All Questions
4 questions
7
votes
0
answers
394
views
Fixed radius mean value property implies harmonicity?
Let $f$ be a continuous real-valued function on $\mathbb{R}^n$. It is well known that the following are equivalent:
$f$ is harmonic.
$f$ satisfies the ball mean value property
$$
f(x)=\frac{1}{|B(x,r)...
2
votes
1
answer
268
views
Existence of the derivative of functionals of Brownian motion
Let $v(x, t) = \mathbb E [f(x + W_t)]$ with a Brownian motion $W$. Then, Malliavin calculus leads to the sensitivity in $x$:
$$\partial_x v(x, t) = \frac{1}{t} \mathbb E [ f(x + W_t) W_t ].$$
I am ...
2
votes
2
answers
155
views
Existence of classical solution for a parabolic equation without Hölder continuity in time for its coefficients
Consider equation
$$\partial_t u = \partial_x u + \partial_{xx} u - c u + f, \hbox{ on } (t, x) \in (0, \infty) \times \mathbb R$$
with initial condition $u(0, x) = g(x).$
Suppose that $c(t, x)$ and $...
2
votes
0
answers
66
views
Properties of solution to Burger's equation using Cole-Hopf transformation
I am currently looking at a $1$D-Burger's equation defined by
\begin{equation} \label{ex burgers}
\left\{
\begin{array}{ll}
{} & \frac{\partial V_m}{\partial t} (t,x) = \frac{\sigma^2}{2} \...