53 citations · 217 across the 49 of their papers we have counts for
59 papers
Stability of Solutions to Semilinear Exterior Dirichlet Problems under Convergence of Lévy Symbols
Tomasz Klimsiak, Andrzej Rozkosz, Leszek Słomiński
We study stability of semilinear exterior Dirichlet problems driven by possibly nonsymmetric Levy operators. Let and have Lévy-Khintchine symbols and , respectiv…
A Quantitative Characterization of the Mokobodzki Condition
Tomasz Klimsiak, Maurycy Rzymowski
We establish a quantitative characterization of the Mokobodzki condition for two adapted càdlàg barriers on an arbitrary filtered probability space. For every , we introduc…
Isolated Singularities and Measure Data Problems for Semilinear Equations Driven by Stable Lévy Operators
Kamil Dunst, Tomasz Klimsiak
We investigate positive solutions of semilinear equations driven by uniformly elliptic strictly -stable Lévy operators, where . We first prove that every positive d…
Positive Solutions for Sublinear Equations with Compact Positivity-Improving Resolvent
Tomasz Klimsiak
We establish a Brézis-Oswald-type spectral principle for semilinear equations \[ -Lu=f(x,u), \] where is the generator of a positive -semigroup on with compact posit…
Nonlinear Hardy-Stein type identities for harmonic functions relative to symmetric integro-differential operators
Tomasz Klimsiak, Andrzej Rozkosz
We show identities of Hardy-Stein type for harmonic functions relative to integro-differential operators corresponding to general symmetric regular Dirichlet forms satisfying the a…
Bôcher type theorem for elliptic equations with drift perturbed Lévy operator
Tomasz Klimsiak
A classical Bôcher's theorem asserts that any positive harmonic function (with respect to the Laplacian) in the punctured unit ball can be expressed, up to the multiplication const…
Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
Tomasz Klimsiak, Maurycy Rzymowski
We study Dynkin games governed by a nonlinear -expectation on a finite interval , with payoff càdlàg processes of class (D) which are not imposed to satis…
Poisson equation with measure data, reconstruction formula and Doob classes of processes
Andrzej Rozkosz, Tomasz Klimsiak
We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand…
Homogenization of stable-like operators with random, ergodic coefficients
Tomasz Klimsiak, Tomasz Komorowski, Lorenzo Marino
We show homogenization for a family of -valued stable-like processes , , whose (random) Fourier symbols equal $q_ε(x,ξ;θ)=\frac{1}{ε^…
Generalized solutions to semilinear elliptic equations with measure data
Tomasz Klimsiak
We address an open problem posed by H. Brezis, M. Marcus and A.C. Ponce in: Nonlinear elliptic equations with measures revisited. In: Mathematical Aspects of Nonlinear Dispersive E…
Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection
Tomasz Klimsiak, Andrzej Rozkosz
We study the Dirichlet problem for semilinear equations on general open sets with measure data on the right-hand side and irregular boundary data. For this purpose we develop the c…
A priori estimates for multidimensional BSDEs with integrable data
Tomasz Klimsiak, Maurycy Rzymowski
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are mere…
Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games
Tomasz Klimsiak, Maurycy Rzymowski
We study reflected backward stochastic differential equation (RBSDEs) on the probability space equipped with a Brownian motion. The main novelty of the paper lies in fact that we c…
Nonlinear elliptic equations with integro-differential divergence form operators and measure data under sign condition on the nonlinearity
Tomasz Klimsiak
We study existence problem for semilinear equations with Borel measure data and operator generated by a symmetric Markov semigroup. We assume merely that the nonlinear part satisfi…
Nonlinear BSDEs in general filtration with drivers depending on the martingale part of a solution
Tomasz Klimsiak, Maurycy Rzymowski
In the present paper, we consider multidimensional nonlinear backward stochastic differential equations (BSDEs) with a driver depending on the martingale part of a solution. We…
Hopf type lemmas for subsolutions of integro-differential equations
Tomasz Klimsiak, Tomasz Komorowski
In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: in , for a wide class of Lévy type integro-differential operators ,…
On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators
Tomasz Klimsiak, Tomasz Komorowski
In the present paper we prove estimates on {subsolutions of the equation }, , where is a domain (i.e. an open and connected set) and is a…
Long-time asymptotic behaviour of the value function in nonlinear stopping problems
Tomasz Klimsiak, Andrzej Rozkosz
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problem…
On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data
Tomasz Klimsiak
We propose a new definition of renormalized solution to linear equation with self-adjoint operator generating a Markov semigroup and bounded Borel measure on the right-hand side. W…
Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space
Tomasz Klimsiak, Maurycy Rzymowski
We consider reflected backward stochastic differential equations with two optional barriers of class (D) satisfying Mokobodzki's separation condition and coefficient which is only…
Location of zeros of non-trivial positive supersolutions to Schrödinger equations
Tomasz Klimsiak
We study Schrödinger operators on of the form with singular potentials . We address the question posed by H. Brezis about the structure of the set fo…
Schrödinger equations with smooth measure potential and general measure data
Tomasz Klimsiak
We study equations driven by Schrödinger operators consisting of a self-adjoint Dirichlet operator and a singular potential, which belongs to a class of positive Borel measures abs…
Asymptotics for logistic-type equations with Dirichlet fractional Laplace operator
Tomasz Klimsiak
We study the asymptotics of solutions of logistic type equations with fractional Laplacian as time goes to infinity and as the exponent in nonlinear part goes to infinity. We prove…
Uniqueness for an obstacle problem arising from logistic-type equations with fractional Laplacian
Tomasz Klimsiak
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under considerati…