Related papers: Effective Diffusions with Intertwined Structures
Two discrete dynamical systems are discussed and analyzed whose trajectories encode significant explicit information about a number of problems in combinatorial probability, including graphical enumeration on Riemann surfaces and random…
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
We investigate synchronization by noise for stochastic differential equations (SDEs) driven by a fractional Brownian motion (fbm) with Hurst index $H\in(0,1)$. Provided that the SDE has a negative top Lyapunov exponent, we show that a weak…
We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…
We study the interaction of (slowly modulated) high frequency waves for multi-dimensional nonlinear Schrodinger equations with gauge invariant power-law nonlinearities and non-local perturbations. The model includes the Davey--Stewartson…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…
We specify the conditions when a manifold M embedded in an inner product space E is an invariant manifold of a stochastic differential equation (SDE) on E, linking it with the notion of second-order differential operators on M. When M is…
State-dependent time-impulsive perturbations to a two-dimensional autonomous flow with stable and unstable manifolds are analysed by posing in terms of an integral equation which is valid in both forwards- and backwards-time. The impulses…
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…
In this paper, we consider the random attractors for a class of locally monotone stochastic partial differential equations perturbed by the linear multiplicative fractional Brownian motion with Hurst index $H\in(\frac{1}{2},1)$. We obtain…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We consider the problem of constructing spatial finite difference approximations on a fixed, arbitrary grid, which have analogues of any number of integrals of the partial differential equation and of some of its symmetries. A basis for the…
Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random…
We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
We investigate the existence and uniqueness of non-Markovian second-order backward stochastic differential equations with an uncertain terminal horizon and establish comparison principles under the assumption that the driver is Lipschitz…
Numerical methods for stochastic differential equations with non-globally Lipschitz coefficients are currently studied intensively. This article gives an overview of our work for the case that the drift coefficient is potentially…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
We give a proof of the strong existence and the regularity of stochastic differential equations driven by a Brownian motion and a measurable, Markovian drift without no regularity hypothesis except that the Girsanov exponential associated…