Related papers: H\"ormander's theorem for stochastic partial diffe…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with…
We study the inverse problem in Optical Tomography of determining the optical properties of a medium $\Omega\subset\mathbb{R}^n$, with $n\geq 3$, under the so-called diffusion approximation. We consider the time-harmonic case where $\Omega$…
This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
We prove bilinear inequalities for differential operators in $\mathbb{R}^2$. Such type inequalities turned out to be useful for anisotropic embedding theorems for overdetermined systems and the limiting order summation exponent. However,…
The purpose of this note is to prove the existence of a conformal scattering operator for the cubic defocusing wave equation on a non-stationary background. The proof essentially relies on solving the characteristic initial value problem by…
We prove the existence of infinitely many time-periodic solutions of nonlinear Schr\"odinger equations using pseudo-holomorphic curve methods from Hamiltonian Floer theory. For the generalization of the Gromov-Floer compactness theorem to…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander…
The quantum measurement axiom dictates that physical observables and in particular the Hamiltonian must be diagonalizable and have a real spectrum. For a time-independent Hamiltonian (with a discrete spectrum) these conditions ensure the…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duhamel-type comparison with an approximate polynomial kernel.…
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion. The focus in this article is on…
A new class of time-energy uncertainty relations is directly derived from the Schr\"odinger equations for time-dependent Hamiltonians. Only the initial states and the Hamiltonians, but neither the instantaneous eigenstates nor the full…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…