Related papers: Ergodicity for Stochastic Neutral Retarded Partial…

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

We study the consistency of stochastic dynamic programs under converging probability distributions and other approximations. Utilizing results on the epi-convergence of expectation functions with varying measures and integrands, and the…

This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…

A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends…

In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional…

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…

Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous and non random, and $\eta$…

In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the…

In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as gradient estimate for stochastic differential equations driven by $\alpha$-stable noises, where $\alpha\in(0,2)$. As an application, the strong Feller…

We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state,…

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

This paper is devoted to the analysis of the problem of stabilization of fractional (in time) partial differential equations. We consider the following equation $$ \partial^{\alpha,\eta}_{t} u(t)=\mathcal{A}u(t)-\frac{\eta}{\Gamma…

It was recently shown that neural ordinary differential equation models cannot solve fundamental and seemingly straightforward tasks even with high-capacity vector field representations. This paper introduces two other fundamental tasks to…

General relation is derived which expresses the fidelity of quantum dynamics, measuring the stability of time evolution to small static variation in the hamiltonian, in terms of ergodicity of an observable generating the perturbation as…

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…