相关论文: Boundary Behavior of Harmonic Functions for Trunca…
On a convex bounded open set, we prove that Poincar\'e-Sobolev constants for functions vanishing at the boundary can be bounded from below in terms of the norm of the distance function in a suitable Lebesgue space. This generalizes a result…
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…
In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another…
Using the Fundamental-Measure Density Functional Theory, we have studied theoretically the phase behavior of extremely confined mixtures of parallel hard squares in slit geometry. The pore width is chosen such that configurations consisting…
We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…
Let G(x,y) and G_D(x,y) be the Green functions of rotationally invariant symmetric \alpha-stable process in R^d and in an open set D respectively, where 0<\alpha < 2. The inequality G_D(x,y)G_D(y,z)/G_D(x,z) \le c(G(x,y)+G(y,z)) is a very…
Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…
The goal of this paper is to relax convexity assumption on some classical results in mean curvature flow. In the first half of the paper, we prove a generalized version of Hamilton's differential Harnack inequality which holds for mean…
We prove the $C^{2,\alpha}$ regularity of the free boundary in the Signorini problem with variable coefficients. We use a $C^{1,\alpha}$ boundary Harnack inequality in slit domain. The key method is to study a non-standard degenerate…
Let $u$ be a positive harmonic function in the unit ball $B_1 \subset \mathbb{R}^n$ and let $\mu$ be the boundary measure of $u$. Consider a point $x\in \partial B_1$ and let $n(x)$ denote the unit normal vector at $x$. Let $\alpha$ be a…
We prove a Fatou-type theorem and its converse for certain positive eigenfunctions of the Laplace-Beltrami operator $\mathcal{L}$ on a Harmonic $NA$ group. We show that a positive eigenfunction $u$ of $\mathcal{L}$ with eigenvalue…
In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…
The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0,2]$. This process has an infinitesimal generator…
What can be said about the domain $\Om$ in $\bR^n$ for which its Green's function $G(z)$ satisfies $G(z)\asymp \dist (z, \pd\Om)^\delta$? What can we say about $\Om$ if the Boundary Harnack Principle holds in the form $u/v=\text{real…
We prove forward and backward parabolic boundary Harnack principles for nonnegative solutions of the heat equation in the complements of thin parabolic Lipschitz sets given as subgraphs $E=\{(x,t): x_{n-1}\leq f(x'',t),x_n=0\}\subset…
We connect two recent advances in the stochastic analysis of nonequilibrium systems: the (loose) uncertainty principle for the currents, which states that statistical errors are bounded by thermodynamic dissipation; and the analysis of…
We investigate the parabolic Boundary Harnack Principle for both divergence and non-divergence type operators by the analytical methods we developed in the elliptic context. Besides the classical case, we deal with less regular space-time…
This paper considers a continuous time analogue of the classical autoregressive moving average processes, L\'evy-driven CARMA processes. First we describe limiting properties of the periodogram by means of the so-called truncated Fourier…
This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…
The existence of a smooth, nonnegative, compactly supported function with monotone (on the half-line) Fourier transform satisfying two-sided decay bounds is demonstrated.