Related papers: A Reflected Moving Boundary Problem Driven by Spac…
This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
We consider a one-dimensional free boundary problem describing the migration of diffusants into rubber. In our setting, the free boundary represents the position of the front delimitating the diffusant region. The growth rate of this region…
The purpose of this paper is twofold. Firstly, we prove transportation inequalities ${\bf T_2}(C)$ on the space of continuous paths with respect to the uniform metric for the law of the solution to a class of non-linear monotone stochastic…
By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…
Local perturbations of an infinitely long rod go away to infinity. On the contrary, in the case of a finite length of the rod, the perturbations reach its boundary and are reflected from it. The boundary conditions constructed here for the…
We consider reflected backward stochastic different equations with optional barrier and so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove existence and uniqueness results. We also show that the…
In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.
In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evolution of the density of sell and buy orders is the Heat…
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.
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…
We prove a Morse index theorem for action functionals on paths that are allowed to reflect at a hypersurface (either in the interior or at the boundary of a manifold). Both fixed and periodic boundary conditions are treated.
We consider the equations of a multi-velocity model of a binary mixture of viscous compressible fluids (two-fluid medium) in the case of one-dimensional barotropic motions. We prove the global (in time) existence and uniqueness of a strong…
In this series of papers, we investigate the spreading and vanishing dynamics of time almost periodic diffusive KPP equations with free boundaries. Such equations are used to characterize the spreading of a new species in time almost…
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…
We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion for pollution (diffusion and advection), and tackle…
We investigate the Boltzmann equation with spatial smearing, diffusive boundary conditions, and Lions' collision kernel. Both, the physical as well as the velocity space, are assumed to be bounded. Existence and uniqueness of a stationary…
In this paper we investigate stability of travelling wave solutions to a class of reaction-diffusion equations perturbed by infinite-dimensional additive noise with H\"older continuous paths, covering in particular fractional Brownian…