The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process

In this paper, we study some properties of the generalized Fokker–Planck equation induced by the time-changed fractional Ornstein–Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then, we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.

Uniqueness of Complete Hypersurfaces in Weighted Riemannian Warped Products

In this paper, applying the weak maximum principle, we obtain the uniqueness results for the hypersurfaces under suitable geometric restrictions on the weighted mean curvature immersed in a weighted Riemannian warped product I × ρ M f n whose fiber M has f -parabolic universal covering. Furthermore, applications to the weighted hyperbolic space are given. In particular, we also study the special case when the ambient space is weighted product space and provide some results by Bochner’s formula. As a consequence of this parametric study, we also establish Bernstein-type properties of the entire graphs in weighted Riemannian warped products.

Lagrange problem for fractional ordinary elliptic system via Dubovitskii–Milyutin method

In the paper, we investigate a weak maximum principle for Lagrange problem described by a fractional ordinary elliptic system with Dirichlet boundary conditions. The Dubovitskii–Milyutin approach is used to find the necessary conditions. The fractional Laplacian is understood in the sense of Stone–von Neumann operator calculus.

A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition

Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.