Related papers: Scaling limits for conditional diffusion exit prob…
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptotically stable critical point of the deterministic dynamical…
Under the diffusion scaling and a scaling assumption on the microscopic component, a non-classical fluid dynamic system was derived in \cite{BGLY} that is related to the system of ghost effect derived in \cite{Sone-2} in different settings.…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…
We study the heat equation in the exterior of the unit ball with a linear dynamical boundary condition. Our main aim is to find upper and lower bounds for the rate of convergence to solutions of the Laplace equation with the same dynamical…
We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling…
Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
We show that the boundary behaviour of solutions to nonlocal fractional equations posed in bounded domains strongly differs from the one of solutions to elliptic problems modelled upon the Laplace-Poisson equation with zero boundary data.…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
This note is devoted to some nonlocal, nonlinear elliptic problems with an emphasis on the computation of the solution of such problems, reducing it in particular to a fixed point argument in R. Errors estimates and numerical experiments…
We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…
We explore quantitative propagation of smallness for solutions of two-dimensional elliptic equations from sets of positive $\delta$-dimensional Hausdorff content for any $\delta>0$. In particular, the gradients of solutions to divergence…