Related papers: Systems of stochastic Poisson equations: hitting p…

We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions. We also establish a Chung-type law of the iterated…

We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

We prove asymptotic stability of the Poisson homogeneous equilibrium among solutions of the Vlassov-Poisson system in the Euclidean space $\mathbb{R}^3$. More precisely, we show that small, smooth, and localized perturbations of the Poisson…

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…

Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to…

We consider solutions $u^\varepsilon$ of Poisson problems with the Dirichlet condition on domains $\Omega_\varepsilon$ with holes concentrated at subsets of a domain $\Omega$ non-periodically. We show $u^\varepsilon$ converges to a solution…

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonlinear mechanical models: (a) an elasto-plastic oscillator,…

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

We study lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in $\mathbb{R}^d,\ d=1,2,3$. The convergence of the scheme is established.

Given a connected open set $U\ne\emptyset$ in $ R^d$, $d\ge 2$, a relatively closed set $A$ in $U$ is called \emph{unavoidable in $U$}, if Brownian motion, starting in $x\in U\setminus A$ and killed when leaving $U$, hits $A$ almost surely…

We consider the stochastic heat equation on the 1-dimensional torus $\mathbb{T}:=\left[-1,1\right]$ with periodic boundary conditions: $$ \partial_t u(t,x)=\partial^2_x u(t,x)+\sigma(t,x,u)\dot{F}(t,x),\quad x\in…

This paper studies hitting properties for the system of generalized fractional kinetic equations driven by Gaussian noise fractional in time and white or colored in space. We derive the mean square modulus of continuity and some second…