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Let $u\in\mathcal{C}^1(\mathbb{R}_+\times[0,1],\mathbb{R})$ such that, for any $t\geq 0$, for all $x_0\in[0,1]$ satisfying $u(t,x_0)=\sup_{x\in[0,1]}u(t,x)$, we have $$\partial_t u(t,x_0)\leq 0.$$ Is …

Let $f:\mathbb{R}^p\rightarrow\mathbb{R}^q$ $(p,q\geq 1)$ be a continuous function and $(X_n)_{n\geq 1}$ a sequence of random values on $\mathbb{R}^p$ such that $f(X_n)$ converges in law to a random v …

Let $\sigma\in\mathcal{C}^0(]0,1])$ a positive function such that $\lim\limits_{t\rightarrow 0}\sigma(t)=0$, and $f\in\mathcal{C}^0(\,[0,1]\,)\cap\mathcal{C}^2(\,]0,1]\,)$ such that $\lim\limits_{t\ri …

Let $(E,d),(F,d')$ be separable metric spaces endowed with their Borel algebra, $f:E\rightarrow F$ a continuous surjective function, and $Q$ a probability measure on $F$ with separable support. Questi …

Let $X$ be en compact metric set, and denote by $\mathcal{C}(X)$ the set of real continuous functions defined on $X$, endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega$ be the generator …

Let $f\in\mathcal{C}^1(\mathbb{R}^n,\mathbb{R})$ $(n\geq 1)$ be an observable, and let $v^1,v^2\in\mathcal{C}^1(\mathbb{R}^n,\mathbb{R}^n)$ be two vector fields such that for any $(x^1_t)_{t\geq 0}$ a …

Let $v^0$ and $v^1$ be the following vector fields over $\big(\mathbb{R}_+^*\big)^3$: for $x\in\big(\mathbb{R}_+^*\big)^3$ and $1\leq i\leq 3$, \begin{align*} & v^0_i(x)=x_i(x_{i-1}-x_{i+1}) \\ & v^1_ …

Let $X$ be a compact metric set and $\mathcal{C}(X)$ be the set on continuous real functions over $X$ endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega_1$ and $\Omega_2$ be two Markov g …