Enrico Priola
A Sharp Liouville Theorem for Elliptic Operators.
Wed, 02/17/2010 - 16:01 — SomNambulAuthors: Feng-Yu Wang, Enrico Priola
Subjects: Analysis of PDEs
AbstractWe introduce a new condition on elliptic operators $L= {1/2}\triangle + b
\cdot \nabla $ which ensures the validity of the Liouville property for bounded
solutions to $Lu=0$ on $\R^d$. Such condition is sharp when $d=1$. We extend
our Liouville theorem to more general second order operators in non-divergence
form assuming a Cordes type condition.Uniqueness in Law for Stochastic Boundary Value Problems.
Fri, 10/16/2009 - 17:25 — SomNambulAuthors: Anna Capietto, Enrico Priola
Subjects: Classical Analysis and ODEs
AbstractWe study existence and uniqueness of solutions for second order ordinary
stochastic differential equations with Dirichlet boundary conditions on a given
interval. In the first part of the paper we provide sufficient conditions to
ensure pathwise uniqueness, extending some known results. In the second part we
show sufficient conditions to have the weaker concept of uniqueness in law and
provide a significant example. Such conditions involve a linearized equation
and are of different type with respect to the ones which are usually imposed to
study pathwise uniqueness.Uniqueness in Law for Stochastic Boundary Value Problems.
Fri, 10/16/2009 - 17:25 — SomNambulAuthors: Anna Capietto, Enrico Priola
Subjects: Classical Analysis and ODEs
AbstractWe study existence and uniqueness of solutions for second order ordinary
stochastic differential equations with Dirichlet boundary conditions on a given
interval. In the first part of the paper we provide sufficient conditions to
ensure pathwise uniqueness, extending some known results. In the second part we
show sufficient conditions to have the weaker concept of uniqueness in law and
provide a significant example. Such conditions involve a linearized equation
and are of different type with respect to the ones which are usually imposed to
study pathwise uniqueness.
User login
