English
Related papers

Related papers: Exponential mixing for SPDEs driven by highly dege…

200 papers

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

We proved the existence of an infinite dimensional stochastic system driven by white $\alpha$-stable noises ($1<\alpha \leq 2$), and prove this system is strongly mixing. Our method is by perturbing Ornstein-Uhlenbeck $\alpha$-stable…

Probability · Mathematics 2009-11-17 Lihu Xu

We consider high frequency samples from ergodic L\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$. We suppose…

Statistics Theory · Mathematics 2016-01-12 Hiroki Masuda , Yuma Uehara

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Probability · Mathematics 2022-12-13 Ankit Kumar , Manil T. Mohan

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 under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the convergence order close to the Hurst parameter H was proved.…

Probability · Mathematics 2024-07-08 Haozhe Chen , Zhaotong Shen , Qian Yu

In this paper, we establish a moderate deviation principle for stochastic models of two-dimensional second grade fluids driven by L\'evy noise. We will adopt the weak convergence approach. Because of the appearance of jumps, this result is…

Probability · Mathematics 2018-01-26 Wuting Zheng , Jianliang Zhai , Tusheng Zhang

In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.

Probability · Mathematics 2011-11-22 Kyeong-Hun Kim , Panki Kim

The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations, where the noise coeffcicient might be non-Lipschitz, and the drift is locally Dini continuous in the…

Probability · Mathematics 2015-05-06 Feng-Yu Wang , Xicheng Zhang

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed L\'evy processes. These heavy-tailed L\'evy processes do not satisfy the exponential integrability…

Probability · Mathematics 2023-09-15 Wei Wei , Qiao Huang , Jinqiao Duan

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is…

Probability · Mathematics 2020-08-26 Giulia Di Nunno , Yuliya Mishura , Kostiantyn Ralchenko

This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of the mild solution, we first prove that the strong order of…

Numerical Analysis · Mathematics 2020-04-22 David Cohen , Jianbo Cui , Jialin Hong , Liying Sun

Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…

Probability · Mathematics 2025-04-02 Ke Song , Zimo Hao , Mingkun Ye

In this article, we study a nonlinear stochastic control problem perturbed by multiplicative Levy noise, where the nonlinear operator in divergence form satisfies p type growth with coercivity assumptions. By using Aldous tightness criteria…

Probability · Mathematics 2023-06-08 Kavin R , Ananta K. Majee

In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.

Probability · Mathematics 2016-11-01 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

Consider a random process s solution of the stochastic partial differential equation Ls = w with L a homogeneous operator and w a multidimensional L\'evy white noise. In this paper, we study the asymptotic effect of zooming in or zooming…

Probability · Mathematics 2018-01-11 Julien Fageot , Michael Unser
‹ Prev 1 8 9 10 Next ›