6 papers
On the Schauder Estimates for Non-local Equations with Drift: The Supercritical Case
Yanfang Li, Guohuan Zhao
We establish a Schauder estimate for a nonlocal Cauchy problem with drift. The leading operator is the generator of a non-degenerate -stable process with , and the dr…
Stein's Method for Convergence Rates of Invariant Measures in the Nonlocal-to-Local Limit
Mingyan Wu, Guohuan Zhao
We utilize Stein's method to establish quantitative bounds on the total variation distance between the invariant measure of a drifted nonlocal Markov operator and that of its local…
SDEs with critical time dependent drifts: strong solutions
Michael Röckner, Guohuan Zhao
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equ…
Non-local operators with low singularity kernels: regularity estimates and martingale problem
Eryan Hu, Guohuan Zhao
We consider the linear non-local operator denoted by \[ \mathcal{L} u (x) = \int_{\mathbb{R}^d} \left(u(x+z)-u(x)\right) a(x,z)J(z)\,d z. \] Here is bounded…
Stochastic Lagrangian Flows for SDEs with rough coefficients
Guohuan Zhao
We prove the existence and uniqueness of Stochastic Lagrangian Flows and almost everywhere Stochastic Flows for non-degenearted SDEs with rough coefficients. As an application of o…
Dirichlet heat kernel estimates for rectilinear stable processes
Zhen-Qing Chen, Eryan Hu, Guohuan Zhao
Let , , and be the rectilinear -stable process on . We first present a geometric characterization of an open subset $D\subset \mathbb{R…