Related papers: Infinite dimensional weak Dirichlet processes and …

This paper introduces a notion of differential forms on closed, potentially fractal, subsets of Euclidean space by defining pointwise cotangent spaces using the restriction of $C^1$ functions to this set. Aspects of cohomology are…

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have…

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…

The stories told in this paper are dealing with the solution of finite, infinite, and biinfinite Toeplitz-type systems. A crucial role plays the off-diagonal decay behavior of Toeplitz matrices and their inverses. Classical results of…

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Let $d \ge 2$. In this paper, we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dS_{t}+b(s+t, X_{t})dt, \quad X_{0}=x, \] where $(s,x)\in \mathbb{R}_+ \times \mathbb{R}^{d}$ is the initial starting…

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

A low-order nonconforming finite element discretization of a smooth de Rham complex starting from the $H^2$ space in three dimensions is proposed, involving an $H^2$-nonconforming finite element space, a new tangentially continuous…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

We present a novel family of continuous, linear time-frequency transforms adaptable to a multitude of (nonlinear) frequency scales. Similar to classical time-frequency or time-scale representations, the representation coefficients are…

We classify transcendental entire functions that are compositions of a polynomial and the exponential for which all singular values escape on disjoint rays. The construction involves an iteration procedure on an infinite-dimensional…

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

If X is a d-dimensional uniformly elliptic diffusion, with initial law nu, we show that F(X) is a Dirichlet process, whenever F satisfies an integrability condition linking its weak derivative to the coefficients of the diffusion and the…

In this article, we prove that, on the diffusive time scale, condensing zero-range processes converge to a dimension-decaying diffusion process on the simplex \[ \Sigma = \{(x_1,\dots,x_S) : x_i \ge 0,\; \sum_{i\in S} x_i = 1\}, \] where…

Consider three-dimensional fractional MHD equations in an exterior domain with the Dirichlet boundary condition assumed. Asymptotic behaviours of weak solutions to the three-dimensional exterior fractional MHD equations are studied. $L^2$…

We introduce a new notion of solution, which we call weak* solutions, for systems of conservation laws. These solutions can be used to handle singular situations that standard weak solutions cannot, such as vacuums in Lagrangian gas…

We develop several aspects of the infinite-dimensional Weak KAM theory using a random variables' approach. We prove that the infinite-dimensional cell problem admits a viscosity solution that is a fixed point of the Lax-Oleinik semigroup.…