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In order to formally verify robotic controllers, we must tackle the inherent uncertainty of sensing and actuation in a physical environment. We can model uncertainty using stochastic hybrid systems, which combine discrete jumps with…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
We estimate fractional Sobolev and Besov norms of some singular integrals arising in the model problem for the Zakai equation with discontinuous signal and observation.
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
Admissible perturbations (i.e., perturbations that do not change the Mironenko reflecting function of the system) are obtained for an autonomous three-dimensional quadratic generalized Langford system with five parameters. The obtained…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…
We study an inverse drift problem for a two-dimensional parabolic equation on the unit square with mixed boundary conditions, where the drift coefficient is recovered from terminal observation data $g=u(\cdot,T)$. A monotone operator is…
This paper presents a mathematical analysis of a doubly degenerate parabolic equation and its application to the Richards equation using a bounded auxiliary variable. We establish the existence of weak solutions using semi-implicit time…
We consider the problem of structured canonical polyadic decomposition. If the size of the problem is very big, then stochastic gradient approaches are viable alternatives to classical methods, such as Alternating Optimization and…
We provide a self-contained analysis, based entirely on pde methods, of the exponentially long time behavior of solutions to linear uniformly parabolic equations which are small perturbations of a transport equation with vector field having…
In this paper we consider a problem of with conditions of Bitsadze-Samarski and the Samarski-Ionkin type for system of pseudoparabolic equations of fourth-order with discontinuous coefficients.
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…
We establish new intrinsic Strichartz estimates for solutions of the Cauchy problem for a class of possibly degenerate Schr\"odinger equations with a real drift.
In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral,…
In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved…
Given a concave integro-differential operator $I$, we study regularity for solutions of fully nonlinear, nonlocal, parabolic, concave equations of the form $u_t-Iu=0$. The kernels are assumed to be smooth but non necessarily symmetric which…