Related papers: Restricted Markov uniqueness for the stochastic qu…
In this article, the boundary singularity for stationary solutions of the linearized Boltzmann equation with cut-off inverse power potential is analyzed. In particular, for cut-off hard-potential cases, we establish the asymptotic…
In this paper, we show that the Gibbs measure of the stochastic hyperbolic sine-Gordon equation on the circle is the unique invariant measure for the Markov process. Moreover, the Markov transition probabilities converge exponentially fast…
We investigate weak convergence of measures generated by solutions of stochastic equations with local time and small diffusion while the last one tends to zero. In case the correspondent ordinary differential equation has infinitely many…
Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…
We consider a general class of discrete, two-dimensional Markov chains modeling the dynamics of a population with two types, without mutation or immigration, and neutral in the sense that type has no influence on each individual's birth or…
We show global uniqueness of the solution to a class of constrained variational problems, using scaling properties. This is used to establish the essential uniqueness of solutions of a large deviations problem in multiple dimensions. The…
We present a quantization condition for the spectrum of a system composed of three identical bosons in a finite volume with periodic boundary conditions. This condition gives a relation between the finite volume spectrum and infinite volume…
This paper focuses on the value function in the time-optimal problem for a continuity equation in the space of probability measures. We derive the dynamic programming principle for this problem. In particular, we prove that the Kruzhkov…
The stochastic Landau--Lifshitz--Gilbert (LLG) equation describes the behaviour of the magnetization under the influence of the effective field consisting of random fluctuations. We first reformulate the equation into an equation the…
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…
We are concerned with the following Schr\"odinger-Newton problem \begin{equation} -\varepsilon^2\Delta u+V(x)u=\frac{1}{8\pi \varepsilon^2} \big(\int_{\mathbb R^3}\frac{u^2(\xi)}{|x-\xi|}d\xi\big)u,~x\in \mathbb R^3. \end{equation} For…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
We study the treatment of the constraints in stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking account of the Ito calculus. Then we obtain an…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…
This paper considers the quantization problem on the Grassmann manifold with dimension n and p. The unique contribution is the derivation of a closed-form formula for the volume of a metric ball in the Grassmann manifold when the radius is…
In this paper we study the continuous coagulation and multiple fragmentation equation for the mean-field description of a system of particles taking into account the combined effect of the coagulation and the fragmentation processes in…
The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…
We discuss signatures of bound-state formation in finite volume via the Luscher finite size method. Assuming that the phase-shift formula in this method inherits all aspects of the quantum scattering theory, we may expect that the…
In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a…