Related papers: Invariant manifolds with boundary for jump-diffusi…

In the last paper \cite{R7}, it was studied Hilbert, Poincare and Neumann boundary-value problems with arbitrary measurable data for generalized analytic functions and generalized harmonic functions with applications to the relevant…

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Lower bounds for variances are often needed to derive central limit theorems. In this paper, we establish a lower bound for the variance of Poisson functionals that uses the difference operator of Malliavin calculus. Poisson functionals,…

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t(x))$ is a diffusion process satisfying the stochastic differential equation with diffusion and drift coefficients $\sigma: \R^n\to \R^n\otimes \R^d$, $b: \R^n\to…

We study boundary regularity of maps from two-dimensional domains into manifolds which are critical with respect to a generic conformally invariant variational functional and which, at the boundary, enter perpendicularly into a support…

In prior work \cite{AD} of Lars Andersson and Bruce K. Driver, the path space with finite interval over a compact Riemannian manifold is approximated by finite dimensional manifolds $H_{x,\P} (M)$ consisting of piecewise geodesic paths…

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…

We prove an existence result for the Poisson equation on non-compact Riemannian manifolds satisfying weighted Poincar\'e inequalities outside compact sets. Our result applies to a large class of manifolds including, for instance, all…

We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…

We constructed in a previous work the $\Phi^4_3$ measures on compact boundaryless $3$-dimensional Riemannian manifolds as some invariant probability measures of some Markovian dynamics. We prove in the present work that these dynamics have…

We study a weakly asymmetric exclusion process with long jumps and with infinitely many extended reservoirs. We prove that the stationary fluctuations of the process are governed by the generalized Ornstein-Uhlenbeck process or the…

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

We develop an asymptotic theory for the jump robust measurement of covariations in the context of stochastic evolution equation in infinite dimensions. Namely, we identify scaling limits for realized covariations of solution processes with…

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…