Related papers: Transportation cost inequalities for singular SPDE…
This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…
We study analytically the full counting statistics of charge transport through single molecules, strongly coupled to a weakly damped vibrational mode. The specifics of transport in this regime - a hierarchical sequence of avalanches of…
We prove several universal properties of charge transport in generic CFTs holographic to nonminimal extensions of four-dimensional Einstein-Maxwell theory with exact electromagnetic duality invariance. First, we explicitly verify that the…
In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
The Boltzmann equation for inelastic Maxwell models is used to analyze nonlinear transport in a granular binary mixture in the steady simple shear flow. Two different transport processes are studied. First, the rheological properties (shear…
We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…
As opposed to the conventional, approximate theory of electrical conduction in solids, which is based on energy band, quasi-particle states in infinite lattices, a rigorous theory exists that can be used to explain transport phenomena, in…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and…
In calculations of transport quantities, such as the electrical conductivity, thermal conductivity, Seebeck, Peltier, Nernst, Ettingshausen, Righi-Leduc, or Hall coefficients, sums over the Brillouin zone of wave-vector derivatives of the…
In this article we prove pathwise Holder convergence with optimal rates of the implicit Euler scheme for semi-linear parabolic stochastic differential equations with multiplicative noise, set in a UMD Banach space X. We assume the…
We study the dynamics of a charged tracer particle (TP) on a two-dimensional lattice all sites of which except one (a vacancy) are filled with identical neutral, hard-core particles. The particles move randomly by exchanging their positions…
In this article, for the radiative transport equation, we study inverse problems of determining a time independent scattering coefficient or total attenuation by boundary data on the complementary sub-boundary after making one time input of…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is…
We investigate a possible extension of probabilistic well-posedness theory of nonlinear dispersive PDEs with random initial data beyond variance blowup. As a model equation, we study the Benjamin-Bona-Mahony equation (BBM) with Gaussian…
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…
In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…