Related papers: Weak and strong solutions of general stochastic mo…
In this paper, we study functional type weak approximation of weak solutions of stochastic functional differential equations by means of the Euler--Maruyama scheme. Under mild assumptions on the coefficients, we provide a quantitative error…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
To verify theoretical results it is sometimes important to use a numerical example where the solution has a particular regularity. The paper describes one approach to construct such examples. It is based on the regularity theory for…
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
This article is an attempt to complement some recent developments on conservation laws with stochastic forcing. In a pioneering development, Feng $&$ Nualarthave developed the entropy solution theory for such problems and the presence of…
We first introduce the concept of weak random periodic solutions of random dynamical systems. Then, we discuss the existence of such periodic solutions. Further, we introduce the definition of weak random periodic measures and study their…
A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…
The time evolution of the two-time conditional probability of the classical stochastic process is described in an analogous form of the quantum mechanical wave equations. By using it, we emulate the same strange behaviors as those of the…
We study the stochastically forced system of isentropic Euler equations of gas dynamics with a $\gamma$-law for the pressure. We show the existence of martingale weak entropy solutions; we also discuss the existence and characterization of…
We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the…
This article proves the existence and regularity of weak solutions for a class of mixed local-nonlocal problems with singular nonlinearities. We examine both the purely singular problem and perturbed singular problems. A central…
The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…
This paper discusses stochastic numerical methods of Runge-Kutta type with weak and strong convergences for systems of stochastic differential equations in It\^o form. At the beginning we give a brief overview of the stochastic numerical…
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…
Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…
We construct singular solutions to the Yamabe equation using a reduction of the problem in an equivariant setting. This provides a non-trivial geometric example for which the analysis is simpler than in Mazzeo-Pacard program. Our…
The outcome of a weak quantum measurement conditioned to a subsequent postselection (a weak value protocol) can assume peculiar values. These results cannot be explained in terms of conditional probabilistic outcomes of projective…
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…
We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…