Related papers: Uniform exponential ergodicity of stochastic dissi…
This paper is concerned with the ergodic subspaces of the state spaces of isolated quantum systems. We prove a new ergodic theorem for closed quantum systems which shows that the equilibrium state of the system takes the form of a grand…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…
We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…
We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…
We study the thermalization properties of a fully nonlinear lattice model originally derived from the two-dimensional cubic defocusing nonlinear Schr\"odinger equation (NLS) using analytical and numerical methods. Our analysis reveals both…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…
We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with $\alpha\in(1,2)$. Explicit lower bounds for ergodic convergence rates are given.
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
Chemical reaction networks are a widely accepted modeling framework for diverse science phenomena stemming from all disciplines of science, such as biochemistry, ecology, epidemiology, social and political science. In this paper we prove…
We study the long-time behavior of the solutions of a two-component reaction-diffusion system on the real line, which describes the basic chemical reaction $A <=> 2 B$. Assuming that the initial densities of the species $A, B$ are bounded…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
We show the strong well-posedness of SDEs driven by general multiplicative L\'evy noises with Sobolev diffusion and jump coefficients and integrable drift. Moreover, we also study the strong Feller property, irreducibility as well as the…