Related papers: Small Noise Perturbations in Multidimensional Case
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…
A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…
Many engineered physical processes exhibit nonlinear but asymptotically stable dynamics that converge to a finite set of equilibria determined by control inputs. Identifying such systems from data is challenging: stable dynamics provide…
We provide an example for stabilization by noise. Our approach does not rely on monotonicity arguments due to the presence of higher order differential operators or mixing properties of the system as the noise might be highly degenerate. In…
We consider the linearized semiclassical Einstein equations for small deviations around de Sitter spacetime including the vacuum polarization effects of conformal fields. Employing the method of order reduction, we find the exact solutions…
We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…
We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a constraint on the memory of the ambit field, normalized power…
We find the asymptotic formula for quasinormal mode frequencies omega_n of the Dirac equation in a Schwarzschild-AdS_D background in space-time dimension D > 3, in the large black-hole limit appropriate to many applications of the AdS/CFT…
We study inference on a low-dimensional functional $\beta$ in the presence of infinite-dimensional nuisance parameters. Classical inferential methods are typically based on Wald intervals, whose large-sample validity rests on asymptotic…
We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is equal to the maximal solution or minimal solution with certain…
Influence of strong uniaxial small-scale anisotropy on the stability of inertial-range scaling regimes in a model of a passive transverse vector field advected by an incompressible turbulent flow is investigated by means of the field…
We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
Consider the multidimensional SDE $\mathrm d X(t) = a(X(t))\mathrm d t + b(X(t))\mathrm d W(t).$ We study the asymptotic behavior of its solution $X(t)$ as $t \to \infty$, namely, we study sufficient conditions of transience of its solution…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We consider the Dirichlet Laplacian in a three-dimensional waveguide that is a small deformation of a periodically twisted tube. The deformation is given by a bending and an additional twisting of the tube, both parametrized by a coupling…
In this paper we solve a selection problem for multidimensional SDE $d X^\varepsilon(t)=a(X^\varepsilon(t)) d t+\varepsilon \sigma(X^\varepsilon(t))\, d W(t)$, where the drift and diffusion are locally Lipschitz continuous outside of a…
We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…
We compute the beta-function and the anomalous dimension of all the non-derivative operators of the theory up to three-loops for the most general nearest-neighbour O(N)-invariant action together with some contributions to the four-loop…
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
We investigate the zero-noise limit for SDE's driven by Brownian motion with a divergence-free drift singular at the initial time and prove that a unique probability measure concentrated on the integral curves of the drift is selected. More…