Related papers: On stochastic conservation laws and Malliavin calc…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
In this paper, we investigate specific least action principles for laws of stochastic processes within a framework which stands on filtrations preserving variations. The associated Euler-Lagrange conditions, which we obtain, exhibit a…
We extend the celebrated Rothschild and Stiglitz (1970) definition of Mean-Preserving Spreads to a dynamic framework. We adapt the original integral conditions to transition probability densities, and give sufficient conditions for their…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
We propose new entropy admissibility conditions for multidimensional hyperbolic scalar conservation laws with discontinuous flux which generalize one-dimensional Karlsen-Risebro-Towers entropy conditions. These new conditions are designed,…
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…
We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…
Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…
Applying the theory of self-adjoint extensions of Hermitian operators to Koopman von Neumann classical mechanics, the most general set of probability distributions is found for which entropy is conserved by Hamiltonian evolution. A new…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…
In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…
This article deals with the regularity of the entropy solutions of scalar conservation laws with discontinuous flux. It is well-known [Adimurthi et al., Comm. Pure Appl. Math. 2011] that the entropy solution for such equation does not admit…
We provide a stochastic extension of the Baez-Fritz-Leinster characterization of the Shannon information loss associated with a measure-preserving function. This recovers the conditional entropy and a closely related information-theoretic…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…