Related papers: Lyapunov 1-form for diffusion processes
We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…
The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…
In this paper, we extend well-known relationships between global asymptotic controllability, sample stabilizability, and the existence of a control Lyapunov function to a wide class of control systems with unbounded controls, which includes…
Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…
In this work we study the asymptotic behavior of a class of damped second-order gradient systems $$ \ddot{u}(t) + a\dot{u}(t) + \nabla W(u(t)) = 0, $$ under assumptions ensuring local convexity of the potential near equilibrium and…
In this paper we find conditions which guarantee that a given flow $\Phi$ on a compact metric space $X$ admits a Lyapunov one-form $\omega$ lying in a prescribed \v{C}ech cohomology class $\xi\in \check H^1(X;\R)$. These conditions are…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
The purpose of this note is to share some observations and speculations concerning the asymptotic behavior of Gromov-Witten invariants. They may be indicative of some deep phenomena in symplectic topology that in full generality are outside…
We survey a collection of recent results on center Lyapunov exponents of partially hyperbolic diffeomorphisms. We explain several ideas in simplified setups and formulate the general versions of results. We also pose some open questions.
With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…
We study the Lyapunov instability of a two-dimensional fluid composed of rigid diatomic molecules, with two interaction sites each, and interacting with a WCA site-site potential. We compute full spectra of Lyapunov exponents for such a…
We give necessary integral conditions and sufficient ones for the existence of a general concept of $\mu$-dichotomy for evolution operators defined on the half-line which includes as particular cases the well-known concepts of nonuniform…
In this paper we study the asymptotic behavior of a very fast diffusion PDE in 1D with periodic boundary conditions. This equation is motivated by the gradient flow approach to the problem of quantization of measures introduced in…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…
In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…