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We study semigroups generated by general fractional Ornstein-Uhlenbeck operators acting on $L2(\mathbb R^n)$. We characterize geometrically the partial Gevrey-type smoothing properties of these semigroups and we sharply describe the blow-up…
This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…
We consider the problem of determining the initial heat distribution in the heat equation from a point measurement. We show that this inverse problem is naturally related to the one of recovering the coefficients of Dirichlet series from…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in $L^2$ spaces with respect to invariant measures. The purpose of this article is to show how recent results on general quadratic operators apply to the study of degenerate…
In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…
It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…
We consider the partial data inverse boundary problem for the Schr\"odinger operator at a frequency $k>0$ on a bounded domain in $\mathbb{R}^n$, $n\ge 3$, with impedance boundary conditions. Assuming that the potential is known in a…
We prove some efficient inference results concerning estimation of a Ornstein-Uhlenbeck regression model, which is driven by a non-Gaussian stable Levy process and where the output process is observed at high-frequency over a fixed time…
We study the inverse problem of determining a real-valued potential in the two-dimensional Schr\"odinger equation at negative energy from the Dirichlet-to-Neumann map. It is known that the problem is ill-posed and a stability estimate of…
We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…
In this paper, we study the stability of two inverse boundary value problems in an infinite slab with partial data. These problems have been studied by Li and Uhlmann for the case of the Schrodinger equation and by Krupchyk, Lassas and…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
Inverse transport theory concerns the reconstruction of the absorption and scattering coefficients in a transport equation from knowledge of the albedo operator, which models all possible boundary measurements. Uniqueness and stability…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
In this paper, we establish refined Strichartz estimates for higher-order Schr\"odinger equations with initial data exhibiting partial regularity. By partial regularity, we mean that the initial data are not required to have full Sobolev…
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…
We consider the Ornstein-Uhlenbeck process with a broad initial probability distribution (Levy distribution), which exhibits so-called non-spectral modes. The relaxation of such modes differs from those determined from the parameters of the…
We examine a mean-reverting Ornstein-Uhlenbeck process that perturbs an unknown Lipschitz-continuous drift and aim to estimate the drift's value at a predetermined time horizon by sampling the path of the process. Due to the time varying…