Related papers: Volterra-type Ornstein-Uhlenbeck processes in spac…
In this paper we revisit the mild-solution approach to second-order semi-linear PDEs of Hamilton-Jacobi type in infinite-dimensional spaces. We show that a well-known result on existence of mild solutions in Hilbert spaces can be easily…
We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the…
In this paper, we study the cut-off phenomenon under the total variation distance of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by L\'evy processes. That is to say, under the total variation distance, there is an abrupt…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
By employing a path integral formulation, we obtain the entropy production rate for a system of active Ornstein-Uhlenbeck particles (AOUP) both in the presence and in the absence of thermal noise. The present treatment clarifies some…
We define a class of functions which have a known decay rate coupled with a periodic fluctuation. We identify conditions on the kernel of a linear summation convolution Volterra equation which give the equivalence of the kernel lying in…
The paper is devoted to the special classes of solutions to multidimensional balance laws of gas dynamic type. In the velocity field for the solutions of such class the time and space variables are separated. The simplest case is the…
We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
We consider solutions to the full (non-isentropic) two-dimensional Euler equations that are constant in time and along rays emanating from the origin. We prove that for a polytropic equation of state, entropy admissible solutions in…
This paper considers a system of Boltzmann equations modelling the mixture of monatomic and polyatomic gases in an $L^{2}-L^{\infty}$ perturbation theory around global modified Maxwellians accounting for the internal energy of the mixture…
We study high-dimensional Ornstein--Uhlenbeck processes driven by L\'evy noise and consider drift matrices that decompose into a low-rank plus sparse component, capturing a few latent factors together with a sparse network of direct…
We construct global-in-time, unique solutions of the two-dimensional Euler equations in a Yudovich type space and a $\rm bmo$-type space. First, we show the regularity of solutions for the two-dimensional Euler equations in the Spanne space…
In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…
In this paper we are investigating the long time behaviour of the solution of a mutation competition model of Lotka-Volterra's type. Our main motivation comes from the analysis of the Lotka-Volterra's competition system with mutation which…
We present a numerical method for the velocity-space, spatially homogeneous, collisional Boltzmann equation for electron transport in low-temperature plasma (LTP) conditions. Modeling LTP plasmas is useful in many applications, including…
This paper proves the existence of small-amplitude global-in-time unique mild solutions to both the Landau equation including the Coulomb potential and the Boltzmann equation without angular cutoff. Since the well-known works (Guo, 2002)…
We analyze collocation methods for nonlinear homogeneous Volterra-Hammerstein integral equations with non-Lipschitz nonlinearity. We present different kinds of existence and uniqueness of nontrivial collocation solutions and we give…
We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…