We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $\alpha$ with drift and diffusion coefficients $b$, $\sigma$. When $\alpha \in (1,2)$, we investigate pathwise uniqueness for this equation. When $\alpha \in (0,1)$, we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $\alpha \in (0,1)$ or $\alpha \in (1,2)$ and on whether the driving stable process is symmetric or not. Our...

Several Liouville-type theorems are presented for stable solutions of the equation $-\Delta u=f\left(u\right)$ in ${ℝ}^N$, where $f>0$ is a general convex, nondecreasing function. Extensions to solutions which are merely stable outside a compact set are discussed.

We consider the random recursion $X{ₙ}^x=MₙX_{n-1}^x+Qₙ+Nₙ\left(X_{n-1}^x\right)$, where x ∈ ℝ and (Mₙ,Qₙ,Nₙ) are i.i.d., Qₙ has a heavy tail with exponent α > 0, the tail of Mₙ is lighter and $Nₙ\left(X_{n-1}^x\right)$ is smaller at infinity, than $MₙX_{n-1}^x$. Using the asymptotics of the stationary solutions we show that properly normalized Birkhoff sums $S{ₙ}^x={\sum }_{k=0}^n{X}_k^x$ converge weakly to an α-stable law for α ∈ (0,2]. The related local limit theorem is also proved.

Given a compact manifold $N^n\subset {ℝ}^{\nu }$ and real numbers $s\ge 1$ and $1\le p\<\infty$, we prove that the class $C^{\infty }({\overline{Q}}^m;N^n)$ of smooth maps on the cube with values into $N^n$ is strongly dense in the fractional Sobolev space $W^{s,p}(Q^m;N^n)$ when $N^n$ is $\lfloor sp\rfloor$ simply connected. For $sp$ integer, we prove weak sequential density of $C^{\infty }({\overline{Q}}^m;N^n)$ when $N^n$ is $sp-1$ simply connected. The proofs are based on the existence of a retraction of ${ℝ}^{\nu }$ onto $N^n$ except for a small subset of $N^n$ and on a pointwise estimate of fractional derivatives of composition of maps in $W^{s,p}\cap W^{1,sp}$.

Our aim is to establish Sobolev type inequalities for fractional maximal functions $M_{ℍ,\nu }f$ and Riesz potentials $I_{ℍ,\alpha }f$ in weighted Morrey spaces of variable exponent on the half space $ℍ$. We also obtain Sobolev type inequalities for a $C^1$ function on $ℍ$. As an application, we obtain Sobolev type inequality for double phase functionals with variable exponents $\Phi (x,t)=t^{p\left(x\right)}+{\left(b\left(x\right)t\right)}^{q\left(x\right)}$, where $p(·)$ and $q(·)$ satisfy log-Hölder conditions, $p\left(x\right)<q\left(x\right)$ for $x\in ℍ$, and $b(·)$ is nonnegative and Hölder continuous of order $\theta \in (0,1]$.

We collect and extend results on the limit of ${\sigma }^{1-k}{(1-\sigma )}^k{\left|v\right|}_{l+\sigma ,p,\Omega }^p$ as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and ${\left|·\right|}_{l+\sigma ,p,\Omega }$ is the intrinsic seminorm of order l+σ in the Sobolev space $W^{l+\sigma ,p}\left(\Omega \right)$. In general, the above limit is equal to $c{\left[v\right]}^p$, where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.

We prove a Sobolev and a Morrey type inequality involving the mean curvature and the tangential gradient with respect to the level sets of the function that appears in the inequalities. Then, as an application, we establish a priori estimates for semistable solutions of $–{\Delta }_{p}u=g\left(u\right)$ in a smooth bounded domain $\Omega \subset {ℝ}^n$. In particular, we obtain new $L^r$ and $W^{1,r}$ bounds for the extremal solution $u^{☆}$ when the domain is strictly convex. More precisely, we prove that $u^{☆}\in L^{\infty }\left(\Omega \right)$ if $n\le p+2$ and $u^{☆}\in L^{\frac{np}{n-p-2}}\left(\Omega \right)\cap W_0^{1,p}\left(\Omega \right)$ if $n>p+2$.

The estimate ${∥D^{k-1}u∥}_{L^{n/(n-1)}}\le {∥A\left(D\right)u∥}_{L^1}$ is shown to hold if and only if $A\left(D\right)$ is elliptic and canceling. Here $A\left(D\right)$ is a homogeneous linear differential operator $A\left(D\right)$ of order $k$ on ${ℝ}^n$ from a vector space $V$ to a vector space $E$. The operator $A\left(D\right)$ is defined to be canceling if ${\bigcap }_{\xi \in {ℝ}^n\setminus \left\{0\right\}}A\left(\xi \right)\left[V\right]=\left\{0\right\}$. This result implies in particular the classical Gagliardo–Nirenberg–Sobolev inequality, the Korn–Sobolev inequality and Hodge–Sobolev estimates for differential forms due to J. Bourgain and H. Brezis. In the proof, the class of cocanceling homogeneous...

For lower-semicontinuous and convex stochastic processes $Z_n$ and nonnegative random variables ${ϵ}_n$ we investigate the pertaining random sets $A(Z_n,{ϵ}_n)$ of all ${ϵ}_n$-approximating minimizers of $Z_n$. It is shown that, if the finite dimensional distributions of the $Z_n$ converge to some $Z$ and if the ${ϵ}_n$ converge in probability to some constant $c$, then the $A(Z_n,{ϵ}_n)$ converge in distribution to $A(Z,c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

For α ∈ (1,2) we consider the equation ${\partial }_{t}u={\Delta }^{\alpha /2}u+b·\nabla u$, where b is a time-independent, divergence-free singular vector field of the Morrey class $M{₁}^{1-\alpha }$. We show that if the Morrey norm ${\left|\right|b\left|\right|}_{M{₁}^{1-\alpha }}$ is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

We consider the spatial $𝛬$-Fleming–Viot process model ( (2010) 162–216) for frequencies of genetic types in a population living in ${ℝ}^d$, in the special case in which there are just two types of individuals, labelled $0$ and $1$. At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$. We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the...

We introduce function spaces $B^{p,\lambda }$ with Morrey-Campanato norms, which unify $B^{p,\lambda }$, $CM{O}^{p,\lambda }$ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator $I_{\alpha }$ on these spaces.

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in ${ℝ}^d$ driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process $Y$ (i.e. $Y=W\circ T$, where $T$ is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process $W$) and of an arbitrary Lévy process independent of $Y$, that the drift coefficient is continuous...

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

For a function $f\in L_{loc}^p\left(ℝⁿ\right)$ the notion of p-mean variation of order 1, ${₁}^p(f,ℝⁿ)$ is defined. It generalizes the concept of F. Riesz variation of functions on the real line ℝ¹ to ℝⁿ, n > 1. The characterisation of the Sobolev space $W^{1,p}\left(ℝⁿ\right)$ in terms of ${₁}^p(f,ℝⁿ)$ is directly related to the characterisation of $W^{1,p}\left(ℝⁿ\right)$ by Lipschitz type pointwise inequalities of Bojarski, Hajłasz and Strzelecki and to the Bourgain-Brezis-Mironescu approach.

Given a two-dimensional fractional multiplicative process ${\left(F_t\right)}_{t\in [0,1]}$ determined by two Hurst exponents $H_1$ and $H_2$, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of $[0,1]$ by $F$ if and only if $H_1=H_2$.

We consider a double analytic family of fractional integrals $S_z^{\gamma ,\alpha }$ along the curve ${t\mapsto \left|t\right|}^{\alpha }$, introduced for α = 2 by L. Grafakos in 1993 and defined by $\left(S_z^{\gamma ,\alpha }f\right)(x₁,x₂):=1/\Gamma (z+1/2){\int \int |u-1|}^z\psi (u-1){f(x₁-t,x₂-u|t|}^{\alpha }{\left)du\right|t|}^{\gamma }dt/t$, where ψ is a bump function on ℝ supported near the origin, $f{\in }_c^{\infty }\left(ℝ²\right)$, z,γ ∈ ℂ, Re γ ≥ 0, α ∈ ℝ, α ≥ 2. We determine the set of all (1/p,1/q,Re z) such that $S_z^{\gamma ,\alpha }$ maps $L^p\left(ℝ²\right)$ to $L^q\left(ℝ²\right)$ boundedly. Our proof is based on product-type kernel arguments. More precisely, we prove that the kernel $K_{-1+i\theta }^{i\varrho ,\alpha }$ is a product kernel on ℝ², adapted to the curve ${t\mapsto \left|t\right|}^{\alpha }$; as a consequence, we show...

We study the Taylor towers of the nth symmetric and exterior power functors, Spⁿ and Λⁿ. We obtain a description of the layers of the Taylor towers, $D_{k}Spⁿ$ and $D_k\Lambda ⁿ$, in terms of the first terms in the Taylor towers of $S{p}^t$ and ${\Lambda }^t$ for t < n. The homology of these first terms is related to the stable derived functors (in the sense of Dold and Puppe) of $S{p}^t$ and ${\Lambda }^t$. We use stable derived functor calculations of Dold and Puppe to determine the lowest nontrivial homology groups for $D_{k}Spⁿ$ and $D_k\Lambda ⁿ$.

We consider a family of nonlinear stochastic heat equations of the form ${\partial }_{t}u=ℒu+\sigma \left(u\right)\dot{W}$, where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$, and $\sigma$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_0$. Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $ℒf=c{f}^{\text{'}\text{'}}$ for some $cgt;0$, we prove that if $u_0$ is a finite measure of compact support, then the...