Related papers: Uniform exponential ergodicity of stochastic dissi…
We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump L\'{e}vy processes. We prove a uniform in time propagation of chaos result, providing quantitative bounds on…
We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…
This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…
We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize…
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…
The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control…
We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
In this paper, we show that for several interesting systems beyond uniform hyperbolicity, any generic continuous function has a unique maximizing measure with zero entropy. In some cases, we also know that the maximizing measure has full…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do not need to require the uniform exponential decay of the…
For stochastic processes leading to condensation, the condensate, once it is formed, performs an ergodic stationary-state motion over the system. We analyse this motion, and especially its characteristic time, for zero-range processes. The…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
We investigate one-dimensional driven diffusive systems where particles may also be created and annihilated in the bulk with sufficiently small rate. In an open geometry, i.e., coupled to particle reservoirs at the two ends, these systems…
Linear response theory, the backbone of non-equilibrium statistical physics, has recently been extended to explain how and why non-ergodic renewal processes are insensitive to simple perturbations, such as in habituation. It was established…
Recent massive numerical simulations have shown that the response of a "stochastic resonator" is enhanced as a consequence of spatial coupling. Similar results have been analytically obtained in a reaction-diffusion model, using…