Related papers: On the submartingale problem for reflected diffusi…
The theory of nonlinear diffraction of intensive light beams propagating through photorefractive media is developed. Diffraction occurs on a reflecting wire embedded in the nonlinear medium at relatively small angle with respect to the…
We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…
We introduce a new class of reflected backward stochastic differential equations with two c\`adl\`ag barriers, which need not satisfy any separation conditions. For that reason, in general, the solutions are not semimartingales. We prove…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…
We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.
The work presents an integral solution of the time-fractional subdiffusion through a preliminary defined profile with unknown coefficients and the concept of penetration layer well known from the heat diffusion The profile satisfies the…
This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properties of skewing and delaying. The theorem on the existence of…
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…
Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…
For a fixed bounded domain $D \subset \mathbb{R}^N$ we investigate the asymptotic behaviour for large times of solutions to the $p$-Laplacian diffusion equation posed in a tubular domain \begin{equation*} \partial_t u = \Delta_p u \quad…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
In this paper we prove a general approximation result for reflected stochastic differential equations in bounded domains satisfying conditions reorganized by Ren and Wu. Then we show that it includes Wong-Zakai approximation, mollifier…
In this paper, we study existence and uniqueness to multidimensional Reflected Backward Stochastic Differential Equation in an open convex domain, allowing for oblique directions of reflection. In a Markovian framework, combining \emph{a…
Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…