Related papers: Absolute continuity under flows generated by SDE w…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
On a compact Riemannian manifold, we study the various dynamical properties of the Schr\"odinger flow $(e^{it\Delta/2})$, through the notion of semiclassical measures and the quantum-classical correspondence between the Schr\"odinger…
We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…
We study the inviscid damping of Couette flow with an exponentially stratified density. The optimal decay rates of the velocity field and the density are obtained for general perturbations with minimal regularity. For Boussinesq…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution, we study the rate of convergence of its empirical measure…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…
This paper studies the theoretical underpinnings of machine learning of ergodic It\^o diffusions. The objective is to understand the convergence properties of the invariant statistics when the underlying system of stochastic differential…
We consider the solution to a stochastic differential equation with a drift function which depends smoothly on some real parameter $\lambda$, and admitting a unique invariant measure for any value of $\lambda$ around $\lambda$ = 0. Our aim…
The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…
We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…
We prove It{\^o}'s formula for the flow of measures associated with a jump process defined by a drift, an integral with respect to a Poisson random measure and with respect to the associated compensated Poisson random measure. We work in…
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…
We will consider the following stochastic differential equation (SDE): \begin{equation} X_t=X_0+\int_0^tb(X_s,\theta_0)ds+\sigma B_t,~~~t\in(0,T], \end{equation} where $\{B_t\}_{t\ge 0}$ is a fractional Brownian motion with Hurst index…
We study the long-time behaviour of the temperature-driven compressible flows. We show that numerical solutions of a structure-preserving finite volume method generate a discrete attractor that consists of entire discrete trajectories.…
We study stochastic partial differential equations of the reaction-diffusion type. We show that, even if the forcing is very degenerate (i.e. has not full rank), one has exponential convergence towards the invariant measure. The convergence…
We show that a dissipative, ergodic measure preserving transformation of a sigma-finite, non-atomic measure space always has many non-proportional, absolutely continuous, invariant measures and is ergodic with respect to each one of these.