相关论文: Analysis of continuous strict local martingales vi…

A singularly perturbed convection-diffusion problem posed on the unit square in $\mathbb{R}^2$, whose solution has exponential boundary layers, is solved numerically using the local discontinuous Galerkin (LDG) method with piecewise…

This note investigates the explicit convergence rates of nonlocal peridynamic operators to their classical (local) counterparts in $L^q$-norm. Previous results used Fourier series and hence were restricted to showing convergence in $L^2$.…

A recent continuous family of multiplicity functions on local rings was introduced by Taylor interpolating between Hilbert-Samuel and Hilbert-Kunz multiplicities. The obvious goal is to use this as a tool for deforming results from one to…

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…

Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that…

In this paper transformations for matrix orthogonal polynomials in the real line are studied. The orthogonality is understood in a broad sense, and is given in terms of a nondegenerate continuous sesquilinear form, which in turn is…

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…

We examine the behavior of a function sampled from the invariant measure associated to the focusing discrete Non Linear Schr\"odinger equation, defined on a discrete torus of dimension $d \geq 3$, and nonlinearity parameter $p>4$, in the…

Localized planar patterns in spatially extended bistable systems are known to exist along intricate bifurcation diagrams, which are commonly referred to as snaking curves. Their analysis is challenging as techniques such as spatial dynamics…

Lions and Musiela (2007) give sufficient conditions to verify when a stochastic exponential of a continuous local martingale is a martingale or a uniformly integrable martingale. Blei and Engelbert (2009) and Mijatovi\'c and Urusov (2012c)…

Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L^y_{\infty}=a]$ for a given $a\geq 0$ is…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

We make progress on an interesting problem on the boundedness of maximal modulations of the Hilbert transform along the parabola. Namely, if we consider the multiplier arising from it and restrict it to lines, we prove uniform $L^p$ bounds…

In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

We study the asymptotic behavior of solutions to a monostable integro-differential Fisher-KPP equation , that is where the standard Laplacian is replaced by a convolution term, when the dispersal kernel is fat-tailed. We focus on two…

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…