相关论文: Lower bounds for the density of locally elliptic I…

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…

We settle the issue of well-posedness for the Dirichlet problem for a higher order elliptic system ${\mathcal L}(x,D_x)$ with complex-valued, bounded, measurable coefficients in a Lipschitz domain $\Omega$, with boundary data in Besov…

We establish a general principle that any lower bound on the non-vanishing of central $L$-values obtained through studying the one-level density of low-lying zeros can be refined to show that most such $L$-values have the typical size…

We prove a tight lower bound (up to constant factors) on the sample complexity of any non-interactive local differentially private protocol for optimizing a linear function over the simplex. This lower bound also implies a tight lower bound…

Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…

We establish sufficient conditions for the local boundedness of weak solutions to a broad class of nonlinear elliptic equations in divergence form, under unbalanced growth conditions on the stress field. Our analysis is carried out in a…

Let $E$ be an elliptic curve over the rationals which does not have complex multiplication. Serre showed that the adelic representation attached to $E/\mathbb{Q}$ has open image, and in particular there is a minimal natural number $C_E$…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

Estimates on the asymptotic behaviour of solution to linear integro-differential equations are fundamental in understanding the dynamics occuring in many nonlocal evolution problems. They are usually derived by using precise decay estimates…

We analyze the local elliptic regularity of weak solutions to the Dirichlet problem associated with the fractional Laplacian $(-\Delta)^s$ on an arbitrary bounded open set $\Omega\subset\mathbb{R}^N$. For $1<p<2$, we obtain regularity in…

We prove that the law of the minimum $m:=\min_{t\in[0,1]} \xi(t)$ of the solution $\xi$ to a one-dimensional ODE with good nonlinearity has continuous density with respect to the Lebesgue measure. As a byproduct of the procedure, we show…

In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…

For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the…

We introduce a closed-form expansion for the transition density of elliptic and hypo-elliptic multivariate Stochastic Differential Equations (SDEs), over a period $\Delta\in (0,1)$, in terms of powers of $\Delta^{j/2}$, $j\ge 0$. Our…

An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…

Under the Riemann Hypothesis for Dirichlet L-functions, we improve on the error term in a smoothed version of an estimate for the density of elliptic curves with square-free $\Delta=D/16$, where D is the discriminant, by T.D. Browning and…

We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…

The aim of this paper is to study the laws of the exponential functionals of the processes $X$ with independent increments, namely $$I_t= \int _0^t\exp(-X_s)ds, \,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ Under…

Lieb and Oxford (1981) derived rigorous lower bounds, in the form of local functionals of the electron density, on the indirect part of the Coulomb repulsion energy. The greatest lower bound for a given electron number N depends…

The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…