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

An error occurs in a part of the statement and proof of Proposition 2.2 in Jour. Math. Anal. and Appl., 476, (2019), 53-85 that is corrected in this erratum. The revised result reveals a new and unexpected critical phenomenon, having…

Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…

We correct some tables and figures in [A.P. Bustamante and R.C. Calleja, Physica D: Nonlinear Phenomena, 395 (2019), pp. 15-23, arXiv:1712.05476]. We also report on the new computations that verify the accuracy of the data and extend the…

This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…

Multiple scattering and attenuation corrections in Deep Inelastic Neutron Scattering experiments are analyzed. The theoretical basis is stated, and a Monte Carlo procedure to perform the calculation is presented. The results are compared…

In this note we correct two errors in our paper "On the Homology of Completion and Torsion", arXiv:1010.4386, that appeared in Algebras and Representation Theory (2014).

In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion have the unique invariant and ergodic measures. Moreover,…

In this paper we give some sharper refinements and generalizations of inequalities related to Shafer's inequality for the arctangent function, stated in Theorems 1, 2 and 4 in [1], by C. Mortici and H.M. Srivastava.

To our knowledge, the existing measure approximation theory requires the diffusion term of the stochastic delay differential equations (SDDEs) to be globally Lipschitz continuous. Our work is to develop a new explicit numerical method for…

In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

In 2010, Weixiao Shen pointed out to us that the proof of Theorem 3.2 of our 2002 paper in Ann ENS was flawed, and he kindly provided an argument to fix this proof. (We do not make claims on the lower bounds for the stationary density…

This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…

This paper has been withdrawn by the author due to a crucial error in the formulation.

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…

This work investigates the scattering coefficients for inverse medium scattering problems. It shows some fundamental properties of the coefficients such as symmetry and tensorial properties. The relationship between the scattering…

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…

Mathematically rigorous inversion method is developed to recover compactly supported potentials from the fixed-energy scattering data in three dimensions. Error estimates are given for the solution. An algorithm for inversion of noisy…