Related papers: Statistical Analysis of Some Evolution Equations D…
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…
We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…
When biological populations expand into new territory, the evolutionary outcomes can be strongly influenced by genetic drift, the random fluctuations in allele frequencies. Meanwhile, spatial variability in the environment can also…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
Noise and spatial degrees of freedom characterize most ecosystems. Some aspects of their influence on the coevolution of populations with cyclic interspecies competition have been demonstrated in recent experiments [e.g. B. Kerr et al.,…
Infinitely many distinct trait values may arise in populations bearing quantitative traits, and modeling their population dynamics is thus a formidable task. While classical models assume fixed or infinite population size, models in which…
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…
We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…