Stochastic functional differential equations on manifolds

In this paper, we study stochastic functional differential equations (sfde's) whose solutions are constrained to live on a smooth compact Riemannian manifold. We prove the existence and uniqueness of solutions to such sfde's. We consider examples of geometrical sfde's and establish the smooth dependence of the solution on finite-dimensional parameters. Received: 6 July 1999 / Revised version: 19 April 2000 /?Published online: 14 June 2001     

On linear, degenerate backward stochastic partial differential equations

In this paper we study the well-posedness and regularity of the adapted solutions to a class of linear, degenerate backward stochastic partial differential equations (BSPDE, for short). We establish new a priori estimates for the adapted solutions to BSPDEs in a general setting, based on which the existence, uniqueness, and regularity of adapted solutions are obtained. Also, we prove some comparison theorems and discuss their possible applications in mathematical finance. Received: 24 September 1997 / Revised version: 3 June 1998     

Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces

In the present paper we consider the transition semigroup P _t related to some stochastic reaction-diffusion equations with the nonlinear term f having polynomial growth and satisfying some dissipativity conditions. We are proving that it has a regularizing effect in the Banach space of continuous functions , where ⊂ℝ ^d is a bounded open set. In L ²() the only result proved is the strong Feller property, for d=1. Here we are able to prove that if f∈C ^∞(ℝ) and d≤3, then for any and t>0. An important application is to the study of the ergodic properties of the system. These results are also of interest for some problem in stochastic control. Received: 20 August 1997 / Revised version: 27 May 1998     

Generalized BSDEs and nonlinear Neumann boundary value problems

Summary. We study a new class of backward stochastic differential equations, which involves the integral with respect to a continuous increasing process. This allows us to give a probabilistic formula for solutions of semilinear partial differential equations with Neumann boundary condition, where the boundary condition itself is nonlinear. We consider both parabolic and elliptic equations. Received: 27 September 1996 / In revised form: 1 December 1997     

On the existence of positive solutions for semilinear elliptic equations with singular lower order coefficients and Dirichlet boundary conditions

We give sufficient conditions for the existence of positive solutions to some semilinear elliptic equations in bounded domains with Dirichlet boundary conditions. We impose mild conditions on the domains and lower order (nonlinear) coefficients of the equations in that the bounded domains are only required to satisfy an exterior cone condition and we allow the coefficients to have singularities controlled by Kato class functions. Our approach uses an implicit probabilistic representation, Schauder's fixed point theorem, and new a priori estimates for solutions of the corresponding linear elliptic equations. In the course of deriving these a priori estimates we show that the Green functions for operators of the form on D are comparable when one modifies the drift term b on a compact subset of D. This generalizes a previous result of Ancona [2], obtained under an condition on b, to a Kato condition on . Received: 21 April 1998 / in final form 26 March 1999     

Existence of global stochastic flow and attractors for Navier–Stokes equations

For 2-D stochastic Navier-Stokes equations on the torus with multiplicative noise we construct a perfect cocycle and show the existence of global random compact attractors. The equations considered do not admit a pathwise method of solution. Received: 9 June 1998 / Revised version: 17 December 1998     

Invariant measures for semilinear SPDE’s with local Lipschitz drift coefficients and applications

We study existence and a priori estimates of invariant measures μ for SPDE with local Lipschitz drift coefficients. Furthermore, we discuss the corresponding parabolic Cauchy-problem in L ¹(μ). Particular emphasis will be put on stochastic reaction diffusion equations.      

Interacting Fisher–Wright diffusions in a catalytic medium

We study the longtime behaviour of interacting systems in a randomly fluctuating (space–time) medium and focus on models from population genetics. There are two prototypes of spatial models in population genetics: spatial branching processes and interacting Fisher–Wright diffusions. Quite a bit is known on spatial branching processes where the local branching rate is proportional to a random environment (catalytic medium). Here we introduce a model of interacting Fisher–Wright diffusions where the local resampling rate (or genetic drift) is proportional to a catalytic medium. For a particular choice of the medium, we investigate the longtime behaviour in the case of nearest neighbour migration on the d-dimensional lattice. While in classical homogeneous systems the longtime behaviour exhibits a dichotomy along the transience/recurrence properties of the migration, now a more complicated behaviour arises. It turns out that resampling models in catalytic media show phenomena that are new even compared with branching in catalytic medium. Received: 15 November 1999 / Revised version: 16 June 2000 / Published online: 6 April 2001     

Martin–Kuramochi boundary and reflecting symmetric diffusion

In this paper, we will give sufficient conditions for the existence of the reflecting diffusion process on a locally compact space. In constructing reflecting diffusion process, we consider the corresponding Martin–Kuramochi boundary as the reflecting barrier and introduce the notion of strong (ℰ, u)-Caccioppoli set. Our method covers reflecting diffusion processes with diffusion coefficient degenerating on the boundary. Received: 23 June 1997 / Revised version: 28 September 1991/ Published online: 14 June 2000     

A degree theoretic approach for multiple solutions of constant sign for nonlinear elliptic equations

We consider nonlinear elliptic equations driven by the p-Laplacian differential operator. Using degree theoretic arguments based on the degree map for operators of type (S)₊ , we prove theorems on the existence of multiple nontrivial solutions of constant sign.     

A priori estimates, existence and non-existence of positive solutions of generalized mean curvature equations

This paper concerns a priori estimates and existence of solutions of generalized mean curvature equations with Dirichlet boundary value conditions in smooth domains. Using the blow-up method with the Liouville-type theorem of the p laplacian equation, we obtain a priori bounds and the estimates of interior gradient for all solutions. The existence of positive solutions is derived by the topological method. We also consider the non-existence of solutions by Pohozaev identities.     

Asymmetric positive solutions for a symmetric nonlinear problem in {\mathbb R}^N

We study a symmetric semilinear elliptic problem in all and we prove existence of an asymmetric positive solution by using variational arguments. The corresponding problem in dimension N=2, which provides the motivation of this work, arises in Nonlinear Optics from the study of the behaviour of optical cylindrical waveguides. Received September 28, 1999/ Accepted January 14, 2000 / Published online June 28, 2000     

Nonexistence of positive weak solutions of elliptic inequalities

In this paper we give sufficient conditions for the nonexistence of positive entire weak solutions of coercive and anticoercive elliptic inequalities, both of the p$p$-Laplacian and of the mean curvature type, depending also on u$u$ and x$x$ inside the divergence term, while a gradient factor is included on the right-hand side. In particular, to prove our theorems we use a technique developed by Mitidieri and Pohozaev in [E. Mitidieri, S.I. Pohozaev, A priori estimates and the absence of solutions of nonlinear partial differential equations and inequalities, Proc. Steklov Inst. Math., 234 (2001) 1–362], which relies on the method of test functions without using comparison and maximum principles. Their approach is essentially based first on a priori estimates and on the derivation of an asymptotics for the a priori estimate. Finally nonexistence of a solution is proved by contradiction.     

Weighted norm inequalities,off-diagonal estimates and elliptic operators Part II: Off-diagonal estimates on spaces of homogeneous type

This is the second part of a series of four articles on weighted norm inequalities, off-diagonal estimates and elliptic operators. We consider a substitute to the notion of pointwise bounds for kernels of operators which usually is a measure of decay. This substitute is that of off-diagonal estimates expressed in terms of local and scale invariant L^p − L^q estimates. We propose a definition in spaces of homogeneous type that is stable under composition. It is particularly well suited to semigroups. We study the case of semigroups generated by elliptic operators. This work was partially supported by the European Union (IHP Network “Harmonic Analysis and Related Problems” 2002-2006, Contract HPRN-CT-2001-00273-HARP). The second author was also supported by MEC “Programa Ramón y Cajal, 2005” and by MEC Grant MTM2004-00678.     

Stopping games with randomized strategies

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In constrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct ε-optimal strategies. Received: 10 May 1999 / Revised version: 18 May 2000 / Published online: 15 February 2001     

Maximal dissipativity of Kolmogorov operators with Cahn-Hilliard type drift term

We prove the existence of invariant measures μ for Kolmogorov operators LF associated with semilinear stochastic partial differential equations with Cahn-Hilliard type drift term. Based on gradient estimates on the pseudo-resolvent associated with LF and a priori estimates for the moments of μ we prove maximal dissipativity of LF in the space L¹(μ).     

Multiple vortices for a self-dual CP(1) Maxwell-Chern-Simons model

We prove the existence of at least two doubly periodic vortex solutions for a self-dual CP(1) Maxwell-Chern-Simons model. To this end we analyze a system of two elliptic equations with exponential nonlinearities. Such a system is shown to be equivalent to a fourth-order elliptic equation admitting a variational structure. Tonia Ricciardi: Partially supported by the MIUR National Project Variational Methods and Nonlinear Differential Equations     

Elliptic equations for invariant measures on Riemannian manifolds: existence and regularity of solutions

We obtain sufficient conditions in terms of Lyapunov functions for the existence of invariant measures for diffusions on finite dimensional manifolds and prove some global regularity results for such measures. These results are extended to countable products of finite dimensional manifolds. A new concept of weak elliptic equations for measures on infinite dimensional manifolds is introduced. As an application, we obtain some a priori estimates for Gibbs measures on countable products of manifolds and prove a new existence result for such measures.     

A priori estimates for the scalar curvature equation on <Emphasis Type="Italic">S</Emphasis><Superscript>3</Superscript>

We obtain a priori estimates for solutions to the prescribed scalar curvature equation on S ³. The usual non-degeneracy assumption on the curvature function is replaced by a new condition, which is necessary and sufficient for the existence of a priori estimates, when the curvature function is a positive Morse function.