Related papers: Invariant and ergodic measures for G-diffusion pro…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering the space variable-independent solutions only. This simplification leads to a degenerate…
The Harnack and log Harnack inequalities for stochastic differential equation driven by $G$-Brownian motion with multiplicative noise are derived by means of coupling by change of mesure. All of the above results extend the existing ones in…
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 $\mathbb{M}_{inv}(\tilde\Lambda)$…
In this paper, we study the mean reflected stochastic differential equations driven by G-Brownian motion, where the constraint depends on the expectation of the solution rather than on its paths. Well-posedness is achieved by first…
We consider impulsive semiflows and establish sufficient conditions to the existence of invariant measures. Namely, the impulsive set and its image are both submanifolds of codimension one that are transversal to the flow direction.…
In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure {\mu} on the level set of a smooth function $\xi: \mathbb{R}^d\rightarrow \mathbb{R}^k$, $1\le k < d$. A…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…
Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively.…
We develop a notion of nonlinear expectation --G-expectation-- generated by a nonlinear heat equation with infinitesimal generator G. We first study multi-dimensional G-normal distributions. With this nonlinear distribution we can introduce…
We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $\sup$-kernel are…
It is well known that ergodic invariant measures for order preserving two-sided time random dynamical systems(RDS) on the real line $\mathbb R$ are Dirac. In the present note this is shown to hold also for one-sided time RDS.
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We classify the locally finite ergodic invariant measures of certain infinite interval exchange transformations (IETs). These transformations naturally arise from return maps of the straight-line flow on certain translation surfaces, and…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…
We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing…
We describe the spectrum of an ergodic invariant measure by examining the behaviour of its generic points. We define regular Wiener--Wintner generic points for a measure to generalise the characterisation of generic points for discrete…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…