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Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…
Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…
The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
Given a level set $E$ of an arbitrary multiplicative function $f$, we establish, by building on the fundamental work of Frantzikinakis and Host [13,14], a structure theorem which gives a decomposition of $\mathbb{1}_E$ into an almost…
The combinatorial hierarchical hyperbolicity criterion is a very useful way of constructing new hierarchically hyperbolic spaces (HHSs). We show that, conversely, HHSs satisfying natural assumptions (satisfied, for example, by mapping class…
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…
Many numerical schemes for hyperbolic systems require a piecewise polynomial reconstruction of the cell averaged values, and to simulate perturbed steady states accurately we require a so called 'well balanced' reconstruction scheme. For…
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…
In this paper, we are interested in the analytical study of a nonlinear Stochastic Partial Differential Equation (SPDE) arising as a model of phytoplankton aggregation. This SPDE consists in a diffusion equation with a chemotaxis term…
We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal…
The observation of light super-partners from a supersymmetric extension to the Standard Model is an intensely sought-after experimental outcome, providing an explanation for the stabilization of the electroweak scale and indicating the…
We report a multiscale approach of broad applicability to stochastic reconstruction of multiphase materials, including porous ones. The approach devised uses an optimization method, such as the simulated annealing (SA) and the so-called…
The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…
As a concrete setting where stochastic partial differential equations (SPDEs) are able to model real phenomena, we propose a stochastic Meinhardt model for cell repolarisation and study how parameter estimation techniques developed for…
We study SDEs arising from limiting fluctuations in a $(2+1)$-dimensional surface growth model called the Whittaker driven particle system, which is believed to be in the anisotropic Kardar--Parisi--Zhang class. The main result of this…
This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…