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Related papers: Stochastic Functional Kolmogorov Equations (I): Pe…

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New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

Probability · Mathematics 2024-05-29 Yuliya S. Mishura , Alexander Yu. Veretennikov

Motivated by infinite-dimensional ecological and biological models such as reaction-diffusion SPDEs and stochastic functional differential equations, we develop a general criteria for stochastic persistence (coexistence) in terms of an…

Probability · Mathematics 2026-01-28 Juraj Foldes , Declan Stacy

Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…

Mathematical Physics · Physics 2025-07-29 David Sabin-Miller , Daniel M. Abrams

This paper is Part II of a two-part series on coexistence states study in stochastic generalized Kolmogorov systems under small diffusion. Part I provided a complete characterization for approximating invariant probability measures and…

Dynamical Systems · Mathematics 2024-07-16 Baoquan Zhou , Hao Wang , Tianxu Wang , Daqing Jiang

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

In this paper, we consider a two species chemotaxis system of parabolic-parabolic-elliptic type with Lotka-Volterra type competition terms in heterogeneous media. We first find various conditions on the parameters which guarantee the global…

Analysis of PDEs · Mathematics 2018-06-11 Tahir Bachar Issa , Wenxian Shen

We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependent dynamics. These hold under assumptions over the…

Probability · Mathematics 2022-07-27 Maria Lefter , David Šiška , Łukasz Szpruch

The classification of the long-term behavior of dynamical systems is a fundamental problem in mathematics. For both deterministic and stochastic dynamics specific classes of models verify Palis' conjecture: the long-term behavior is…

Probability · Mathematics 2021-05-19 Alexandru Hening , Dang H. Nguyen , Sebastian J. Schreiber

This paper provides a dynamical frame to study non-autonomous parabolic partial differential equations with finite delay. Assuming monotonicity of the linearized semiflow, conditions for the existence of a continuous separation of type II…

Dynamical Systems · Mathematics 2018-08-14 Rafael Obaya , Ana M. Sanz

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…

Dynamical Systems · Mathematics 2015-08-12 Alessandro Fortunati , Stephen Wiggins

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

Operator Algebras · Mathematics 2011-01-04 J. Martin Lindsay , Adam G. Skalski

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…

Probability · Mathematics 2026-05-06 N. V. Krylov

Species coexistence is a complex, multifaceted problem. At an equilibrium, coexistence requires two conditions: stability under small perturbations; and feasibility, meaning all species abundances are positive. Which of these two conditions…

Populations and Evolution · Quantitative Biology 2024-05-21 Stav Marcus , Ari M. Turner , Guy Bunin

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…

Analysis of PDEs · Mathematics 2021-11-02 Adam Andersson , Mario Hefter , Arnulf Jentzen , Ryan Kurniawan

This thesis focuses on the applications of mathematical tools and concepts brought from nonequilibrium statistical physics to the modeling of ecological problems. The first part provides a short introduction where the theoretical concepts…

Populations and Evolution · Quantitative Biology 2017-01-12 Ricardo Martinez-Garcia

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…

Methodology · Statistics 2025-02-12 Daniele Angelini , Sergio Bianchi

We consider the classical two-dimensional Rosenzweig-MacArthur prey-predator model with a degenerate noise, whereby only the prey variable is subject to small environmental fluctuations. This model has already been introduced in…

Probability · Mathematics 2025-11-14 Michel Benaïm , Jérémy Colombo , Edouard Strickler

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the…

Dynamical Systems · Mathematics 2022-06-20 Thi Kim Thoa Thieu , Adrian Muntean , Roderick Melnik