Related papers: Absolute Continuity of the Laws of Perturbed Diffu…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
We consider the regularized short-pulse equation, which contains nonlinear dis- persive effects. We prove that as the diffusion parameter tends to zero, the solutions of the dispersive equation converge to discontinuous weak solutions of…
We study score-based diffusion modelling in infinite-dimensional separable Hilbert spaces through Malliavin calculus, extending the analysis of generative models beyond the finite-dimensional setting. The forward diffusion process is…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…
Dispersion lies at the heart of real-time signal processing systems across the entire electromagnetic spectrum from radio to optics. However, the performance and applicability of such systems have been severely plagued by distortions due to…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…
In the framework of hyperbolic conservation laws regularised by including diffusive and dispersive terms, we study monotone travelling waves for the generalised Rosenau-Korteweg de Vries equation. We establish existence as well as linear…
We develop a Liouville perturbation theory for weakly driven and weakly open quantum systems in situations when the unperturbed system has a number of conservations laws. If the perturbation violates the conservation laws, it drives the…
In this note, we investigate a doubly nonlinear diffusion equation in the slow diffusion regime. We prove stability of the pressure of solutions that are close to traveling wave solutions in a homogeneous Lipschitz sense. We derive…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
Answering the question of V.I. Oseledets, we present a random variable $\xi$ such that the sum $\xi(x)+a\xi(y)$ has a singular distribution for a set of parameters $a$ dense in $(1, +\infty)$, but for another dense set of parameters, this…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We go beyond the approximate series-expansions used in the dispersion theory of finite size atoms. We demonstrate that a correct, and non-perturbative, theory dramatically alters the dispersion selfenergies of atoms. The non-perturbed…
We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if $\eta(r)=\int_{|x|\le r} x^2 \nu(dx)$ where $\nu$ is the L\'evy…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…