Related papers: A Kolmogorov type theorem for stochastic fields
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
We consider a type of stochastic nonlinear beam equation driven by L\'{e}vy noise. By using a suitable Lyapunov function and applying the Khasminskii test we show the nonexplosion of the mild solutions. In addition, under some additional…
We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…
Kolmogorov nonlinear averaging is complemented by a natural axiom. For this averaging, we prove a theorem on large deviations as well as establish the relationship to the tunnel canonical operator.
We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
We prove higher regularity for nonlinear nonlocal equations with possibly discontinuous coefficients of VMO-type in fractional Sobolev spaces. While for corresponding local elliptic equations with VMO coefficients it is only possible to…
Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability…
In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…
We investigate what can be concluded about a quantum system when sequential quantum measurements of its observable -- a prominent example of the so-called quantum stochastic process -- fulfill the Kolmogorov consistency condition and thus…
The purpose of this paper is to investigate the well-posedness of several linear and nonlinear equations with a parabolic forward-backward structure, and to highlight the similarities and differences between them. The epitomal linear…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
In this paper we study the permanence and impermanence for continuous-time competitive Kolmogorov systems via the carrying simplex. We first give an extension to attractors of V. Hutson's results on the existence of repellors in…