Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Tomasz Klimsiak"'
Autor:
Tomasz Klimsiak, Maurycy Rzymowski
Publikováno v:
Stochastic Processes and their Applications. 161:424-450
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0d8c6d78b727acca7e79490a37e60852
https://doi.org/10.1016/j.spa.2023.04.011
https://doi.org/10.1016/j.spa.2023.04.011
Autor:
Tomasz Komorowski, Tomasz Klimsiak
Publikováno v:
Journal of Differential Equations. 298:346-386
In the present paper we prove estimates on subsolutions of the equation − A v + c ( x ) v = 0 , x ∈ D , where D ⊂ R d is a domain (i.e. an open and connected set) and A is an integro-differential operator of the Waldenfels type, whose different
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94e4af9a2ae475a0fa063d693bf74e70
https://doi.org/10.1016/j.jde.2021.07.008
https://doi.org/10.1016/j.jde.2021.07.008
Autor:
Tomasz Klimsiak
Publikováno v:
Potential Analysis.
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our result ext
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9cbe706e8764cfdc54f0f28b2e8eda6
https://doi.org/10.1007/s11118-022-09986-9
https://doi.org/10.1007/s11118-022-09986-9
Autor:
Tomasz Klimsiak
Publikováno v:
Journal of Functional Analysis. 277:1499-1530
We consider the Dirichlet problem and the weak Dirichlet problem on a general, possibly nonregular bounded domain, for elliptic linear equation with uniformly elliptic divergence form operator. We investigate carefully the relationship between weak,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff1c9add4e1953edd9ca3dc7c3ab7c22
https://doi.org/10.1016/j.jfa.2019.06.004
https://doi.org/10.1016/j.jfa.2019.06.004
Publikováno v:
Stochastic Processes and their Applications. 129:1153-1184
We consider reflected backward stochastic different equations with optional barrier and so-called regulated trajectories, i.e. trajectories with left and right finite limits. We prove existence and uniqueness results. We also show that the solution c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::443af4f909523860ab290273d0d7529d
https://doi.org/10.1016/j.spa.2018.04.011
https://doi.org/10.1016/j.spa.2018.04.011
Autor:
Tomasz Klimsiak
Publikováno v:
Stochastic Processes and their Applications. 129:1259-1286
We prove the existence of weak solution for a system of quasi-variational inequalities related to a switching problem with dynamic driven by operator associated with a semi-Dirichlet form and with measure data. We give a stochastic representation of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c375d315a295289bb50eaf66ee84dff5
https://doi.org/10.1016/j.spa.2018.04.008
https://doi.org/10.1016/j.spa.2018.04.008
Autor:
Tomasz Klimsiak, Tomasz Komorowski
In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and domain $D\s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3cd550d352400b4206fe710e1b5351d7
http://arxiv.org/abs/2102.08890
http://arxiv.org/abs/2102.08890
Autor:
Tomasz Klimsiak
Publikováno v:
Nonlinear Analysis. 218:112774
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d411c83366a008292d360b5ef5cb4f7
https://doi.org/10.1016/j.na.2021.112774
https://doi.org/10.1016/j.na.2021.112774
Autor:
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 problems with infinite horizon. Our result can be formulated as result on sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f50b1a214308f9805a42822fd44ed6a
http://arxiv.org/abs/2004.08197
http://arxiv.org/abs/2004.08197
Autor:
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. We give a uniqueness result and study the structure of solutions to tru
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2538753832ad303544bf496ae6f0bb8
http://arxiv.org/abs/2003.02331
http://arxiv.org/abs/2003.02331