Related papers: Bounding the Solutions to Some SDEs via Ergodic Th…

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

In this work, we show the consistency of an approach for solving robust optimization problems using sequences of sub-problems generated by ergodic measure preserving transformations. The main result of this paper is that the minimizers and…

We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a…

Optical phase measurement is a simple example of a quantum--limited measurement problem with important applications in metrology such as gravitational wave detection. The formulation of optimal strategies for such measurements is an…

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

We first derive the exponential ergodicity of the stochastic theta method (STM) with $\theta \in (1/2,1]$ for monotone jump-diffusion stochastic ordinary differential equations (SODEs) under a dissipative condition. Then we establish the…

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for…

We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Recently Herzog and Mattingly have shown that a $\mathbb{C}$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $\mathbb{C}$-valued Brownian noise. In this paper we extend their problem to…

In the uniformly hyperbolic setting it is well known that the set of all measures supported on periodic orbits is dense in the convex space of all invariant measures. In this paper we consider the converse question, in the non-uniformly…

The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…

For an ergodic hyperbolic measure $\omega$ of a $C^{1+{\alpha}}$ diffeomorphism, there is an $\omega$ full-measured set $\tilde\Lambda$ such that every nonempty, compact and connected subset $V$ of $\mathbb{M}_{inv}(\tilde\Lambda)$…

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…