Related papers: A strong averaging principle for L\'evy diffusions…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…
The global in time existence of weak solutions to a cross-diffusion system with fractional diffusion in the whole space is proved. The equations describe the evolution of multi-species populations in the regime of large-distance…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
We define a uniformly behaved in ${\mathbb N}$ arithmetic sequence ${\bf a}$ and an ${\bf a}$-mean Lyapunov stable dynamical system $f$. We consider the time-average of a continuous function $\phi$ along the ${\bf a}$-orbit of $f$ up to…
Let $\varphi_t : M \to M$ be a flow on a smooth closed connected manifold $M$ that preserves and expands a foliation $F$. We establish a theorem of propagation of regularity along the leaves of $F$ for sections of vector bundles satisfying…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…
Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
The propagation of light that undergoes multiple-scattering by resonant atomic vapor can be described as a L\'evy flight. L\'evy flight is a random walk with heavy tailed step-size (r) distribution, decaying asymptotically as $P(r)\sim…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
In this paper, we prove new results on the validity of the limiting amplitude principle (LAP) for the wave equation with nonconstant coefficients, not necessarily in divergence form. Under suitable assumptions on the coefficients and on the…
Physical systems with non-reciprocal or dissipative forces evolve according to a generalization of Liouville's equation that accounts for the expansion and contraction of phase space volume. Here, we connect geometric descriptions of these…
We study a coupled kinetic-non-Newtonian fluid system on the periodic domain ${\mathbb T}^3$, where particles evolve by a Vlasov equation and interact with an incompressible power-law fluid through a drag force. We prove the global…
We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…
We consider iterated function systems on the interval with random perturbation. Let $Y_\epsilon$ be uniformly distributed in $[1- \epsilon, 1 + \epsilon]$ and let $f_i \in C^{1+\alpha}$ be contractions with fixpoints $a_i$. We consider the…
We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…
Motivated by the well-known phase-space portrait of the nonlinear pendulum, the purpose of this paper is to obtain convergence rates in the ergodic theorem for flows in the plane that have arbitrarily slow trajectories. Considering bounded…