5 papers · 1 filter
Regularization of the superposition principle: Potential theory meets Fokker-Planck equations
Lucian Beznea, Iulian Cîmpean, Iulian Cîmpean +2
For a solution to a (possibly nonlinear) Fokker-Planck equation (FPE) the powerful superposition principle renders a probability measure on path space with one dimensional time mar…
Quartic variation of the solution to the semilinear stochastic heat equation: limit behavior and asymptotic independence with respect to the data
I Cîmpean, Yassine Nachit, Ciprian A Tudor
This work concerns the limit behavior of the quartic variation (i.e., the power variation of order four) with respect to the time variable of the solution to the semilinear stochas…
Quantitative boundary Hölder estimates for the inhomogeneous Poisson problem through a probabilistic approach
Iulian Cîmpean, Ionel Popescu, Arghir Zarnescu
In this paper we derive quantitative boundary Hölder estimates, with explicit constants, for the inhomogeneous Poisson problem in a bounded open set . Our a…
Continuous flows driving Markov processes and multiplicative -semigroups
Lucian Beznea, Mounir Bezzarga, Iulian Cimpean
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first or…
Construction of Hunt processes by the Lyapunov method and applications to generalized Mehler semigroups
Lucian Beznea, Iulian Cîmpean, Michael Röckner
In this paper we deal with the problem of characterizing those generalized Mehler semigroups that do correspond to cà dlà g Markov processes, which is highly non-trivial and has re…