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

Errata for MNRAS 330, 821 (2002, astro-ph/0111084). A notation error in Eq. 7 and some typos in Table 3 corrected.

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration…

Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential…

We show that the criticism of our paper [Phys. Rev. B 65, 125109 (2002)] by Wang, Millis, and Das Sarma [cond-mat/0206203] is based on a trivial mathematical mistake they have committed.

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…

This paper presents a study of finite element error estimation of advection-diffusion-reaction equation with spatially variable coefficients. We have derived a priori and a posteriori errors in both energy and L2 norm. We have used…

Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]

This is a comment on recent paper by T.M. Stace and S.D. Barrett, PRL 92, 136802 (2004). We show that the main result of the paper, absence of the spectral peak for continuous weak measurement of coherent oscillations in a qubit, is…

Optimization of distortion riskmetrics with distributional uncertainty has wide applications in finance and operations research. Distortion riskmetrics include many commonly applied risk measures and deviation measures, which are not…

For stochastic differential equations (SDEs) with Markovian switching, whose drift and diffusion coefficients are allowed to contain superlinear terms, the backward Euler-Maruyama (BEM) method is proposed to approximate the invariant…

We correct a mistake in the paper with the mentioned title and reference: Calc. Var. Partial Differential Equations 58 (2019), no. 1, 58:21. It corresponds with the preprint arXiv:1712.04727.

The Fokker-Planck equation needs to be modified when the diffusion parameters are not constant, in order to match it with the backward equation. It even becomes simpler, and the integration of the underlying stochastic differential equation…

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…

This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…

In this paper we study the inversion problem in measure and Fourier-Stieltjes algebras from qualitative and quantitative point of view extending the results obtained by N. Nikolski.

This note contains a correction of the proofs of the main results of the paper [A. Yekutieli, Deformation quantization in algebraic geometry, Adv. Math. 198 (2005), 383-432]. The results are correct as originally stated.