Related papers: Markov's equation is not partition regular

We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…

The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…

We give a simple and entirely elementary proof of Gasper's theorem on the Markov sequence problem for Jacobi polynomials. It is based on the spectral analysis of an operator that arises in the study of a probabilistic model of colliding…

We consider triangulations of closed $2$-dimensional (not necessarily orientable) surfaces. Any minimal set of zigzags that double covers the set of edges provides a $z$-orientation of the triangulation. We introduce Markov chains of…

A Fuchsian system of rank 8 in 3 variables with 4 parameters is presented. The singular locus consists of six planes and a cubic surface. The restriction of the system onto the intersection of two singular planes is an ordinary differential…

We prove pathwise uniqueness for solutions of the nonlinear Schr\"{o}dinger equation with conservative multiplicative noise on compact 3D manifolds. In particular, we generalize the result by Burq, G\'erard and Tzvetkov (N. Burq, P.…

We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…

Calder\'on-Zygmund theory has been traditionally developed on metric measure spaces satisfying additional regularity properties. In the lack of good metrics, we introduce a new approach for general measure spaces which admit a Markov…

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

An initial-boundary value problem for the 3D Zakharov-Kuznetsov equation posed on bounded domains is considered. Existence and uniqueness of a global regular solution as well as exponential decay of the $H^2$-norm for small initial data are…

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…

We study supersolvable line arrangements in ${\mathbb P}^2$ over the reals and over the complex numbers, as the first step toward a combinatorial classification. Our main results show that a nontrivial (i.e., not a pencil or near pencil)…

Suppose that $\mathbb{N}$ is $2$-coloured. Then there are infinitely many monochromatic solutions to $x + y = z^2$. On the other hand, there is a $3$-colouring of $\mathbb{N}$ with only finitely many monochromatic solutions to this…

An easily solvable quantum master equation has long been sought that takes into account memory effects induced on the system by the bath, i.e., non-Markovian effects. We briefly review the Post-Markovian master equation (PMME), which is…

Stochastically monotone Markov chains arise in many applied domains, especially in the setting of queues and storage systems. Poisson's equation is a key tool for analyzing additive functionals of such models, such as cumulative sums of…

We consider the generalized two-dimensional Zakharov-Kuznetsov equation $u_t+\partial_x \Delta u+\partial_x(u^{k+1})=0$, where $k\geq3$ is an integer number. For $k\geq8$ we prove local well-posedness in the $L^2$-based Sobolev spaces…