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We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

Probability · Mathematics 2025-10-16 Ali BenAmor , Kazuhiro Kuwae

Many astrophysical systems can only be accurately modelled when the behaviour of their baryonic gas components is well understood. The residual distribution (RD) family of partial differential equation (PDE) solvers produce approximate…

Instrumentation and Methods for Astrophysics · Physics 2022-12-07 Ben Morton , Sadegh Khochfar , Zhenyu Wu

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

Probability · Mathematics 2010-05-14 Martin Hairer , Charles Manson

Simple form scalar differential equation with delay and nonlinear negative periodic feedback is considered. The existence of several types of slowly oscillating periodic solutions is shown with the same and double periods of the feedback…

Dynamical Systems · Mathematics 2024-05-10 Anatoli Ivanov , Sergiy Shelyag

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

Probability · Mathematics 2011-08-17 René L. Schilling , Jian Wang

This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…

Probability · Mathematics 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

A previously-developed hybrid particle-continuum method [J. B. Bell, A. Garcia and S. A. Williams, SIAM Multiscale Modeling and Simulation, 6:1256-1280, 2008] is generalized to dense fluids and two and three dimensional flows. The scheme…

Soft Condensed Matter · Physics 2009-10-22 A. Donev , J. B. Bell , A. L. Garcia , B. J. Alder

We consider a continuum model of electrical signals in the human cortex, which takes the form of a system of semilinear, hyperbolic partial differential equations for the inhibitory and excitatory membrane potentials and the synaptic…

Neurons and Cognition · Quantitative Biology 2015-06-22 Lennaert van Veen , Kevin Green

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the…

Probability · Mathematics 2012-05-01 Jun Masamune , Toshihiro Uemura , Jian Wang

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…

Probability · Mathematics 2013-04-09 Eugene A. Feinberg , Manasa Mandava , Albert N. Shiryaev

We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a…

Pricing of Securities · Quantitative Finance 2013-02-19 Luis H. R. Alvarez E. , Pekka Matomäki , Teppo A. Rakkolainen

By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to…

Probability · Mathematics 2015-11-25 Longjie Xie , Xicheng Zhang

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…

Optimization and Control · Mathematics 2012-03-16 Erhan Bayraktar , Hao Xing

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

We study the existence of monotone traveling wave solutions in a class of nonclassical diffusion equations that include both standard diffusion and a higher-order mixed space-time dispersive term. The reaction term is nonlinear and subject…

Analysis of PDEs · Mathematics 2025-10-28 William Barker , Le Xuan Dong , Vu Trong Luong , Nguyen Duong Toan

In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…

Numerical Analysis · Mathematics 2015-03-19 Jun Ye , Kai Li