Related papers: A stochastic fixed point equation for weighted min…
Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…
In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…
This paper presents precise large deviation estimates for solutions to stochastic fixed point equations of the type V =_d f(V), where f(v) = Av + g(v) for a random function g(v) = o(v) a.s. as v tends to infinity. Specifically, we provide…
Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…
We prove globally-in-time existence of solution for a problem coupling the linear Lam\'e system and the quasi-linear Stokes equation. A solution of this global coupled problem is viewed as the fixed point of some non-linear operator $T$. We…
In 2010, the first author of this paper introduced the notion of $\sigma$--stability for a nonempty subset of an $L^0(\mathcal{F},K)$--module in [T.X. Guo, Relations between some basic results derived from two kinds of topologies for a…
We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…
The limiting distribution \mu of the normalized number of key comparisons required by the Quicksort sorting algorithm is known to be the unique fixed point of a certain distributional transformation T -- unique, that is, subject to the…
We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…
The existence and uniqueness of nonnegative strong solutions for stochastic porous media equations with noncoercive monotone diffusivity function and Wiener forcing term is proven. The finite time extinction of solutions with high…
Under the assumption of the Riemann Hypothesis, the Linear Independence Hypothesis, and a bound on negative discrete moments of the Riemann zeta function, we prove the existence of a limiting logarithmic distribution of the normalisation of…
In this work we prove the existence of solution for a class of perturbed fractional Hamiltonian systems given by \begin{eqnarray}\label{eq00} -{_{t}}D_{\infty}^{\alpha}(_{-\infty}D_{t}^{\alpha}u(t)) - L(t)u(t) + \nabla W(t,u(t)) = f(t),…
A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…
In this paper, we investigate stability in distribution of neutral stochastic functional differential equations with infinite delay (NSFDEwID) at the state space \begin{equation*} C_{r}=\{{\varphi\in…
We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…
We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…
Stochasticity plays a central role in nearly every biological process, and the noise power spectral density (PSD) is a critical tool for understanding variability and information processing in living systems. In steady-state, many such…