相关论文: Gaussian integrability of distance function under …
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Diffusive transport is a ubiquitous phenomenon, yet the microscopic origin of diffusion in interacting physical systems remains a challenging question, irrespective of whether quantum effects are dominant or not. In this work, we study…
We consider a class of nonlinear non-diagonal elliptic systems with $p$-growth and establish the $L^q$-integrability for all $q\in [p,p+2]$ of any weak solution provided the corresponding right hand side belongs to the corresponding…
We show that for every $C^\infty$ diffeomorphism of a closed Riemannian manifold, if there exists a positive volume set of points which admit some expansion with a positive Lyapunov exponent (in a weak sense) then there exists an invariant…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We show that the existence of a non-coercive Lyapunov function is sufficient for uniform global asymptotic stability (UGAS) of infinite-dimensional systems with external disturbances provided the speed of decay is measured in terms of the…
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation…
The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…
On a complete Riemannian manifold $(M,g)$, we consider $L^{p}_{loc}$ distributional solutions of the the differential inequality $-\Delta u + \lambda u \geq 0$ with $\lambda >0$ a locally bounded function that may decay to $0$ at infinity.…
We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…
The paper is devoted to the development of control procedures with a guide for conflict-controlled dynamical systems described by ordinary fractional differential equations with the Caputo derivative of an order $\alpha \in (0, 1).$ For the…
We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…
In [7], Kwapie\'{n} announced that every mean zero function $f\in L_\infty[0,1]$ can be written as a coboundary $f = g\circ T -g$ for some $g\in L_\infty[0,1]$ and some measure preserving transformation $T$ of $[0,1]$. Whereas the original…
Let G=\{G(x),x\in R^1\} be a mean zero Gaussian processes with stationary increments and set \si ^2(|x-y|)= E(G(x)-G(y))^2. Let f be a symmetric function with Ef(\eta)<\ff, where \eta=N(0,1). When \si^2(s) is concave or when \si^2(s)=s^r$,…
It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…
In [1], we showed contractivity of reaction-diffusion PDE: \frac{\partial u}{\partial t}({\omega},t) = F(u({\omega},t)) + D\Delta u({\omega},t) with Neumann boundary condition, provided \mu_{p,Q}(J_F (u)) < 0 (uniformly on u), for some 1…
We consider Gaussian measures $\mu, \tilde{\mu}$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2\beta}$ resp. $\tilde{A}^{-2\tilde{\beta}}$, and derive necessary and sufficient conditions on $A, \tilde{A}$…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
In this paper, by modifying the argument shift method,we prove Liouville integrability of geodesic flows of normal metrics (invariant Einstein metrics) on the Ledger-Obata $n$-symmetric spaces $K^n/\diag(K)$, where $K$ is a semisimple…
Inspired by the widespread concept of Lyapunov-Krasovskii functionals of complete type, this article proposes an alternative class of functionals, termed Lyapunov-Krasovskii functionals of robust type. Their construction aims at improving…