English
Related papers

Related papers: Malliavin Calculus for the one-dimensional Stochas…

200 papers

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez

We consider the optimal stopping problem $v^{(\eps)}:=\sup_{\tau\in\mathcal{T}_{0,T}}\mathbb{E}B_{(\tau-\eps)^+}$ posed by Shiryaev at the International Conference on Advanced Stochastic Optimization Problems organized by the Steklov…

Probability · Mathematics 2015-04-07 Erhan Bayraktar , Zhou Zhou

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…

Probability · Mathematics 2017-09-22 D. Baños , H. H. Haferkorn , F. Proske

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Statistical Mechanics · Physics 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva

In this paper we study a singular stochastic differential equation driven by an additive fractional Brownian motion with Hurst parameter $H>\frac 12$. Under some assumptions on the drift, we show that there is a unique solution, which has…

Probability · Mathematics 2007-11-19 Yaozhong Hu , David Nualart , Xiaoming Song

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

This paper investigates solvability of fully coupled systems of forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. In particular, we assume that the coefficients of the FBSDEs are merely measurable and…

Probability · Mathematics 2020-04-02 Peng Luo , Olivier Menoukeu-Pamen , Ludovic Tangpi

We consider the two dimensional Navier-Stokes equations in vorticity form with a stochastic forcing term given by a gaussian noise, white in time and coloured in space. First, we prove existence and uniqueness of a weak (in the Walsh sense)…

Probability · Mathematics 2017-02-07 Benedetta Ferrario , Margherita Zanella

Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…

Optimization and Control · Mathematics 2024-08-15 Kanji Sato , Akiko Takeda , Reiichiro Kawai , Taiji Suzuki

In this paper, we give an upper bound for a probabilistic distance between a Gaussian vector and a vector of U-statistics of Poisson point processes by applying Malliavin-Stein inequality on the Poisson space.

Probability · Mathematics 2011-11-10 Nguyen Tuan Minh

In this paper, we use Malliavin calculus to show the existence and continuity of density functions of $d$-dimensional non-colliding particle systems such as hyperbolic particle systems and Dyson Brownian motion with smooth drift. For this…

Probability · Mathematics 2019-01-29 Nobuaki Naganuma , Dai Taguchi

In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…

Probability · Mathematics 2015-01-26 Imade Fakhouri , Youssef Ouknine , Yong Ren

Suppose $B$ is a Brownian motion and $B^n$ is an approximating sequence of rescaled random walks on the same probability space converging to $B$ pointwise in probability. We provide necessary and sufficient conditions for weak and strong…

Probability · Mathematics 2016-03-01 Christian Bender , Peter Parczewski

We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…

Analysis of PDEs · Mathematics 2026-02-02 Gabriele Fioravanti , Xavier Ros-Oton , Clara Torres-Latorre

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…

Statistical Mechanics · Physics 2017-03-07 Masato Itami , Shin-ichi Sasa

In this paper we study the existence of traveling wave solutions for a free-boundary problem modeling the phase transition of a material where the heat is transported by both conduction and radiation. Specifically, we consider a…

Analysis of PDEs · Mathematics 2025-06-03 Elena Demattè , Juan J. L. Velázquez

This paper derives a complete analytical solution for the probability distribution of the configuration of a non-holonomic vehicle that moves in two spatial dimensions by satisfying the unicycle kinematic constraints and in presence of…

Robotics · Computer Science 2015-01-15 Agostino Martinelli

We establish certain oscillation estimates for weak solutions to nonlinear, anomalous phase transitions modeled on the nonlocal two-phase Stefan problem. The problem is singular in time, is scaling deficient and influenced by far-off…

Analysis of PDEs · Mathematics 2025-04-25 Kyeongbae Kim , Ho-Sik Lee , Harsh Prasad

Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the…

Statistical Mechanics · Physics 2007-05-23 Mini P. Balakrishnan , M. C. Valsakumar , P. Rameshan

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss