Related papers: Convergence to the time average by stochastic regu…
We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…
For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…
In this paper, we investigate an inverse random source problem concerned with recovering the strength of a random, uncorrelated acoustic source from correlation measurements of emitted time-harmonic acoustic waves. Such problems arise in…
When reporting statistics from simulations of statistically stationary chaotic phenomenon, it is important to verify that the simulations are time-converged. This condition is connected with the statistical error or number of digits with…
In this paper, we study the pointwise convergence of centain continuous-time polynomial ergodic averages. Our approach is based on the topological models of measurable flows. One of the main results of this paper is as follows: Let $a\in…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…
We consider the It\^o SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the…
We consider equidistant Riemann approximations of stochastic integrals $\int_0^T f(B^H_s)dB^H_s$ with respect to the fractional Brownian motion with $H>\frac12$, where $f$ is an arbitrary function of locally bounded variation, hence…
Consider the resolvent problem associated with the linearized viscous flow around a rotating body. Within a setting of classical Sobolev spaces, this problem is not well posed on the whole imaginary axis. Therefore, a framework of…
We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…
We study the optimal convergence rate for homogenization problem of convex Hamilton-Jacobi equations when the Hamitonian is periodic with respect to spatial and time variables, and notably time-dependent. We prove a result similar to that…
In this paper we prove convergence results for homogenization problem for solutions of partial differential system with rapidly oscillating Dirichlet data. Our method is based on analysis of oscillatory integrals. In the uniformly convex…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We consider the Stefan problem, firstly with regular data and secondly with irregular data. In both cases is given a proof for the convergence of an approximation obtained by regularising the problem. These proofs are based on weak…
Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…
We present stability and recurrence results for a class of stochastic hybrid dynamical systems with oscillating flow maps. These results are developed by introducing averaging tools that parallel those already existing for ordinary…
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in…