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This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.

Classical Analysis and ODEs · Mathematics 2011-04-26 Viorel Barbu

Let $G=\prod_{i=1}^{r} G_i$ be a product of simple real algebraic groups of rank one and $\Gamma$ an Anosov subgroup of $G$ with respect to a minimal parabolic subgroup. For each $v$ in the interior of a positive Weyl chamber, let $\mathcal…

Dynamical Systems · Mathematics 2022-12-02 Or Landesberg , Minju Lee , Elon Lindenstrauss , Hee Oh

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

Analysis of PDEs · Mathematics 2015-02-20 Hongjie Dong , Doyoon Kim , Hong Zhang

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

Probability · Mathematics 2018-01-30 Rangrang Zhang , Guoli Zhou

We consider skew-products with concave interval fiber maps over a certain subshift obtained as the projection of orbits staying in a given region. It generates a new type of (essentially) coded shift. The fiber maps have expanding and…

Dynamical Systems · Mathematics 2021-07-15 L. J. Díaz , K. Gelfert , M. Rams

We prove some ergodic-theoretic rigidity properties of the action of SL(2,R) on moduli space. In particular, we show that any ergodic measure invariant under the action of the upper triangular subgroup of SL(2,R) is supported on an…

Dynamical Systems · Mathematics 2018-02-06 Alex Eskin , Maryam Mirzakhani

Ergodic optimization aims to single out dynamically invariant Borel probability measures which maximize the integral of a given "performance" function. For a continuous self-map of a compact metric space and a dense set of continuous…

Dynamical Systems · Mathematics 2017-04-20 Mao Shinoda

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic.…

Probability · Mathematics 2021-03-19 Chunrong Feng , Huaizhong Zhao

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

Probability · Mathematics 2020-05-26 Ludovic Goudenège , Luigi Manca

This paper develops a time-inconsistent and path-dependent singular control framework incorporating a running minimum process. We derive a verification theorem that characterizes equilibria under substantially weaker regularity conditions…

Optimization and Control · Mathematics 2026-05-20 Rui Dai , Guohui Guan , Zongxia Liang , Xiaodong Luo

We establish the existence, uniqueness and exponential attraction properties of an invariant measure for the MHD equations with degenerate stochastic forcing acting only in the magnetic equation. The central challenge is to establish time…

Probability · Mathematics 2020-03-17 Xuhui Peng , Jianhua Huang , Yan Zheng

In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate…

Probability · Mathematics 2019-12-13 Hanwu Li , Yongsheng Song

We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…

Probability · Mathematics 2015-03-24 Tomasz Klimsiak

The Monotonocity Principle (MP), stating a monotonic relationship between a material property and a proper corresponding boundary operator, is attracting great interest in the field of inverse problems, because of its fundamental role in…

In this work, we show the consistency of an approach for solving robust optimization problems using sequences of sub-problems generated by ergodic measure preserving transformations. The main result of this paper is that the minimizers and…

Optimization and Control · Mathematics 2020-09-14 Pedro Pérez-Aros

We classify invariant probability measures for non-elementary groups of automorphisms, on any compact K\"ahler surface X, under the assumption that the group contains a so-called "parabolic automorphism". We also prove that except in…

Dynamical Systems · Mathematics 2022-02-10 Serge Cantat , Romain Dujardin

Under the assumption of a natural subadditive potential, the so called cylinder function, working on the symbol space we prove the existence of the ergodic invariant probability measure satisfying the equilibrium state. As an application we…

Dynamical Systems · Mathematics 2017-02-01 Antti Käenmäki

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

Probability · Mathematics 2022-04-06 William Oçafrain

A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends…

Analysis of PDEs · Mathematics 2011-12-21 Alain Bensoussan , Laurent Mertz
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