Related papers: Averaging Principle on Infinite Intervals for Stoc…

By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Our main purpose is to use a new condition, $\alpha$-local nondeterminism, which is an alternative to the classical local nondeterminism usually utilized in the Gaussian framework, in order to investigate Besov regularity, in the time…

For any subcritical index of regularity $s>3/2$, we prove the almost global well posedness for the 2-dimensional semilinear wave equation with the cubic nonlinearity in the derivatives, when the initial data are small in the Sobolev space…

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

In this note we derive large-scale regularity properties of solutions to second-order linear elliptic equations with random coefficients on the half- space with homogeneous Neumann boundary data; it is a companion to arXiv:1604.02717 in…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We consider the two-dimensional advection-diffusion equation on a bounded domain subject to either Dirichlet or von Neumann boundary conditions and study both time-independent and time-periodic cases involving Liouville integrable…

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

We consider the generalized parabolic Anderson equation (gPAM) in 2 dimensions with periodic boundary. This is an example of a singular semilinear stochastic partial differential equations, solutions of which require renormalization and…

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…

Novel sequences of approximants to solutions of Painlev\'e II on finite intervals of the real line, with Neumann boundary conditions, are constructed. Numerical experiments strongly suggest convergence of these sequences in a surprisingly…

Alexandrov's inequalities imply that for any convex body $A$, the sequence of intrinsic volumes $V_1(A),\ldots,V_n(A)$ is non-increasing (when suitably normalized). Milman's random version of Dvoretzky's theorem shows that a large initial…

We prove existence of infinitely many classical periodic solutions with periodic boundary conditions for a class of monotone semilinear wave equations. Our argument relies on some new estimates for the linear problem with periodic boundary…

In recent work of Monthoux and Pines~[1] and also in Rice et {\sl al.}'s work~[2], quasi-averages like $\langle c_{k \uparrow} c_{- k \downarrow} \rangle$ were considered even in the case of a dimension less or equal two. But it is well…

In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the…

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

We present stability and recurrence results for a class of stochastic hybrid dynamical systems with oscillating flow maps. These results are developed by introducing averaging tools that parallel those already existing for ordinary…

We study the stability of $\mathcal{M}_0$, an invariant subset of a Markov process $(X_t)_{t\geq 0}$ on a metric space $\mathcal{M}$. By building the theory of average Lyapunov functions, we formulate general criteria based on the signs of…