Related papers: Variability of paths and differential equations wi…

For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…

We study a class of kinetic-type differential equations $\partial \phi_t/\partial t+\phi_t=\widehat{\mathcal{Q}}\phi_t$, where $\widehat{\mathcal{Q}}$ is an inhomogeneous smoothing transform and, for every $t\geq 0$, $\phi_t$ is the…

A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…

We prove a general existence theorem for nonlinear partial differential systems of any order in one complex variable. A special case of first order contains a well-known theorem of Nijenhuis and Woolf concerning local existence of…

We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

We study continuity properties in Lebesgue spaces for a class of Fourier integral operators arising in the study of the Boltzmann equation. The phase has a H\"older-type singularity at the origin. We prove boundedness in $L^1$ with a…

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

In the present paper, we consider in detail the aspects of the Heisenberg's equations of motion, related to their transformation to the representation dependent of external sources. We provide with a closed solution as to the…

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…

In the paper, we consider a type of stochastic differential equations driven by G-L\'evy processes. We prove that a kind of their additive functionals has path independence and extend some known results.

In this paper, we study the $\frac{1}{H}$-variation of stochastic divergence integrals $X_t = \int_0^t u_s {\delta}B_s$ with respect to a fractional Brownian motion $B$ with Hurst parameter $H < \frac{1}{2}$. Under suitable assumptions on…

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

We define functionals generalising the Seiberg-Witten functional on closed $spin^c$ manifolds, involving higher order derivatives of the curvature form and spinor field. We then consider their associated gradient flows and, using a gauge…

This paper is concerned with the existence and uniqueness, and Ulam--Hyers stabilities of solutions of nonlinear impulsive $\varphi$--Hilfer fractional differential equations. Further, we investigate the dependence of the solution on the…