Related papers: Random separation property for stochastic Allen-Ca…
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
We employ a variational approach to study the Neumann boundary value problem for the $p$-Laplacian on bounded smooth-enough domains in the metric setting, and show that solutions exist and are bounded. The boundary data considered are Borel…
We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…
In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…
We generalize stochastic resonance to the nonadiabatic limit by treating the double-well potential using two quadratic potentials. We use a singular perturbation method to determine an approximate analytical solution for the probability…
The co-sparse analysis model for signals assumes that the signal of interest can be multiplied by an analysis dictionary \Omega, leading to a sparse outcome. This model stands as an interesting alternative to the more classical synthesis…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…
The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…
We provide fine asymptotics of solutions of fractional elliptic equations at boundary points where the domain is locally conical; that is, corner type singularities appear. Our method relies on a suitable smoothing of the corner singularity…
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…
In this article, we study the stochastic wave equation in spatial dimensions $d \le 2$ with multiplicative L\'evy noise that can have infinite $p$-th moments. Using the past light-cone property of the wave equation, we prove the existence…
The objects under inspection, on a given probability space, are noise(-type) Boolean algebras -- distributive non-empty sublattices of the lattice of all complete sub-$\sigma$-fields, whose every element admits an independent complement.…
Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…
This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $\epsilon \rightarrow…
We study the dynamics of a one-dimensional run and tumble particle subjected to confining potentials of the type $V(x) = \alpha \, |x|^p$, with $p>0$. The noise that drives the particle dynamics is telegraphic and alternates between $\pm 1$…
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…
For the fractional Laplace equation, a surprising observation is the non-uniqueness for the basic Dirichlet type problems. In this paper, a somewhat sharp uniqueness condition for the fractional Laplace equation is established. We derive…