Related papers: A stochastic difference equation with stationary n…
Let {\phi} be an automorphism on a connected Lie group G. Through several G-subgroups associated to the dynamics of {\phi} we analyze their topological entropy. Assume that G belongs to the class of finite semisimple center Lie groups which…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
Let $G$ be a locally compact second countable group equipped with an admissible non-degenerate Borel probability measure $\mu$. We generalize the notion of $\mu$-stationary systems to $\mu$-stationary $G$-factor maps $\pi: (X,\nu)\to…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
We consider the actions of (semi)groups on a locally compact group by automorphisms. We show the equivalence of distality and pointwise distality for the actions of a certain class of groups. We also show that a compactly generated locally…
In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…
This paper is concerned with the Klein-Gordon-Maxwell system in a bounded spatial domain. We discuss the existence of standing waves $\psi=u(x)e^{-i\omega t}$ in equilibrium with a purely electrostatic field $\mathbf{E}=-\nabla\phi(x)$. We…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…
We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…
We consider one-dimensional stochastic differential equations with generalized drift which involve the local time $L^X$ of the solution process: X_t = X_0 + \int_0^t b(X_s) dB_s + \int_\mathbb{R} L^X(t,y) \nu(dy), where b is a measurable…
We consider stochastic difference equation x_{n+1} = x_n (1 - h f(x_n) + \sqrt{h} g(x_n) \xi_{n+1}), where functions f and g are nonlinear and bounded, random variables \xi_i are independent and h>0 is a nonrandom parameter. We establish…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias against the root of the mean-field equation. We first…