相关论文: Corrigendum to `Convergence of invariant measures …

This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…

This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…

We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…

An error in the paper [J. Math. Phys. 43, 6343 (2002); math-ph/0207009] is corrected. Further explanation is given.

We provide the proof of convergence of the directional diffusion splitting scheme for two-dimensional parabolic and elliptic advection-diffusion-reaction problems with certain restrictions on problem data

We correct one erroneous statement made in our recent paper "Medial axis and singularities".

This contribution is the numerically oriented companion article of the work [E. Canc\`es, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector…

In N.V. Krylov, Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies, Electron. J. Probab., 4(2), 1999, it is proved under standard assumptions that the value functions of…

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

We provide a careful Fourier analysis of the Guermond-Pasquetti mass lumping correction technique [Guermond J.-L., Pasquetti R. A correction technique for the dispersive effects of mass lumping for transport problems. - Computer Methods in…

We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

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)…

In the article "Stochastic evolution equations for large portfolios of Stochastic Volatility models" (Arxiv:1701.05640) there is a mistake in the proof of Theorem 3.1. In this erratum we establish a weaker version of this Theorem and then…

The comment is intended to answer the criticism presented on `Steady-state fluctuations of a genetic feedback loop: an exact solution' [J. Chem. Phys. {\bf 137}, 035104 (2012).] and provides the missing component for the complete analytic…

We provide a reply to a comment by I. Goychuk arXiv:1708.04155, version v2 from 27 Aug 2017 (not under active consideration with Phys. Rev. Lett.), on our Letter E. Aghion, D. A. Kessler and E. Barkai, Phys. Rev. Lett., 118, 260601 (2017).

In this article we give corrections and addendum to the article ``Flops and Poisson deformations of symplectic varieties, Publ. Res. Inst. Math. Sci. {\bf 44} (2008) 259 - 314''.

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

The formulas in the above Erratum are corrected.