Related papers: Exponential Convergence in $L^p$-Wasserstein Dista…
We prove that the realization $A_p$ in $L^p(\mathbb{R}^N),\,1<p<\infty$, of the elliptic operator $A=(1+|x|^{\alpha})\Delta+b|x|^{\alpha-1}\frac{x}{|x|}\cdot \nabla-c|x|^{\beta}$ with domain $D(A_p) =\{ u \in W^{2,p}(\mathbb{R}^N)\, |\, Au…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
In this paper, concerning SDEs with H\"older continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…
We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…
We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…
We present the first higher-order approximation scheme for solutions of jump-diffusion stochastic differential equations with discontinuous drift. For this transformation-based jump-adapted quasi-Milstein scheme we prove $L^p$-convergence…
A partially observed jump diffusion $Z=(X_t,Y_t)_{t\in[0,T]}$ given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered when the coefficients of the equation satisfy appropriate…
Let $\Omega$ be a bounded, smooth domain of $\mathbb{R}^{N},$ $N\geq2.$ For $p>N$ and $1\leq q(p)<\infty$ set \[ \lambda_{p,q(p)}:=\inf\left\{ \int_{\Omega}\left\vert \nabla u\right\vert ^{p}\mathrm{d}x:u\in W_{0}^{1,p}(\Omega)\text{ \ and…
We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this…
We consider finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift. The diffusivity $D(t)$ is expected to be of ${\mathcal O}(t^{1/3})$. We prove that $D(t)\ge Ct^{1/3}$ in the weak (Tauberian) sense that…
We suggest the diffuse approach to the relaxation processes within the kinetic theory for the Wigner distribution function. The diffusion and drift coefficients are evaluated taking into consideration the interparticle collisions on the…
We show that, by correctly selecting the probability distribution function $p(s)$ for a particle's distance-to-collision, the nonclassical diffusion equation can be represented exactly by the nonclassical linear Boltzmann equation for an…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…
We prove that any subcritical solution to the Becker-D\"{o}ring equations converges exponentially fast to the unique steady state with same mass. Our convergence result is quantitative and we show that the rate of exponential decay is…