Related papers: Invariant measures and long time behaviour for the…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
In this paper, we consider the cubic nonlinear Schr\"odinger equation with third order dispersion on the circle. In the non-resonant case, we prove that the mean-zero Gaussian measures on Sobolev spaces $H^s(\mathbb{T})$, $s > \frac 34$,…
Under an hypothesis of non-degeneracy of the flux, we study the long-time behaviour of periodic scalar first-order conservation laws with stochastic forcing in any space dimension. For sub-cubic fluxes, we show the existence of an invariant…
We prove the existence of Sinai-Ruelle-Bowen measures for a class of $C^2$ self-mappings of a rectangle with unbounded derivatives. The results can be regarded as a generalization of a well-known one dimensional Folklore Theorem on the…
We study measure-theoretical aspects of torus piecewise isometries. Not much is known about this type of dynamical systems, except for the special case of one-dimensional interval exchange mappings. The last case is fundamentally different…
In this article, we are concerned with long-time behaviour of solutions to a semi-classical Schr\"odinger-type equation on the torus. We consider time scales which go to infinity when the semi-classical parameter goes to zero and we…
We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…
In a seminal paper (1996), Bourgain proved invariance of the Gibbs measure for the defocusing cubic nonlinear Schr\"odinger equation on the two-dimensional torus by constructing local-in-time solutions in a probabilistic manner. In this…
We consider the 1d quintic nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measures with covariance operator $(1-\Delta)^{-s}$, and denoted $\mu_s$. For the full range…
The modified measure theories recommend themselves as a good possibility to go beyond the standard formulation to solve yet unsolved problems. The Galileon measure that is constructed in the way to be invariant under the Galileon shift…
This paper introduces new methods to study the long time behaviour of the generalised gradient flow associated with a solution of the critical equation for mechanical Hamiltonian system posed on the flat torus $\mathbb{T}^d$. For this…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…
We consider the initial value problem associated to the regularized Benjamin-Ono equation, rBO. Our aim is to establish local and global well-posedness results in weighted Sobolev spaces via contraction principle. We also prove a unique…
We consider the Schr\"odinger equation on the one dimensional torus with a general odd-power nonlinearity $p \geq 5$, which is known to be globally well-posed in the Sobolev space $H^\sigma(\mathbb{T})$, for every $\sigma \geq 1$, thanks to…
We construct dynamics for the defocusing real-valued (Miura) mKdV equation on the real line with initial data distributed according to Gibbs measure. We also prove that Gibbs measure is invariant under these dynamics. On the way, we provide…
We consider an inviscid 3-layer quasi-geostrophic model with stochastic forcing in a 2D bounded domain. After establishing well-posedness of such system under natural regularity assumptions on the initial condition and the (additive) noise,…
We prove that for certain partially hyperbolic skew-products, non-uniform hyperbolicity along the leaves implies existence of a finite number of ergodic absolutely continuous invariant probability measures which describe the asymptotics of…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…
We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…
We establish two complementary results about the regularity of the solution of the periodic initial value problem for the linear Benjamin-Ono equation. We first give a new simple proof of the statement that, for a dense countable set of the…