Related papers: Spectral Gap for the Stochastic Quantization Equat…
We derive the equations of time-independent stochastic quantization, without reference to an unphysical 5th time, from the principle of gauge equivalence. It asserts that probability distributions $P$ that give the same expectation values…
This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…
We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We investigate the Markov property and the continuity with respect to the initial conditions (strong Feller property) for the solutions to the Navier-Stokes equations forced by an additive noise. First, we prove, by means of an abstract…
There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique ergodicity under minimal assumptions on…
We consider the defocusing cubic nonlinear Schr\"odinger equation (NLS) on the two-dimensional torus. The equation admits a special family of elliptic invariant quasiperiodic tori called finite-gap solutions. These are inherited from the…
Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…
We study the nonhomogeneous boundary value problem for the steady-state Navier-Stokes equations under the slip boundary conditions in two-dimensional multiply-connected bounded domains. Employing the approach of Korobkov-Pileckas-Russo…
We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
We study the linear relaxation Boltzmann equation on the torus with a spatially varying jump rate which can be zero on large sections of the domain. In \cite{BS13} Bernard and Salvarani showed that this equation converges exponentially fast…
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…
In this paper, we establish three criteria for the asymptotic behavior of Markov-Feller semigroups. First, we present a criterion for convergence in total variation to a unique invariant measure, requiring only $TV$-eventual continuity of…
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…
This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…