Related papers: Time inhomogeneous Poisson equations and non-auton…

We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…

In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which…

Lying between traditional parabolic and hyperbolic equations, time-fractional wave equations of order $\alpha\in(1,2)$ in time inherit both decaying and oscillating properties. In this article, we establish a long-time asymptotic estimate…

This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…

In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

We develop an approach based on stochastic quantum trajectories for an incoherently pumped system of interacting bosons relaxing their energy in a thermal reservoir. Our approach enables the study of the versatile coherence properties of…

We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…

Temporal coherence-persistent alignment across time-can arise between agents with fundamentally distinct dynamics, a behavior that classical diffusion models (e.g., Brownian motion, fractional Brownian motion, generalized Langevin equation)…

In this work we analyse the convergence of solutions of the Poisson equation with Neumann boundary conditions in a thin domain with highly oscillatory behavior $\mathcal{U}^\varepsilon$ contained in the sphere $\mathbb{S}^2$. Using the…

The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…

For microscale heterogeneous PDEs, this article further develops novel theory and methodology for their macroscale mathematical/asymptotic homogenization. This article specifically encompasses the case of quasi-periodic heterogeneity with…

Within the framework of the homogeneous non-linear Boltzmann equation, we present a new analytic method, without the intrinsic limitations of existing methods, for obtaining asymptotic solutions. This method permits extension of existing…

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

In this article, we consider a configuration of weighted random balls in $\mathbb{R}^d$ generated according to a Poisson point process. The model investigated exhibits inhomogeneity, as well as dependence between the centers and the radii…

We consider a space-inhomogeneous Kolmogorov-Petrovskii-Piskunov (KPP) equation with a nonlocal diffusion and an almost-periodic nonlinearity. By employing and adapting the theory of homogenization, we show that solutions of this equation…