相关论文: A Khasminskii type averaging principle for stochas…
We describe sufficient conditions on the reaction terms and multiplicative noise terms of a stochastic reaction-diffusion equation that guarantee that the solutions never explode. Both the reaction term and multiplicative noise terms are…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We consider the Bayesian nonparametric estimation of a nonlinear reaction function in a reaction-diffusion stochastic partial differential equation (SPDE). The likelihood is well-defined and tractable by the infinite-dimensional Girsanov…
The paper proves generalization results for a class of stochastic learning algorithms. The method applies whenever the algorithm generates an absolutely continuous distribution relative to some a-priori measure and the Radon Nikodym…
Motivated by engineering applications such as resource allocation in networks and inventory systems, we consider average-reward Reinforcement Learning with unbounded state space and reward function. Recent works studied this problem in the…
In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…
We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large…
We study quasilinear reaction diffusion systems relative to the Shigesada-Kawasaki-Teramoto model. Nonlinearity standing for the external force is provided with mass dissipation. Estimate in several norms of the solution is provided under…
We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…
This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…
In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $\alpha$-stable process, where $\alpha\in(1,2)$. Then by the method of the Khasminskii's time…
We investigate a class of three-component reaction-diffusion systems subject to mass control and a newly introduced structural assumption, referred to as linear intermediate weighted sum condition. Under these hypotheses, we establish the…
We derive a model for the non-isothermal reaction-diffusion equation. Combining ideas from non-equilibrium thermodynamics with the energetic variational approach we obtain a general system modeling the evolution of a non-isothermal chemical…
In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…
On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
For nonautonomous Hamiltonian systems and their quantisations we discuss properties of the quantised systems, related to those of the corresponding classical systems, described by the KAM-related theories: the proper KAM, the averaging…