Related papers: Small deviations in p-variation norm for multidime…

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

We offer a unified approach to the theory of convex minorants of L\'{e}vy processes with continuous distributions. New results include simple explicit constructions of the convex minorant of a L\'{e}vy process on both finite and infinite…

We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction $X+Y \to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent simple…

Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…

We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $n$-iterated Brownian motions and, more generally, for the…

The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson…

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…

We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…

We study the almost sure behaviour of suitably normalised multivariate Levy processes as t goes to zero. Among other results we find necessary and sufficient conditions for a law of a very slowly varying function which includes a general…

In this paper we present some extensions of recent noncentral moderate deviation results in the literature. In the first part we generalize the results in \cite{BeghinMacciSPL2022} by considering a general L\'evy process $\{S(t):t\geq 0\}$…

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Let $p\ge 1$ and let $\boldsymbol{v} \colon \mathbb R^d \to \mathbb R^d$ be a compactly supported vector field with $\boldsymbol{v} \in L^p(\mathbb R^d)$ and $\operatorname{div} \boldsymbol{v} = 0$ (in the sense of distributions). It was…

We prove Liouville type theorems for $p$-harmonic functions on exterior domains of the $d$-dimensional Euclidean space, where $1<p<\infty$ and $d\geq 2$. We show that every positive $p$-harmonic function satisfying zero Dirichlet, Neumann…

We extend the results of the general small-gain theorem proposed by Z.P Jiang. The significance of this extension is two fold. First, it allows one to use general vector norm to characterize the input-to-output property of two…

The paper is devoted to the study of the short rate equation of the form $$ dR(t)=F(R(t)) dt +\sum_{i=1}^{d}G(R(t-))dZ_i(t)$$ with deterministic functions $F,G_1,...,G_d$ and a multivariate L\'evy process $Z=(Z_1,...,Z_d)$ with possibly…

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

We obtain the boundedness in $L^p$ spaces for all $1<p<\infty$ of the so-called vertical Littlewood--Paley functions for non-local Dirichlet forms in the metric measure space under some mild assumptions. For $1<p\le 2$, the pseudo-gradient…