Related papers: Restricted Markov uniqueness for the stochastic qu…
In this paper we study a gradient flow approach to the problem of quantization of measures in one dimension. By embedding our problem in $L^2$, we find a continuous version of it that corresponds to the limit as the number of particles…
We prove that there is only one translation-invariant Gibbsian point process w.r.t. to a chosen interaction if any of them satisfies a certain bound related to concentration-of-measure. This concentration-of-measure bound is e.g. fulfilled…
We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…
We consider an alternative quantization of the electromagnetic field around the Chern-Simons state $\psi_{CS}$ which is a zero energy solution of quantum electrodynamics. The solution determines a stochastic process which is a random…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…
We consider a sequence of Markov processes $\lbrace X_t^n \mid n \in \mathbb{N} \rbrace$ with Dirichlet forms converging in the Mosco sense of Kuwae and Shioya to the Dirichlet form associated with a Markov process $X_t$. Under this…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
The (elliptic) stochastic quantization equation for the (massive) $\cosh(\beta \varphi)_2$ model, for the charged parameter in the $L^2$ regime (i.e. $\beta^2 < 4 \pi$), is studied. We prove the existence, uniqueness and the properties of…
We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…
We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…
We investigate the performance of the finite volume method in solving viscoplastic flows. The creeping square lid-driven cavity flow of a Bingham plastic is chosen as the test case and the constitutive equation is regularised as proposed by…
We show stability and locality of the minimal supersolution of a forward backward stochastic differential equation with respect to the underlying forward process under weak assumptions on the generator. The forward process appears both in…
Let $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a measurable space $\mathbb{X}$ with invariant probability distribution $\pi$. In this paper, we propose a discretization scheme providing a computable sequence…
The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…
We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth…
We study the problem of deformation quantization for (algebraic) symplectic manifolds over a base field of positive characteristic. We prove a reasonably complete classification theorem for one class of such quantizations; in the course of…
The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…
This paper considers the problem of uniqueness of the solutions to a class of Markovian backward stochastic differential equations (BSDEs) which are also connected to certain nonlinear partial differential equation (PDE) through a…
Local solutions to the 3D stochastic quantisation equations of Yang-Mills-Higgs were constructed in (arXiv:2201.03487), and it was shown that, in the limit of smooth mollifications, there exists a mass renormalisation of the Yang-Mills…
We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…