Related papers: H\"ormander's theorem for stochastic partial diffe…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
It is often argued that measurable predictions of Bohmian mechanics cannot be distinguished from those of a theory with arbitrarily modified particle velocities satisfying the same equivariance equation. By considering the wave function of…
This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…
In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian context, we give a H \"ormander-type criterion for the regularity…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
We prove a sharp H\"older estimate for solutions of linear two-dimensional, divergence form elliptic equations with measurable coefficients, such that the matrix of the coefficients is symmetric and has {\em unit determinant}. Our result…
We consider a $d$-dimensional branching particle system in a random environment. Suppose that the initial measures converge weakly to a measure with bounded density. Under the Mytnik-Sturm branching mechanism, we prove that the…
Given a Hamiltonian $H$ on a Hilbert space $\mathcal H$ it is shown that, under the assumption that $\sigma(H)=\sigma_{ac}(H)=R^+$, there exist unique positive operators $T_F$ and $T_B$ registering the Schr\"odinger time evolution generated…
This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…
We present some general results for the time-dependent mass Hamiltonian problem with H=-{1/2}e^{-2\nu}\partial_{xx} +h^{(2)}(t)e^{2\nu}x^2. This Hamiltonian corresponds to a time-dependent mass (TM) Schr\"odinger equation with the…
We prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
Through the H theorem, Bolzmann attempted to validate the foundations of statistical mechanics. However, it is incompatible with the fundamental laws of mechanics because its deduction requires the introduction of probability. In this paper…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
Second-order two-scale expansions, a unified proof for the regularity of the correctors based on the translation invariant and a lemma for extracting $O(\epsilon)$ from the remainder term are presented for the second order nonlinear…
The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…