相关论文: Linear stochastic equations in the critical case

It is considered a semilinear elliptic partial differential equation in $\mathbb{R}^N$ with a potential that may vanish at infinity and a nonlinear term with subcritical growth. A positive solution is proved to exist depending on the…

The aim of this text is to develop on the asymptotics of some 1-D nonlinear Schrodinger equations from both the theoretical and the numerical perspectives, when a caustic is formed. We review rigorous results in the field and give some…

For $n \geq 3$, an asymptotic formula is derived for the number of representations of a sufficiently large natural number $N$ as a sum of $r = 2^n + 1$ summands, each of which is an $n$-th power of natural numbers $x_i$, $i = \overline{1,…

We consider a semi-classical nonlinear Schrodinger equation. For initial data causing focusing at one point in the linear case, we study a nonlinearity which is super-critical in terms of asymptotic effects near the caustic. We prove the…

The summation arithmetic functions with asymptotically independent summands are studied in the paper. We prove statements about the condition under which the summation arithmetic functions have asymptotically independent summands. It is…

In this paper, we provide a one-to-one correspondence between the solution Y of a BSDE with singular terminal condition and the solution H of a BSDE with singular generator. This result provides the precise asymptotic behavior of Y close to…

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

We consider large random matrices $X$ with centered, independent entries but possibly different variances. We compute the normalized trace of $f(X) g(X^*)$ for $f,g$ functions analytic on the spectrum of $X$. We use these results to compute…

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

A system of nonlinear differential equations $x^{1+\gamma}\frac{dY}{dx}= F_0(x)+A(x)Y+F(x,Y)$ is considered. We study more precisely the meaning of asymptotic expansion of transformations and solutions than preceding pioneering works, by…

Delattre et al. (2013) investigated asymptotic properties of the maximum likelihood estimator of the population parameters of the random effects associated with n independent stochastic differential equations (SDEs) assuming that the SDEs…

We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and…

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

We prove the existence of solution for a class of $p(x)$-Laplacian equations where the nonlinearity has a critical growth. Here, we consider two cases: the first case involves the situation where the variable exponents are periodic…

We prove Asymptotic Completeness of one dimensional NLS with long range nonlinearities. We also prove existence and expansion of asymptotic solutions with large data at infinity.

The paper is devoted to the study of critical cases of the nonlinear Schr\"{o}dinger (NLS) equation with source and gradient terms, subsequently providing answers to some open questions posed by Alotaibi et al in [Z. Angew. Math. Phys., 73…

We study a weighted $\frac{N}{2}$ biharmonic equation involving a positive continuous potential in $\overline{B}$. The non-linearity is assumed to have critical exponential growth in view of logarithmic weighted Adams' type inequalities in…

We analyze the asymptotic properties a special solution of the $(3,4)$ string equation, which appears in the study of the multicritical quartic $2$-matrix model. In particular, we show that in a certain parameter regime, the corresponding…

In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…