English
Related papers

Related papers: Weak and strong solutions of general stochastic mo…

200 papers

The convergence of stochastic integrals driven by a sequence of Wiener processes $W_n\to W$ (with convergence in $C_t$) is crucial in the analysis of stochastic partial differential equations (SPDEs). The convergence we focus on in this…

Probability · Mathematics 2023-08-24 Kenneth H. Karlsen , Peter H. C. Pang

We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…

Probability · Mathematics 2024-09-10 Zimo Hao , Khoa Lê , Chengcheng Ling

We introduce the framework of qualitative optimization problems (or, simply, optimization problems) to represent preference theories. The formalism uses separate modules to describe the space of outcomes to be compared (the generator) and…

Logic in Computer Science · Computer Science 2011-12-06 Wolfgang Faber , Mirosław Truszczyński , Stefan Woltran

We establish a set of relations between several quite diverse types of weighted inequalities involving various integral operators and fairly general quasinorm-like functionals which we call sub-monotone. The main result enables one to solve…

Classical Analysis and ODEs · Mathematics 2025-03-13 Amiran Gogatishvili , Luboš Pick

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

Probability · Mathematics 2024-04-23 Leonid Mytnik , Johanna Weinberger

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…

Probability · Mathematics 2010-10-26 Kei Kobayashi

We show the relative energy inequality for the compressible Navier-Stokes system driven by a stochastic forcing. As a corollary, we prove the weak-strong uniqueness property (pathwise and in law) and convergence of weak solutions in the…

Analysis of PDEs · Mathematics 2015-11-02 Dominic Breit , Eduard Feireisl , Martina Hofmanova

We study various solution behaviors of scale equations which are recently proposed in \cite{Kim}. On the contrary to conventional mathematical tools, scale equations are capable to accommodate various behaviors at different scale levels…

Dynamical Systems · Mathematics 2011-05-18 Pilwon Kim

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In…

Probability · Mathematics 2019-02-12 C. A. Fonseca-Mora

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

Optimization and Control · Mathematics 2016-12-09 Qi Lu , Xu Zhang

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…

Optimization and Control · Mathematics 2023-04-04 Aleksandr Beznosikov , Boris Polyak , Eduard Gorbunov , Dmitry Kovalev , Alexander Gasnikov

We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

Analysis of PDEs · Mathematics 2022-03-01 Thamsanqa Castern Moyo

We deal with the random combinatorial structures called assemblies. By weakening the logarithmic condition which assures regularity of the number of components of a given order, we extend the notion of logarithmic assemblies. Using the…

Probability · Mathematics 2009-03-06 Eugenijus Manstavičius

This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…

Optimization and Control · Mathematics 2022-05-11 Amos Uderzo

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

Probability · Mathematics 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

We derive the general form of a master equation describing the interaction of an arbitrary multipartite quantum system, consisting of a set of subsystems, with an environment, consisting of a large number of sub-envirobments. Each subsystem…

Quantum Physics · Physics 2015-05-28 Vittorio Giovannetti , G. Massimo Palma

The question of what is genuinely quantum about weak values is only ever going to elicit strongly subjective opinions---it is not a scientific question. Good questions, when comparing theories, are operational---they deal with the…

Quantum Physics · Physics 2014-10-30 Christopher Ferrie , Joshua Combes

The main objective consists in generalizing a well-known It{\^o} formula of J. Jacod and A. Shiryaev: given a c{\`a}dl{\`a}g process S, there is an equivalence between the fact that S is a semimartingale with given characteristics (B^k , C,…

Probability · Mathematics 2024-07-25 Elena Bandini , Francesco Russo
‹ Prev 1 3 4 5 6 7 10 Next ›