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It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
Consider a system of homogeneous interacting diffusive particles labeled by the nodes of a unimodular Galton-Watson (UGW) tree, where the state of each node evolves like a d-dimensional diffusion whose drift coefficient depends on (the…
We study the existence of the stochastic flow associated to a linear stochastic evolution equation $$d X= AX\,d t +\sum_{k} B_k X\,d W_k, $$ on a Hilbert space. Our first result covers the case where $A$ is the generator of a…
We study the generalized stationary Stokes system in a bounded domain in the plane equipped with perfect slip boundary conditions. We show natural stability results in oscillatory spaces, i.e. H\"older spaces and Campanato spaces including…
The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and…
We give a new method for proving the homomorphic property of a quantum stochastic ow satisfying a quantum stochastic differential equation with unbounded coefficients, under some further hypotheses. As an application, we prove a Trotter…
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…
In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise $L=\sum_{k=1}^\infty l_k(t)e_k$ on a Hilbert space $\h$. Here $\{l_k, k\in \mathbb{N}\}$ is a family of independent and…
We consider sequences $(X_t^N)_{t\geq0}$ of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form $\dot{x}_t=b(x_t)$, where $b(x)={\pmatrix{-\mu 0 0 \lambda}}x+\tau(x)$…
This article establishes a stochastic homogenization result for the first order Hamilton-Jacobi equation on a Riemannian manifold $M$, in the context of a stationary ergodic random environment. The setting involves a finitely generated…
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…
In this paper we study the following stochastic Hamiltonian system in ${\mathbb R}^{2d}$ (a second order stochastic differential equation), $$ d \dot X_t=b(X_t,\dot X_t)d t+\sigma(X_t,\dot X_t)d W_t,\ \ (X_0,\dot X_0)=(x,v)\in{\mathbb…
To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…
Consider the following stochastic differential equation for $(X_t)_{t\ge 0}$ on $\mathbb R^d$ and its Euler-Maruyama (EM) approximation $(Y_{t_n})_{n\in \mathbb Z^+}$: \begin{align*} &d X_t=b( X_t) d t+\sigma(X_t) d B_t, \\ &…
The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\partial ^-\varphi (x(t))(dt)\ni dm(t),\ t>0$, $x(0)=x_0$,…