Related papers: Multidimensional Stable driven McKean-Vlasov SDEs …

We introduce a novel meshless simulation method for the McKean-Vlasov Stochastic Differential Equation (MV-SDE) utilizing deep learning, applicable to both self-interaction and interaction scenarios. Traditionally, numerical methods for…

We derive and prove the path-kernel formula for the linear response (parameter-derivative of averaged statistics) of SDEs. The parameter may affect the drift coefficient, the diffusion coefficient, and the initial condition. The formula…

The critical variational setting was recently introduced and shown to be applicable to many important SPDEs not covered by the classical variational setting. In this paper, we extend the critical variational setting in several ways. We…

For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…

We present a tractable class of one-dimensional McKean-Vlasov equations that allow for unique strong solutions and extend the dynamics of various SIS epidemic models that are well-established in the literature. While the…

Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. M\"uller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2016), 1477--1500] stochastic differential equations (SDEs)…

This work deals with the exponential stabilization of a system of three semilinear parabolic partial differential equations (PDEs), written in a strict feedforward form. The diffusion coefficients are considered distinct and the PDEs are…

For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result…

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…

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

We present a comprehensive evaluation of the robustness and explainability of ResNet-like models in the context of Unintended Radiated Emission (URE) classification and suggest a new approach leveraging Neural Stochastic Differential…

The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…

We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…

We establish the Malliavin differentiability of McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise under the global Lipschitz assumption in the space variable and the measure variable. Our result gives also meaning…

In this paper, we first establish the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations (MMVSDEs) driven by L\'evy noise with non-Lipschitz coefficients. It is important to note…

This paper examines the problem of stabilizing linear distributed delay systems with nonlinear distributed delay kernels and dissipativity constraints. Specifically, the nonlinear distributed kernel includes functions such as polynomials,…

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

We introduce a setting based on the one-dimensional (1D) nonlinear Schroedinger equation (NLSE) with the self-focusing (SF) cubic term modulated by a singular function of the coordinate, |x|^{-a}. It may be additionally combined with the…

This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…

We study the performance of discrete-time consensus protocols in the presence of additive noise. When the consensus dynamic corresponds to a reversible Markov chain, we give an exact expression for a weighted version of steady-state…