Related papers: Local first integrals for stochastic differential …
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use comparison theorem arguments to achieve this. As a result we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs…
The Painleve and weak Painleve conjectures have been used widely to identify new integrable nonlinear dynamical systems. The calculation of the integrals relies though on methods quite independent from Painlev\'e analysis. This paper…
Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…
We study a new class of McKean-Vlasov stochastic differential equations (SDEs), possibly with common noise, applying the theory of time-inhomogeneous polynomial processes. The drift and volatility coefficients of these SDEs depend on the…
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…
We address the study of nonlocal gradients defined through general radial kernels $\rho$. Our investigation focuses on the properties of the associated function spaces, which depend on the characteristics of the kernel function.…
In this paper, by extending the classic stochastic integrals, we investigate three kinds of more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of interval type (in short: PSITs), stochastic integrals on…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
In this, paper, we give a complete system of analytic invariants for the unfoldings of nonresonant linear differential systems with an irregular singularity of Poincar\'e rank 1 at the origin over a fixed neighborhood $D_r$. The unfolding…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
In traditional work on numerical schemes for solving stochastic differential equations (SDEs), it is usually assumed that the coefficients are globally Lipschitz. This assumption has been used to establish a powerful analysis of the…
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
Understanding the training dynamics of deep learning models is perhaps a necessary step toward demystifying the effectiveness of these models. In particular, how do data from different classes gradually become separable in their feature…
Many real-world dynamical systems are associated with first integrals (a.k.a. invariant quantities), which are quantities that remain unchanged over time. The discovery and understanding of first integrals are fundamental and important…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…