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Related papers: A second order SDE for the Langevin process reflec…

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The Neumann problem with a small parameter $$(\dfrac{1}{\epsilon}L_0+L_1)u^\epsilon(x)=f(x) \text{for} x\in G, .\dfrac{\partial u^\epsilon}{\partial \gamma^\epsilon}(x)|_{\partial G}=0$$ is considered in this paper. The operators $L_0$ and…

Probability · Mathematics 2013-09-10 Mark Freidlin , Wenqing Hu

This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…

Probability · Mathematics 2016-11-28 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , René L. Schilling , Peter Straka

In this paper, we study the well-posedness of backward doubly stochastic differential equations (BDSDEs), both with and without reflection, under weak conditions. First, when the generator $f$ is of general growth in $y$ and linear growth…

Probability · Mathematics 2026-03-17 Shuxian Gao , Ying Hu , Jiaqiang Wen

A self-organizing joint system classical oscillator + random environment is considered within the framework of a complex probabilistic process that satisfies a Langevin-type stochastic differential equation. Various types of randomness…

Mathematical Physics · Physics 2022-09-08 A. S. Gevorkyan , A. V. Bogdanov , V. V. Mareev , K. A. Movsesyan

Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…

Computational Finance · Quantitative Finance 2020-11-10 Matteo Gardini , Piergiacomo Sabino , Emanuela Sasso

In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson…

Probability · Mathematics 2020-06-29 Mohamed Marzougue , Yaya Sagna

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

In recent years, there has been remarkable progress in theoretical justification of the complex Langevin method, which is a promising method for evading the sign problem in the path integral with a complex weight. There still remains,…

High Energy Physics - Lattice · Physics 2015-12-09 Jun Nishimura , Shinji Shimasaki

The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.

Probability · Mathematics 2014-07-28 Shigeki Aida

Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…

Classical Analysis and ODEs · Mathematics 2007-05-23 C. A. Terrero-Escalante

We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…

Optimization and Control · Mathematics 2026-05-18 Mordecki Ernesto , Muler Nora , Oliú Facundo

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Probability · Mathematics 2012-09-26 Amarjit Budhiraja , Paul Dupuis , Markus Fischer

We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…

Probability · Mathematics 2015-09-30 Sandra Cerrai , Mark Freidlin

We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…

Probability · Mathematics 2024-02-29 Michele Coghi , Wolfgang Dreyer , Paul Gajewski , Clemens Guhlke , Peter Friz , Mario Maurelli

In this paper, we study the doubly conditional reflected backward stochastic differential equations (BSDEs), where constraints are made on the conditional expectation of the first component of the solution with respect to a general…

Probability · Mathematics 2026-01-27 Hanwu Li

In this paper, we analyze a second-order differential equation with a piecewise constant argument and reflection coupled to periodic boundary conditions. Our main contribution is the construction of the related Green's function and a…

Classical Analysis and ODEs · Mathematics 2026-01-21 Alberto Cabada , Paula Cambeses-Franco

We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y$ by convention, but in terms of its conditional expectation…

Probability · Mathematics 2022-11-15 Ying Hu , Jianhui Huang , Wenqiang Li

Internal waves describe the (linear) response of an incompressible stably stratified fluid to small perturbations. The inclination of their group velocity with respect to the vertical is completely determined by their frequency. Therefore…

Analysis of PDEs · Mathematics 2021-02-24 Roberta Bianchini , Anne-Laure Dalibard , Laure Saint-Raymond

We introduce a model to design reflectors that take into account the inverse square law for radiation. We prove existence of solutions, both in the near and far field cases, when the input and output energies are prescribed.

Analysis of PDEs · Mathematics 2013-05-31 Cristian E. Gutierrez , Ahmad Sabra

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński