Related papers: Asymptotic behavior and hypercontractivity in nona…
We study the long-time behavior of solutions of the $k$-Hessian evolution equation $u_t=S_{k}(D^2 u)$, posed on a bounded domain of the $n$-dimensional space with homogeneous boundary conditions. To this end, we construct a separable…
In this work we consider the asymptotic behavior of the nonlinear semigroup defined by a semilinear parabolic problem with homogeneous Neumann boundary conditions posed in a bounded region of the plane that degenerates into a line segment…
We study the asymptotic behavior of parabolic type semigroups acting on the unit disk as well as those acting on the right half-plane. We use the asymptotic behavior to investigate the local geometry of the semigroup trajectories near the…
We analyze the asymptotic dynamics of quantum systems resulting from large numbers of iterations of random unitary operations. Although, in general, these quantum operations cannot be diagonalized it is shown that their resulting asymptotic…
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.
We study the asymptotic behavior, as time t goes to infinity, of nonautonomous dynamical systems involving multiscale features. These systems model the emergence of various collective behaviors in game theory, as well as the asymptotic…
In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments and for Hermite OU processes. Our results…
We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class…
In this paper we consider the non local non autonomous evolution problem \[ \begin{cases} \partial_t u =- u + g \left(\beta(t)(Ku) \right)\ \ \mbox{in}\ \ \Omega,\\ u = 0\ \ \mbox{in}\ \ \mathbb{R}^N\backslash\Omega, \end{cases} \] where…
We consider a nonlinear evolution problem with an asymptotic parameter and construct examples in which the linearized operator has spectrum uniformly bounded away from Re z >= 0 (that is, the problem is spectrally stable), yet the nonlinear…
The paper is devoted to the problem of existence of propagators for an abstract linear non-autonomous evolution Cauchy problem of hyperbolic type in separable Banach spaces. The problem is solved using the so-called evolution semigroup…
We prove some efficient inference results concerning estimation of a Ornstein-Uhlenbeck regression model, which is driven by a non-Gaussian stable Levy process and where the output process is observed at high-frequency over a fixed time…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…
We study the large-time behaviour of the solutions of the evolution equation involving nonlinear diffusion and gradient absorption, $$ \partial_t u - \Delta_p u + |\nabla u|^q=0 . $$ We consider the problem posed for $x\in \real^N$ and t>0…
We study the asymptotic convergence properties, as the time variable goes to infinity, of trajectories of second-order dissipative evolution equations combining potential with non-potential effects. We exhibit a sharp condition, involving…
We study a one-dimensional non-stationary Schr\"odinger equation with a potential slowly depending on time. The corresponding stationary operator depends on time as on a parameter. It has a finite number of negative eigenvalues and…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
In this paper, we consider non-autonomous Ornstein-Uhlenbeck operators in smooth exterior domains $\Omega\subset \R^d$ subject to Dirichlet boundary conditions. Under suitable assumptions on the coefficients, the solution of the…
We study the null-controllability of some hypoelliptic quadratic parabolic equations posed on the whole Euclidean space with moving control supports, and provide necessary or sufficient geometric conditions on the moving control supports to…