Related papers: Exponential Ergodicity for Singular Reflecting McK…

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

We consider a class of L\'evy-driven stochastic differential equations (SDEs) with McKean-Vlasov (MK-V) interaction in the drift coefficient. It is assumed that the coefficient is bounded, affine in the state variable, and only measurable…

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

The attracting inverse-square drift provides a prototypical counterexample to solvability of singular SDEs: if the coefficient of the drift is larger than a certain critical value, then no weak solution exists. We prove a positive result on…

In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with super-linear drifts, we propose a novel modified Euler scheme…

We prove that arithmetic quantum unique ergodicity holds on compact arithmetic quotients of $GL(2,\mathbb{Q}_p)$ for automorphic forms belonging to the principal series. We interpret this conclusion in terms of the equidistribution of…

We consider the numerical approximation of linear damped wave systems by Galerkin approximations in space and appropriate time-stepping schemes. Based on a dissipation estimate for a modified energy, we prove exponential decay of the…

We give an intuitive method--using local, cyclic replica symmetry--to isolate exponential tree decay in truncated (connected) correlations. We give an expansion and use the symmetry to show that all terms vanish, except those displaying…

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…

In this paper, we obtained the strong convergence of Wong-Zakai approximations of reflected SDEs in a general multidimensional domain giving an affirmative answer to the question posed in [ES].

We study the long time asymptotics of a nonlinear, nonlocal equation used in the modelling of granular media. We prove a uniform exponential convergence to equilibrium for degenerately convex and non convex interaction or confinement…

We prove the tightness of radially-symmetric solutions to 2D aggregation-diffusion equations, where the pairwise attraction force is possibly degenerate at large distance. We first reduce the problem into the finiteness of a time integral…

We prove existence and uniqueness of physical and minimal solutions to McKean-Vlasov equations with positive feedback through elastic stopping times. We do this by establishing a relationship between this problem and a problem with…

We consider a special class of mean field SDEs with common noise which depend on the image of the solution (i.e. the conditional distribution given noise). The strong well-posedness is derived under a monotone condition which is weaker than…

In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are c\`adl\`ag with respect to the Hausdorff metric. We then show the existence and…

We introduce a novel method for proving ergodicity for skew products of interval exchange transformations (IETs) with piecewise smooth cocycles having singularities at the ends of exchanged intervals. This approach is inspired by…

In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investigated. In addition, using the decoupled method, some…

The properties of stability of compact set $\mathcal{K}$ which is positively invariant for a semiflow $(\Omega\times W^{1,\infty}([-r,0],\mathbb{R}^n),\Pi,\mathbb{R}^+)$ determined by a family of nonautonomous FDEs with state-dependent…

For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides…

We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…