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A new proof of Kellerer’s theorem

Francis Hirsch, Bernard Roynette (2012)

ESAIM: Probability and Statistics

In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.

A new proof of Kellerer’s theorem

Francis Hirsch, Bernard Roynette (2012)

ESAIM: Probability and Statistics

In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.

A nonlinear parabolic problem on a Riemannian manifold without boundary arising in climatology.

J. I. Díaz, L. Tello (1999)

Collectanea Mathematica

We present some results on the mathematical treatment of a global two-dimensional diffusive climate model. The model is based on a long time averaged energy balance and leads to a nonlinear parabolic equation for the averaged surface temperature. The spatial domain is a compact two-dimensional Riemannian manifold without boundary simulating the Earth. We prove the existence of bounded weak solutions via a fixed point argument. Although, the uniqueness of solutions may fail, in general, we give a...

A nonlocal coagulation-fragmentation model

Mirosław Lachowicz, Dariusz Wrzosek (2000)

Applicationes Mathematicae

A new nonlocal discrete model of cluster coagulation and fragmentation is proposed. In the model the spatial structure of the processes is taken into account: the clusters may coalesce at a distance between their centers and may diffuse in the physical space Ω. The model is expressed in terms of an infinite system of integro-differential bilinear equations. We prove that some results known in the spatially homogeneous case can be extended to the nonlocal model. In contrast to the corresponding local...

A note of uniqueness on the Cauchy problem for Schrödinger or heat equations with degenerate elliptic principal parts

Hideki Takuwa (2004)

Bollettino dell'Unione Matematica Italiana

We study the local uniqueness in the Cauchy problem for Schrödinger or heat equations whose principal parts are nonnegative. We show the compact uniqueness under a weak form of pseudo convexity. This makes up for the known results under the conormal pseudo convexity given by Tataru, Hörmander, Robbiano- Zuily and L. T'Joen. Our method is based on a kind of integral transform and a weak form of Carleman estimate for degenerate elliptic operators.

A note on nonhomogeneous initial and boundary conditions in parabolic problems solved by the Rothe method

Karel Rektorys, Marie Ludvíková (1980)

Aplikace matematiky

When solving parabolic problems by the so-called Rothe method (see K. Rektorys, Czech. Math. J. 21 (96), 1971, 318-330 and other authors), some difficulties of theoretical nature are encountered in the case of nonhomogeneous initial and boundary conditions. As a rule, these difficulties lead to rather unnatural additional conditions imposed on the corresponding bilinear form and the initial and boundary functions. In the present paper, it is shown how to remove such additional assumptions in the...

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