Related papers: Almost automorphy and various extensions for stoch…
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…
A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…
We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…
Firstly, we investigate Euler-Maruyama approximation for solutions of stochastic differential equations (SDEs) driven by a symmetric \alpha\ stable process under Komatsu condition for coefficients. The approximation implies naturally the…
In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…
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…
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…
We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…
We extend the definition of the Kobayashi pseudodistance to almost complex manifolds and show that its familliar properties are for the most part preserved. We also study the automorphism group of an almost complex manifold and finish with…
Recently, it has been shown in [Jentzen, A., M\"uller-Gronbach, T., and Yaroslavtseva, L., Commun. Math. Sci., 14, 2016] that there exists a system of autonomous stochastic differential equations (SDE) on the time interval $[0,T]$ with…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
The paper examines the existence of pseudo almost periodic solutions to some classes of partial hyperbolic evolution equations. Namely, sufficient conditions for the existence and uniqueness of pseudo almost periodic solutions to those…
In this paper, we first propose a new concept of almost periodic time scales, a new definition of almost automorphic functions on almost periodic time scales, and study some their basic properties. Then we prove a result ensuring the…
The paper introduces and studies the class of (asymptotically) Stepanov almost automorphic functions with variable exponents. Any function belonging this class needs to be (asymptotically) Stepanov almost automorphic. A few relevant…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
This is a survey about certain "almost homomorphisms" and "almost linear" functionals (called quasi-morphisms and quasi-states) in symplectic topology and their applications to Hamiltonian dynamics, functional-theoretic properties of…
In the recent article [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43 (2015), no. 2, 468--527] it has been shown that there exist stochastic differential equations (SDEs) with…
In the present work we give some sufficient conditions to obtain a unique almost automorphic solution to abstract nonlinear integral equations which are simultaneously of advanced and delayed type and also a unique asymptotically almost…