Related papers: A lower-tail limit in the weak noise theory
In this paper, we first establish general bounds on the Fisher information distance to the class of normal distributions of Malliavin differentiable random variables. We then study the rate of Fisher information convergence in the central…
We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…
We study the problem of parameter estimation for discretely observed stochastic differential equations driven by small fractional noise. Under some conditions, we obtain strong consistency and rate of convergence of the least square…
We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda V(|\nabla h(t,x)|) +\sqrt{D}\, \eta(t,x), \qquad x\in{\mathbb{R}}^d $$ in $d\ge 1$ dimensions. The forcing term $\eta$…
In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the…
We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical $\alpha$-stable noise, where $\alpha\in (1,2)$, and prove that it converges to a stochastic heat equation. We establish its well-posedness, and in…
Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates…
We introduce a variational method for analyzing limit cycle oscillators in $\mathbb{R}^d$ driven by Gaussian noise. This allows us to derive exact stochastic differential equations (SDEs) for the amplitude and phase of the solution, which…
In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged…
We show that under a certain moderate deviation scaling, the multiplicative-noise stochastic heat equation (SHE) arises as the fluctuations of the quenched density of a 1D random walk whose transition probabilities are iid [0,1]-valued…
Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…
We propose and analyse a boundary-preserving numerical scheme for the weak approximation for some stochastic partial differential equations (SPDEs) with bounded state-space. We impose regularity assumptions on the drift and diffusion…
Using the geometric minimum action method, we compute minimizers of the Freidlin-Wentzell functional for the dissipative linear and nonlinear Schroedinger equation. For the particular case of transitions between solitary waves of different…
We prove existence of martingale solutions for the stochastic Cahn-Hilliard equation with degenerate mobility and multiplicative Wiener noise. The potential is allowed to be of logarithmic or double-obstacle type. By extending to the…
We prove the existence of minimizers for some constrained variational problems on $BV(\Omega)$, under subcritical and critical restrictions, involving the affine energy introduced by Zhang in \cite{Z}. Related functionals have non-coercive…
We consider a finite region of a $d$-dimensional lattice, $d\in\mathbb{N}$, of weakly coupled harmonic oscillators. The coupling is provided by a nearest-neighbour potential (harmonic or not) of size $\varepsilon$. Each oscillator weakly…
The Hamilton-Lagrange action principle for Relativistic Schr\"odinger Theory (RST) is converted to a variational principle (with constraints) for the stationary bound states. The groundstate energy is the minimally possible value of the…
We consider a finite element approximation of a general semi-linear stochastic partial differential equation (SPDE) driven by space-time multiplicative and additive noise. We examine the full weak convergence rate of the exponential Euler…
Consider the Hopf--Cole solution $ h(t,x) $ of the KPZ equation with narrow wedge initial condition. Regarding $ t\to\infty $ as a scaling parameter, we provide the first rigorous proof of the Large Deviation Principle (LDP) for the lower…
The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…