Related papers: A class of multidimensional nonlinear diffusions w…
This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably infinite state space. First, by Girsanov's transformation, we…
By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…
We present a systematic formulation of scattering theory for nonlinear interactions in one dimension and develop a nonlinear generalization of the transfer matrix that has a composition property similar to its linear analog's. We offer…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
We prove the existence and uniqueness of a family of travelling waves in a degenerate (or singular) quasilinear parabolic problem that may be regarded as a generalization of the semilinear Fisher-Kolmogorov-Petrovski-Piscounov equation for…
A new definition of conditional invariance for boundary value problems involving a wide range of boundary conditions (including initial value problems as a special case) is proposed. It is shown that other definitions worked out in order to…
We analyse conditions for an evolution equation with a drift and fractional diffusion to have a Holder continuous solution. In case the diffusion is of order one or more, we obtain Holder estimates for the solution for any bounded drift. In…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…
We consider a family of conditional nonlinear expectations defined on the space of bounded random variables and indexed by the class of all the sub-sigma-algebras of a given underlying sigma-algebra. We show that if this family satisfies a…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…
We consider a cantilevered (clamped-free) beam in an axial potential flow. Certain flow velocities may bring about a bounded-response instability in the structure, termed {\em flutter}. As a preliminary analysis, we employ the theory of…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…
We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the…
In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…