Related papers: Sticky couplings of multidimensional diffusions wi…
Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…
We consider the homogenisation of a coupled Stokes flow and advection-reaction-diffusion problem in a perforated domain with an evolving microstructure of size $\varepsilon$. Reactions at the boundaries of the microscopic interfaces lead to…
The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…
The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
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…
This work is focused on the doubly nonlinear equation, whose solutions represent the bending motion of an extensible, elastic bridge suspended by continuously distributed cables which are flexible and elastic with stiffness k^2. When the…
We examine a completely positive and trace preserving evolution of finite dimensional open quantum system, coupled to large environment via periodically modulated interaction Hamiltonian. We derive a corresponding Markovian Master Equation…
Mean-field integro-differential equations are studied in an abstract framework, through couplings of the corresponding stochastic processes. In the perturbative regime, the equation is proven to admit a unique equilibrium, toward which the…
We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is "weakly-coupled" in the…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…
Two random processes X and Y on a metric space are said to be $\varepsilon$-shy coupled if there is positive probability of them staying at least a positive distance $\varepsilon$ apart from each other forever. Interest in the literature…
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…
Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…
We study the dynamical behavior of a one dimensional interface interacting with a sticky unpenetrable substrate or wall. The interface is subject to two effects going in opposite directions. Contact between the interface and the substrate…
Particles of low velocity, travelling without dissipation in a superfluid, can interact and emit sound when they collide. We propose a minimal model in which the equations of motion of the particles, including a short-range repulsive force,…