Related papers: A Kolmogorov type theorem for stochastic fields
It is shown how a natural representation of perpetuities as asymptotically homogeneous in space Markov chains allows to prove various asymptotic tail results for stable perpetuities and limit theorems for unstable ones. Some of these…
In this paper we extend the classical Korovkin theorems to the framework of comonotone additive, sublinear and monotone operators. Based on the theory of Choquet capacities, several concrete examples illustrating our results are also…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…
In this paper we solve Kolmogorov problem about existence of a function with given norms of derivatives for classes of multiple monotone functions and absolute monotone functions in the case of arbitrary number of norms. We also show the…
Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…
In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a L$\acute{\mbox{e}}$vy type noise. The sufficient conditions are presented to guarantee the existence of a unique…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
We present a survey on the regularity theory for classic solutions to subelliptic degenerate Kolmogorov equations. In the last part of this note we present a detailed proof of a Harnack inequality and a strong maximum principle.
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
We study a class of nonautonomous, linear, parabolic equations with unbounded coefficients on $\mathbb R^{d}$ which admit an evolution system of measures. It is shown that the solutions of these equations converge to constant functions as…
In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We introduce a generalized Lagrangian density - involving a non-Hermitian kinetic term - for a quantum particle with the generalized momentum operator. Upon variation of the Lagrangian, we obtain the corresponding Schr\"odinger equation.…
It has been pointed out that non-singular cosmological solutions in second-order scalar-tensor theories generically suffer from gradient instabilities. We extend this no-go result to second-order gravitational theories with an arbitrary…
We give a criterion for two l-adic Galois representations of an algebraic number field to be isomorphic when restricted to a decomposition group, in terms of the global representations mod l. This is applied to prove a generalization of a…
We introduce a generalized Lagrangian density - involving a non-Hermitian kinetic term - for a quantum particle with the generalized momentum operator. Upon variation of the Lagrangian, we obtain the corresponding Schrodinger equation. The…
The paper deals with moduli of continuity for paths of random processes indexed by a general metric space $\Theta$ with values in a general metric space $\mathcal{X}$. Adapting the moment condition on the increments from the classical…
The aim of this paper is to prove the Kolmogorov theorem of persistence of Diophantine flows for nearly-integrable Poisson systems associated to a real analytic Hamiltonian with aperiodic time dependence, provided that the perturbation is…
In this article we formulate and prove sufficient conditions for the existence of trajectories of nonstationary periodic solutions of autonomous Hamiltonian systems in a neighbourhood of equilibria. It is worth pointing out that assumptions…