Related papers: Krylov-Safonov estimates for a degenerate diffusio…
We study a symmetric diffusion process on $\mathbb{R}^d$, $d\geq 2$, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive…
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
We study the influence of the boundary conditions at the solid liquid interface on diffusion in a confined fluid. Using an hydrodynamic approach, we compute numerical estimates for the diffusion of a particle confined between two planes.…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are…
We address the inverse problem of recovering a degeneracy point within the diffusion coefficient of a one-dimensional complex parabolic equation by observing the normal derivative at one point of the boundary. The strongly degenerate case…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
We improve previous results on dispersive decay for 1D Klein- Gordon equation. We develop a novel approach, which allows us to establish the decay in more strong norms and weaken the assumption on the potential.
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
This paper concerns the long-time asymptotics of diffusions with degenerate coefficients at the domain's boundary. Degenerate diffusion operators with mixed linear and quadratic degeneracies find applications in the analysis of asymmetric…
We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…
We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…
The heat equation is often used in order to inpaint dropped data in inpainting-based lossy compression schemes. We propose an alternative way to numerically solve the heat equation by an extended Krylov subspace method. The method is very…