsf{p}$ which can always be decoupled in space and time. More precisely, we prove the existence of a…

We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $\R^d$ having a bounded and $\beta$-H\"older continuous drift term. We assume $\beta > 1 -…

Let $d \ge 2$. In this paper, we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dS_{t}+b(s+t, X_{t})dt, \quad X_{0}=x, \] where $(s,x)\in \mathbb{R}_+ \times \mathbb{R}^{d}$ is the initial starting…