Related papers: Unbounded rough drivers
We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
This paper gives a spectral approach to time asymptotics of collisionless transport semi-groups with general diffuse boundary operators. The strong stability of the invariant density is derived from the classical Ingham theorem. A recent…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
We consider a nonlinear elliptic equation driven by a nonhomogeneous differential operator plus an indefinite potential. On the reaction term we impose conditions only near zero. Using variational methods, together with truncation and…
We give a partial review of what is known so far on stability of periodically driven quantum systems versus regularity of the bounded driven force. In particular we emphasize the fact that unbounded degeneracies of the unperturbed…
A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…
A theorem is proved on the uniform estimation of the residual term of the asymptotic expansion with respect to a small parameter of the solution of the initial problem for a singularly perturbed differential operator weakly nonlinear…
We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough differential equation is close to the exponential of a Lie…
We develop the method of similar operators to study the spectral properties of unbounded perturbed linear operators that can be represented by matrices of various kinds. The class of operators under consideration includes various…
This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…
We investigate Sobolev inequalities for several rough operators. We prove that several operators satisfy a pointwise bound by the Riesz potential applied to the gradient. From this inequality, we derive several new Sobolev-type inequalities…
We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…
In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path,…
We introduce unbounded strongly irreducible operators and transitive operators. These operators are related to a certain class of indecomposable Hilbert representations of quivers on infinite-dimensional Hilbert spaces. We regard the theory…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
A new method of verifying the subnormality of unbounded Hilbert space operators based on an approximation technique is proposed. Diverse sufficient conditions for subnormality of unbounded weighted shifts on directed trees are established.…
Thermodynamic uncertainty relations (TURs) are recently established relations between the relative uncertainty of time-integrated currents and entropy production in nonequilibrium systems. For small perturbations away from equilibrium,…
A model for the diffusion of vector fields driven by external forces is proposed. Using the renormalization group and the $\epsilon$-expansion, the dynamical critical properties of the model with gaussian noise for dimensions below the…