Related papers: An invariance principle to Ferrari-Spohn diffusion…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
In this work we investigate an inverse problem of identifying a spatially variable order in the one-dimensional subdiffusion model from the boundary flux measurement. The model involves a generalized Caputo derivative in time, and arises in…
We develop a bifurcation-theoretic description of Friedmann--Robertson--Walker cosmologies with a scalar field $\phi$, a barotropic fluid of index $\gamma$, and spatial curvature. For the strict exponential potential…
This paper is concerned with uniqueness in inverse acoustic scattering with phaseless far-field data at a fixed frequency. In our previous work ({\em SIAM J. Appl. Math. \bf78} (2018), 1737-1753), by utilizing spectral properties of the…
In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…
A deep analysis of the Lyapunov exponents, for stationary sequence of matrices going back to Furstenberg, for more general linear cocycles by Ledrappier and generalized to the context of non-linear cocycles by Avila and Viana, gives an…
In this paper we address the regularity issues of drift-diffusion equation with nonlocal diffusion, where the diffusion operator is in the realm of stable-type L\'evy operator and the velocity field is defined from the considered quantity…
We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-independent and state-dependent regime-switching diffusion…
We consider the one-dimensional Swift-Hohenberg equation coupled to a conservation law. As a parameter increases the system undergoes a Turing bifurcation. We study the dynamics near this bifurcation. First, we show that stationary,…
Bass and Pardoux (1987) deduce from the Krein-Rutman theorem a reverse ergodic theorem for a sub-probability transition function, which turns out to be a key tool in proving uniqueness of reflecting Brownian Motion in cones in Kwon and…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…
In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…
The dynamics of spin at finite temperature in the spin-1/2 Heisenberg chain was found to be superdiffusive in numerous recent numerical and experimental studies. Theoretical approaches to this problem have emphasized the role of nonabelian…
We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…