Related papers: Analysis of continuous strict local martingales vi…
Let $X$ be a given Banach space and let $M$, $N$ be two orthogonal $X$-valued local martingales such that $N$ is weakly differentially subordinate to $M$. The paper contains the proof of the estimate $$ \mathbb E \Psi(N_t) \leq…
We present a theoretical study on pattern formation occurring in miscible fluids reacting by a second-order reaction $A + B \to S$ in a vertical Hele-Shaw cell under constant gravity. We have recently reported that concentration-dependent…
The present work constitutes the third installment in a series of investigations devoted to discrete conformal structures on surfaces with boundary. In our preceding works \cite{X-Z DCS1, X-Z DCS2}, we established, respectively, a…
In this paper we derive the density $\varphi$ of the first time $T$ that a continuous martingale $M$ with non-random quadratic variation $<M>_\cdot:=\int_0^\cdot h^2(u)du$ hits a moving boundary $f$ which is twice continuously…
We derive a novel thermodynamically consistent Navier--Stokes--Cahn--Hilliard system with dynamic boundary conditions. This model describes the motion of viscous incompressible binary fluids with different densities. In contrast to previous…
We consider the stochastic volatility model obtained by adding a compound Hawkes process to the volatility of the well-known Heston model. A Hawkes process is a self-exciting counting process with many applications in mathematical finance,…
In our recent work we found a surprising breakdown of symmetry conservation: using standard numerical discretization with very high precision the computed numerical solutions corresponding to very nice initial data may converge to…
In this paper, we consider a free boundary problem with a nonlocal diffusion kernel function $k(x)$. Due to the long distance exchange effect of nonlocal diffusion, the free boundary can expand discontinuously, which makes the problem…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
In this paper, we study the stochastic degenerate Keller-Segel system perturbed by linear multiplicative noise in a bounded domain $\mathcal{O}$. We establish the global existence of martingale solutions for this model with any nonnegative…
We extend the Riemann-Hilbert (RH) method to study the inverse scattering transformation and high-order pole solutions of the focusing and defocusing nonlocal (reverse-space-time) modified Korteweg-de Vries (mKdV) equations with nonzero…
We construct examples of oscillating solutions with persistent oscillations for various hyperbolic-parabolic systems with singular diffusion matrices that appear in mechanics. These include, an example for the equations of nonlinear…
We study the limit behavior of Cahn--Hilliard-type functionals in which the derivative is replaced by higher-order fractional derivatives and modulated by an oscillating factor. Depending on the ratio between the oscillation scale and the…
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…
The mass transfer of interstitial impurities in a crystalline lattice under the influence of the fast-moving deformation disturbance of the type of a shock wave is considered. The velocity of the movement of the disturbance is supposed to…
Fully localised patterns involving cellular hexagons or squares have been found experimentally and numerically in various continuum models. However, there is currently no mathematical theory for the emergence of these localised cellular…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
Motivated by bacterial chemotaxis and multi-species ecological interactions in heterogeneous environments, we study a general one-dimensional reaction-cross-diffusion system in the presence of spatial heterogeneity in both transport and…