Related papers: Exponential mixing for some SPDEs with L\'evy nois…

We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…

Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by $(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz continuous…

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…

In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

We prove the existence of entire solutions with exponential growth for the semilinear elliptic system [\begin{cases} -\Delta u = -u v^2 & \text{in $\R^N$} -\Delta v= -u^2 v & \text{in $\R^N$} u,v>0, \end{cases}] for every $N \ge 2$. Our…

We prove precise stability results for overshoots of Markov additive processes (MAPs) with finite modulating space. Our approach is based on the Markovian nature of overshoots of MAPs whose mixing and ergodic properties are investigated in…

In this paper, we investigate the uniform exponential stability of a semi-discrete scheme for a Schr\"{o}dinger equation under boundary feedback stabilizing control in the natural state space $L^2(0,1)$. This study is significant since a…

Let $L:= -a(x) (-\Delta)^{\alpha/2}+ (b(x), \nabla)$, where $\alpha\in (0,2)$, and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients $a$ and $b$, we associate with the $C_\infty(\rd)$-closure…

We prove that for an arbitrary indexing group, every ergodic infinitely divisible stationary process that is separable in probability is weakly mixing. This shows that, as in the well-known case of Gaussian stationary processes, ergodicity…

The \textit{I-V} characteristics of four conducting polymer systems like doped polypyrrole (PPy), poly 3,4 ethylene dioxythiophene (PEDOT), polydiacetylene (PDA) and polyaniline (PA) in as many physical forms have been investigated at…

Motivated by the robustness of the capital distribution curves, we study the behavior of a certain polynomial equity market model as the number of companies goes to infinity. More precisely, we extend volatility-stabilized market models…

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Let $l\in \mathbb{N}_{\geq 1}$ and $\alpha : \mathbb{Z}^l\rightarrow \text{Aut}(\mathscr{N})$ be an action of $\mathbb{Z}^l$ by automorphisms on a compact nilmanifold $\mathscr{N}$. We assume the action of every $\alpha(z)$ is ergodic for…