Related papers: Flatness of invariant manifolds for stochastic par…
Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on the associated {\it solution manifold} $X\subset C^1([-h,0],\mathbb{R}^n)$. For systems with discrete…
We present a general method to construct couplings of stochastic differential equations driven by L\'{e}vy noise in terms of coupling operators. This approach covers both coupling by reflection and refined basic coupling which are often…
By a coupling method, we prove that a family of stochastic partial differential equations (SPDEs) driven by highly degenerate pure jump L\'evy noises are exponential mixing. These pure jump L\'evy noises include $\alpha$-stable process with…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L\'{e}vy…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
This paper proves sharp bounds on the tails of the L\'evy exponent of an operator semistable law on $\mathbb R^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…
In this work, we will show the existence, uniqueness, and weak differentiability of the solution to semi-linear mean-field stochastic differential equations driven by fractional Brownian motion. We prove an extension of 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 prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
L\'{e}vy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a…
We show that the flatness of a nonlinear discrete-time system can be checked by computing a unique sequence of involutive distributions. The well-known test for static feedback linearizability is included as a special case. Since the…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…
The inflow problem for the full two-phase model in a half line is investigated in this paper. The existence and uniqueness of the stationary solution is shown by applications of center manifold theory, and its nonlinear stablility of the…
This study aims to analyze the ergodicity for stochastic 2D Boussinesq equations and explore the impact of a highly degenerate pure jump Levy noise acting only in the temperature equation, this noise could appear on a few Fourier modes. By…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
We study the two-phase, horizontally periodic, quasistationary Stokes flow in two dimensions driven by surface tension and gravity effects in the general context of fluids with (possibly) different viscosities and densities. The sharp…
This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…