Related papers: Continuous dependence estimate for conservation la…
We consider hyperbolic systems of conservation laws in one spatial dimension. For any limit of front tracking solutions $v$, and for a general weak solution $u\in L^\infty$ with no BV assumption, we prove the following H\"older-type…
In this work, we study the problem of learning the volatility under market microstructure noise. Specifically, we consider noisy discrete time observations from a stochastic differential equation and develop a novel computational method to…
We provide a thorough study of stability of the 1-D continuity equation, which models many physical conservation laws. In our system-theoretic perspective, the velocity is considered to be an input. An additional input appears in the…
We propose a new method for the estimation of a semiparametric tempered stable L\'{e}vy model. The estimation procedure combines iteratively an approximate semiparametric method of moment estimator, Truncated Realized Quadratic Variations…
This article is the third one in a series of papers by the authors on vanishing-viscosity solutions to rate-independent damage systems. While in the first two papers [KRZ13, KRZ15] the assumptions on the spatial domain $\Omega$ were kept as…
The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…
We study a scalar integro-differential conservation law. The equation was first derived in [2] as the slow erosion limit of granular flow. Considering a set of more general erosion functions, we study the initial boundary value problem for…
This paper deals with the derivation of entropy solutions to Cauchy problems for a class of scalar conservation laws with space-density depending fluxes from systems of deterministic particles of follow-the-leader type. We consider fluxes…
In this paper, we consider a scalar stochastic balance law and gain the existence for stochastic entropy solutions. Our proof relies on the BGK approximation and the generalized It\^{o} formula. Moreover, as an application, we derive the…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.
Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…
Causal discovery from observational data is an important but challenging task in many scientific fields. Recently, a method with non-combinatorial directed acyclic constraint, called NOTEARS, formulates the causal structure learning problem…
In this paper we show existence and uniqueness of the solution in viscosity sense for a system of nonlinear $m$ variational integral-partial differential equations with interconnected obstacles whose coefficients $(f_i)_{i=1,\cdots, m}$…
We consider stochastic 2D Euler equations with $L^2$-initial vorticity and driven by L\'evy transport noise in the Marcus sense. Under a suitable scaling limit of the noises, we prove that the weak solutions converge weakly to the unique…
In this article, we investigate the BV stability of $2\times 2$ hyperbolic systems of conservation laws with strictly positive velocities under dissipative boundary conditions. More precisely, we derive sufficient conditions guaranteeing…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…