相关论文: Linear stochastic equations in the critical case
We study the stochastic recursion $X_n=\Psi_n(X_{n-1})$, where $(\Psi_n)_{n\geq 1}$ is a sequence of i.i.d. random Lipschitz mappings close to the random affine transformation $x\mapsto Ax+B$. We describe the tail behaviour of the…
We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…
We find asymptotical expansions as $\nu \to 0$ for integrals of the form $\int_{\mathbb{R}^d} F(x) / \big(\omega(x)^2 + \nu^2\big)\, dx$, where sufficiently smooth functions $F$ and $\omega$ satisfy natural assumptions for their behaviour…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
In this paper, we study an analytically tractable SIS model with a non-linear incidence rate for the number of infectious individuals described through a stochastic differential equation (SDE). We guarantee the existence of a positive…
In this paper, we solve the fractional Lane-Emden equation in the Serrin's critical case for the fractional Laplacian by developing an innovative and self-contained approach that also applies to the classical setting ( Laplacian). We give a…
Various types of stabilizing controls lead to a deterministic difference equation with the following property: once the initial value is positive, the solution tends to the unique positive equilibrium. Introducing additive perturbations can…
Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…
We analyze long-time behavior of solutions to a class of problems related to very fast and singular diffusion porous medium equations having nonhomogeneous in space and time source terms with zero mean. In dimensions two and three, we…
In this work we provide conditions for the existence of solutions to nonlinear boundary value problems of the form \begin{equation*} y(t+n)+a_{n-1}(t)y(t+n-1)+\cdots a_0(t)y(t)=g(t,y(t+m-1)) \end{equation*} subject to \begin{equation*}…
One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
We prove the existence of solutions for the stochastic differential equation $dX_t=b(t,X_{t-})dZ_t+a(t,X_t)dt, X_0\in\R, t\ge 0,$ with only measurable coefficients $a$ and $b$ satisfying the condition $0<\mu\le |b(t,x)|\le \nu$ and…
We generalise the Gartner-Ellis theorem of large deviations theory. Our results allow us to derive large deviation type results in stochastic optimal control from the convergence of generalised logarithmic moment generating functions. They…
Consider $n$ i.i.d. random elements on $C[0,1]$. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing…
We propose a simple model for the phenomenon of Eulerian spontaneous stochasticity in turbulence. This model is solved rigorously, proving that infinitesimal small-scale noise in otherwise a deterministic multi-scale system yields a…
This paper is devoted to the study of the stochastic fixed-point equation X \stackrel{d}{=} \inf_{i \geq 1: T_i > 0} X_i/T_i and the connection with its additive counterpart $X \stackrel{d}{=} \sum_{i\ge 1}T_{i}X_{i}$ associated with the…
In this paper, we study a class of generalized extensible beam equations with a superlinear nonlinearity \begin{equation*} \left\{ \begin{array}{ll} \Delta ^{2}u-M\left( \Vert \nabla u\Vert _{L^{2}}^{2}\right) \Delta u+\lambda V(x) u=f(…
In most practical adaptive signal processing systems, e.g., active noise control, active vibration control, and acoustic echo cancellation, substantial nonlinearities that cannot be neglected exist. In this paper, we analyze the behaviors…
In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…