Related papers: Spectral Gap for the Stochastic Quantization Equat…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
In this paper we study long time stability of a class of nontrivial, quasi-periodic solutions depending on one spacial variable of the cubic defocusing non-linear Schr\"odinger equation on the two dimensional torus. We prove that these…
Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
We study nonequilibrium steady states in the Lorentz gas of periodic scatterers when an external field is applied and the particle kinetic energy is held fixed by a ``thermostat'' constructed according to Gauss' principle of least…
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
Noether's Theorem on constants of the motion of dynamical systems has recently been extended to classical dissipative systems (Markovian semi-groups) by Baez and Fong. We show how to extend these results to the fully quantum setting of…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
We consider a stochastic partial differential equation (SPDE) model for chemorepulsion, with non-linear sensitivity on the one-dimensional torus. We show that for any suitable initial data there exists a pathwise unique, global solution to…
For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…
We propose a quantitative test for the validity of the semi-classical approximation in gravity, namely that the solutions to the semi-classical equations should be stable to linearized perturbations, in the sense that no gauge invariant…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…