Related papers: Asymptotics for time-changed diffusions

We study the sensitivity of the densities of some Kolmogorov like degenerate diffusion processes with respect to a perturbation of the coefficients of the non-degenerate component. Under suitable (quite sharp) assumptions we quantify how…

This paper is concerned with a quantitative analysis of asymptotic behaviors of (possibly sign-changing) solutions to the Cauchy-Dirichlet problem for the fast diffusion equation posed on bounded domains with Sobolev subcritical exponents.…

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…

We prove a global asymptotic equivalence of experiments in the sense of Le Cam's theory. The experiments are a continuously observed diffusion with nonparametric drift and its Euler scheme. We focus on diffusions with nonconstant-known…

New diffuse interface and sharp interface models for soluble and insoluble surfactants fulfilling energy inequalities are introduced. We discuss their relation with the help of asymptotic analysis and present an existence result for a…

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…

The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…

Spatially dependent parameters of a two-component chaotic reaction-diffusion PDE model describing ocean ecology are observed by sampling a single species. We estimate model parameters and the other species in the system by…

In the present work we shall describe and apply the techniques of the Renormalization Group - based in data rescaling and operator renormalizing - and of Homogenization - that substitutes, in a certain limit, a periodically inhomogeneous…

Modified scattering phenomena are encountered in the study of global properties for nonlinear dispersive partial differential equations in situations where the decay of solutions at infinity is borderline and scattering fails just barely.…

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…

A fully nonlinear, time-asymptotic theory of resonant particle trapping in large-amplitude quasi-parallel Alfven waves is presented. The effect of trapped particles on the nonlinear dynamics of quasi-stationary Alfvenic discontinuities and…

We study the response of one dimensional diffusive systems, consisting of particles interacting via symmetric or asymmetric exclusion, to time-periodic driving from two reservoirs coupled to the ends. The dynamical response of the system…

The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A…

We study the large-time behavior of a class of periodically driven macroscopic systems. We find, for a certain range of the parameters of either the system or the driving fields, the time-averaged asymptotic behavior effectively is that of…