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Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…
Radio-wave scintillation observations reveal a nearly Kolmogorov spectrum of density fluctuations in the ionized interstellar medium. Although this density spectrum is suggestive of turbulence, no theory relevant to its interpretation…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
In this article we study a reaction diffusion system with $m$ unknown concentration. The non-linearity in our study comes from an underlying reversible chemical reaction and triangular in nature. Our objective is to understand the large…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
In the limit $d\to\infty$ the role of pressure gradients and that of the incompressibility constraint decreases, thus blurring the difference between transverse and longitudinal velocity correlation functions. Using Polyakov's expression…
The properties of unresolved protostars and their local environment (e.g., disk, envelope and outflow characteristics) are frequently inferred from spectral energy distributions (SEDs) through comparison with idealized model SEDs. However,…
The influence of an underlying carrier flow on the terminal velocity of sedimenting particles is investigated both analytically and numerically. Our theoretical framework works for a general class of (laminar or turbulent) velocity fields…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Several recent imaging experiments access the equilibrium density profiles of interacting particles confined to a two-dimensional substrate. When these particles are in a fluid phase, we show that such data yields precise information…
We consider an inverse problem of reconstructing a degeneracy point in the diffusion coefficient in a one-dimensional parabolic equation by measuring the normal derivative on one side of the domain boundary. We analyze the sensitivity of…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space $L^2(H,\nu)$ where $\nu$ is an infinitesimally excessive measure. Then a weak solution is…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…
The paper considers some class of dynamical systems that called density systems. For such systems the derivative of quadratic function depends on so-called density function. The density function is used to set the properties of phase space,…
We consider several classes of degenerate hyperbolic equations involving delay terms and suitable nonlinearities. The idea is to rewrite the problems in an abstract way and, using semigroup theory and energy method, we study well posedness…