Transition density estimates for jump Lévy processes

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy-Khinchin exponent.     

Green function estimates for relativistic stable processes in half-space-like open sets

In this paper, we establish sharp two-sided estimates for the Green functions of relativistic stable processes (i.e. Green functions for non-local operators m−(m^2/α−Δ)^α/2) in half-space-like C^1,1 open sets. The estimates are uniform in m∈(0,M] for each fixed M∈(0,∞). When m↓0, our estimates reduce to the sharp Green function estimates for −(−Δ)^α/2 in such kind of open sets that were obtained recently in Chen and Tokle [12]. As a tool for proving our Green function estimates, we show that a boundary Harnack principle for X^m, which is uniform for all m∈(0,∞), holds for a large class of non-smooth open sets.     

Time-dependent diffusion operators on <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>

We study the Cauchy problem for time-dependent diffusion operators with singular coefficients on L¹-spaces induced by infinitesimal invariant measures. We give sufficient conditions on the coefficients such that the Cauchy-Problem is well-posed. We construct associated diffusion processes with the help of the theory of generalized Dirichlet forms. We apply our results in particular to construct a large class of Nelson-diffusions that could not been constructed before.     

Analysis of jump processes with nondegenerate jumping kernels

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass–Levin (2002) [3] and Bogdan–Sztonyk (2005) [6] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions.     

A note on the implicit function theorem for quasi-linear eigenvalue problems

We consider the quasi-linear eigenvalue problem −Δ_pu=λg(u) subject to Dirichlet boundary conditions on a bounded open set Ω, where g is a locally Lipschitz continuous function. Imposing no further conditions on Ω or g, we show that for λ near zero the problem has a bounded solution which is unique in the class of all small solutions. Moreover, this curve of solutions parameterized by λ depends continuously on the parameter.     

Potential theory of subordinate Brownian motions with Gaussian components

In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C^1,1$C^{1,1}$ open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C^1,1$C^{1,1}$ open set D$D$ and identify the Martin boundary of D$D$ with respect to the subordinate Brownian motion with the Euclidean boundary.     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions

We extend to infinite dimensions an explicit formula of Chill, Fašangová, Metafune, and Pallara for the optimal angle of analyticity of analytic Ornstein-Uhlenbeck semigroups. The main ingredient is an abstract representation of the Ornstein-Uhlenbeck operator in divergence form. The authors are supported by the ‘VIDI subsidie’ 639.032.201 of the Netherlands Organization for Scientific Research (NWO) and by the Research Training Network HPRN-CT-2002-00281. Received: 28 June 2006 Revised: 5 January 2007     

New beams of global bifurcation points for a reaction-diffusion system with inequalities or inclusions

We consider a reaction-diffusion system of activator-inhibitor or substrate-depletion type which is subject to diffusion-driven instability. We show that an obstacle (e.g. a unilateral membrane) modeled either in terms of inequalities or of inclusions, introduces whole beams of new global bifurcation points of spatially non-homogeneous stationary solutions which lie in parameter domains which are excluded as bifurcation points for the problem without the obstacle.     

On the mean oscillation of the Hessian of solutions to the Monge-Ampère equation

We give interior a priori estimates for the mean oscillation of second derivatives of solutions to the Monge-Ampère equation detD²u=f(x) with zero boundary values, where f(x) is a non-Dini continuous function. If the modulus of continuity of f(x) is φ(r) such that limr→0φ(r)log(1/r)=0, then D²u∈VMO.     

Weak convergence of censored and reflected stable processes

It is shown that if a sequence of open n$n$-sets _Dk$D_k$ increases to an open n$n$-set D$D$ then reflected stable processes in _Dk$D_k$ converge weakly to the reflected stable process in D$D$ for every starting point x$x$ in D$D$. The same result holds for censored α$\alpha$-stable processes for every x$x$ in D$D$ if D$D$ and _Dk$D_k$ satisfy the uniform Hardy inequality. Using the method in the proof of the above results, we also prove the weak convergence of reflected Brownian motions in unbounded domains.     

Elliptic systems with measurable coefficients of the type of Lamé system in three dimensions

We study the 3×3 elliptic systems ∇(a(x)∇×u)−∇(b(x)∇⋅u)=f, where the coefficients a(x) and b(x) are positive scalar functions that are measurable and bounded away from zero and infinity. We prove that weak solutions of the above system are Hölder continuous under some minimal conditions on the inhomogeneous term f. We also present some applications and discuss several related topics including estimates of the Green?s functions and the heat kernels of the above systems.     

About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains

We construct and analyze in a very general way time inhomogeneous (possibly also degenerate or reflected) diffusions in monotonely moving domains E⊂R×R^d, i.e. if E_t?{x∈R^d|(t,x)∈E}, t∈R, then either E_s⊂E_t, ∀s?t, or E_s⊃E_t, ∀s?t, s,t∈R. Our major tool is a further developed L²(E,m)-analysis with well chosen reference measure m. Among few examples of completely different kinds, such as e.g. singular diffusions with reflection on moving Lipschitz domains in R^d, non-conservative and exponential time scale diffusions, degenerate time inhomogeneous diffusions, we present an application to what we name skew Bessel process on γ. Here γ is either a monotonic function or a continuous Sobolev function. These diffusions form a natural generalization of the classical Bessel processes and skew Brownian motions, where the local time refers to the constant function γ≡0.     

Compact almost automorphic solutions to integral equations with infinite delay

Given a∈L¹(R) and the generator A of an L¹-integrable resolvent family of linear bounded operators defined on a Banach space X, we prove the existence of compact almost automorphic solutions of the semilinear integral equation for each f:R×X→X compact almost automorphic in t, for each x∈X, and satisfying Lipschitz and Hölder type conditions. In the scalar linear case, we prove that a∈L¹(R) positive, nonincreasing and log-convex is sufficient to obtain the existence of compact almost automorphic solutions.