Related papers: Restricted Markov uniqueness for the stochastic qu…
We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton-Jacobi-Bellman integro-partial differential equation in a bounded domain. We show that the unique…
We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…
We consider a Markovian approximation, of weak coupling type, to an open system perturbation involving emission, absorption and scattering by reservoir quanta. The result is the general form for a quantum stochastic flow driven by creation,…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
The paper is devoted to studying the stochastic nonlinear wave (NLW) equation in a bounded domain D $\subset$ R3. We show that the Markov process associated with the flow of solution has a unique stationary measure $\mu$, and the law of any…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
We consider here solutions of the nonlinear fractional Schr\"odinger equation $$\epsilon^{2s}(-\Delta)^s u+V(x)u=u^p.$$ We show that concentration points must be critical points for $V$. We also prove that, if the potential $V$ is coercive…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…
The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We…
We adapt a troubled-cell indicator from discontinuous Galerkin (DG) methods to finite volume methods (FVM) with MUSCL reconstruction and using a novel monotonicity parameter show there is a trade-off between convergence and quality of the…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
For $\phi$ a metric on the anticanonical bundle, $-K_X$, of a Fano manifold $X$ we consider the volume of $X$ $$ \int_X e^{-\phi}. $$ We prove that the logarithm of the volume is concave along continuous geodesics in the space of positively…
Stochastic finite-state generators are compressed descriptions of infinite time series. Alternatively, compressed descriptions are given by quantum finite- state generators [K. Wiesner and J. P. Crutchfield, Physica D 237, 1173 (2008)].…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on…
In this paper, we study homogenization problem for strong Markov processes on $\R^d$ having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z\rangle \I_{\{|z|\le 1\}} \right) k(x,z)\, \Pi (dz) +\langle…
Finite element approximations of Dirichlet boundary control problems governed by parabolic PDEs on convex polygonal domains are studied in this paper. The existence of a unique solution to optimal control problems is guaranteed based on…