Related papers: Subadditive Theorems in Time-Dependent Environment…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's Stochastic Simulation Algorithm (SSA) for chemical…

This paper introduces a novel method for approximating the dynamics of a large autonomous system projected onto a fixed subspace. The core contribution is a novel recursive algorithm to construct an effective time-dependent generator that…

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

In this paper we look at ergodic BSDEs in the case where the forward dynamics are given by the solution to a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck SDE with L\'evy noise, taking values in a separable Hilbert space.…

In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

We establish pointwise ergodic theorems for a large class of natural averages on simple Lie groups of real-rank-one, going well beyond the radial case considered previously. The proof is based on a new approach to pointwise ergodic…

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do not need to require the uniform exponential decay of the…

We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…

The almost sure convergence of ergodic averages in Birkhoff's pointwise ergodic theorem is known to fail in the finitely additive setting. We introduce a natural reformulation of almost sure convergence suitable for finitely additive…

This paper is a survey of applications of the theory of algorithmic randomness to ergodic theory. We establish various degrees of constructivity for asymptotic laws of probability theory. In the framework of the Kolmogorov approach to the…

A possible model for quantum kinematics of a test particle in a curved space-time is proposed. Every reasonable neighbourhood V_e of a curved space-time can be equipped with a nonassociative binary operation called the geodesic…

We prove almost sure ergodic theorems for a class of systems called quasistatic dynamical systems. These results are needed, because the usual theorem due to Birkhoff does not apply in the absence of invariant measures. We also introduce…

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

In the context of non-Hermitian quantum mechanics, many systems are known to possess a pseudo PT symmetry , i.e. the non-Hermitian Hamiltonian H is related to its adjoint H^{{\dag}} via the relation, H^{{\dag}}=PTHPT . We propose a…

Noether and Lie symmetry analyses based on point transformations that depend on time and spatial coordinates will be reviewed for a general class of time-dependent Hamiltonian systems. The resulting symmetries are expressed in the form of…

In this paper, time-dependent dynamical systems given by sequences of maps are studied. For systems built from expanding C^2-maps on a compact Riemannian manifold M with uniform bounds on expansion factors and derivatives, we provide…