Related papers: Propagation of microlocal singularities for stocha…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…
In this paper we describe the propagation of singularities of tempered distributional generalized eigenfunctions of many-body Hamiltonians under the assumption that no subsystem has a bound state and that the two-body interactions are…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
We establish a H\"{o}rmander type theorem for the multilinear pseudo-differential operators, which is also a generalization of the results in \cite{MR4322619} to symbols depending on the spatial variable. Most known results for multilinear…
We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…
Let $H$ be a Schr\"odinger type operator with long-range perturbation. We study the wave front set of the distribution kernel of $(H-\lambda\mp i0)^{-1}$, where $\lambda$ is in the absolutely continous spectrumof $H$.The result is a…
Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of…
In this paper, we give a sharp sparse domination of pseudodifferential operators associated with symbols belonging to the H\"{o}rmander class, and fundamental solutions of dispersive equations. Furthermore, we give boundedness results of…
The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the…
We study the problem of parametric estimation for continuously observed stochastic differential equation driven by fractional Brownian motion. Under some assumptions on drift and diffusion coefficients, we construct maximum likelihood…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We prove path-by-path uniqueness of solution to hyperbolic stochastic partial differential equations when the drift coefficient is the difference of two componentwise monotone Borel measurable functions of spatial linear growth. The…
We consider discrete one-dimensional Schr\"odinger operators whose potentials are generated by H\"older continuous sampling along the orbits of a uniformly hyperbolic transformation. For any ergodic measure satisfying a suitable bounded…
Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
We will present versions of the Rellich-Kondrachov theorem for pseudo-differential operators acting on localizable Hardy spaces. One of the techniques includes boundedness properties for pseudodifferential operators with symbols in the…