Related papers: Small Noise Asymptotics for Invariant Densities fo…
We correct a few errors that appeared in [Convergence of invariant measures for singular stochastic diffusion equations, Stochastic Process. Appl. 122 (2012), no. 4, 1998--2017] by I. Ciotir and J.M. T\"olle.
A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}_t)dt + \varepsilon^{\alpha}dB_t, dY^{\varepsilon}_t &=& -…
This note points out a gap in the proof of one of the technical results in the paper "Asymptotic Invariants of Base Loci", that appeared in Ann. Inst. Fourier (Grenoble) 56 (2006), 1701-1734. We provide a correct proof of this result.
This paper is concerning the inverse conductive scattering of acoustic waves by a bounded inhomogeneous object with possibly embedded obstacles inside. A new uniqueness theorem is proved that the conductive object is uniquely determined by…
We provide a rigorous derivation of an asymptotic formula for perturbations in the resonance values caused by the presence of finite number of anisotropic imperfections of small shapes with constitutive parameters different from the…
This paper considers the problem of inliers and empty cells and the resulting issue of relative inefficiency in estimation under pure samples from a discrete population when the sample size is small. Many minimum divergence estimators in…
We argue, physically and formally, that existing diffusive models of noise yield inaccurate microscopic descriptions of nonequilibrium current fluctuations. The theoretical shortfall becomes pronounced in quantum-confined metallic systems,…
This erratum points out an error in the simplified drift theorem (SDT) [Algorithmica 59(3), 369-386, 2011]. It is also shown that a minor modification of one of its conditions is sufficient to establish a valid result. In many respects, the…
We establish consistency and asymptotic normality of the minimum density power divergence estimator under regularity conditions different from those originally provided by Basu et al.
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…
The earlier paper [LK] (arXiv:0910.3432) contains a lower bound of the solution in terms of its $L^1$ norm, which is incorrect. In this note we explain the mistake and present a correction to it under the restriction that the permeability…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
In this article, the author provides full details of the proof of the concordance/isotopy problem. The first published proof, [5], accomplished this task only partially since there was an error, see the erratum [6], which damaged the main…
In the article "Stochastic evolution equations for large portfolios of Stochastic Volatility models" (Arxiv:1701.05640) there is a mistake in the proof of Theorem 3.1. In this erratum we establish a weaker version of this Theorem and then…
We correct the proof of Theorem 4.1 from [C. R. Math. Acad. Sci. Soc. R. Can. \textbf{44} (2022), no. 4, 88--112].
We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…