Related papers: On Time Uniform Wong-Zakai Approximation Theorems

Through an uncertainty quantification (UQ) perspective, we show that score-based generative models (SGMs) are provably robust to the multiple sources of error in practical implementation. Our primary tool is the Wasserstein uncertainty…

We prove a Wong-Zakai theorem for the defocusing mass-critical stochastic nonlinear Schr\"odinger equation (NLS) on $\mathbb{R}$. The main ingredient are careful mixtures of bootstrapping arguments at both deterministic and stochastic…

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of…

This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…

In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

An essential feature of the subdiffusion equations with the $\alpha$-order time fractional derivative is the weak singularity at the initial time. The weak regularity of the solution is usually characterized by a regularity parameter…

In this paper we investigate the porous medium equation with a fractional temporal derivative. We justify that the resulting equation emerges when we consider the waiting-time (or trapping) phenomenon that can happen in the medium. Our…

In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…

We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…

We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…