相关论文: A Strong Limit Theorem for Two-Time-Scale Fucntion…

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…

By employing Husimi quasiprobability distributions, we show that a bounded portion of an unbounded phase space induces a finite effective dimension in an infinite dimensional Hilbert space. We compare our general expressions with numerical…

This work, Part II, together with its companion Part I develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equations depending on the current as well as the past states.…

In this paper, we consider the dual fractional parabolic problem in the right half space. We prove that the positive solutions are strictly increasing in $x_1$ direction without assuming the solutions be bounded. So far as we know, this is…

We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…

We discuss two problems which are particularly challenging for approximations in time-dependent density functional theory (TDDFT) to capture: momentum-distributions in ionization processes, and memory-dependence in real-time dynamics. We…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

The paper investigates isotropic random fields for which the spectral density is unbounded at some frequencies. Limit theorems for weighted functionals of these random fields are established. It is shown that for a wide class of…

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…

We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split…

We extend Peng's maximum principle for semilinear stochastic partial differential equations (SPDEs) in one space-dimension with non-convex control domains and control-dependent diffusion coefficients to the case of general cost functionals…

We obtain the effective potential at finite temperature within the left-right symmetric model. We take the Higgs sector to consist of two doublets and calculate its finite temperature effective potential up to the order of…

In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued…

This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related nonlinear equations. We find conditions under which the exact…

We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…

Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when…

We study the satisfiability problem for the two-variable first-order logic over structures with one transitive relation. % We show that the problem is decidable in 2-NExpTime for the fragment consisting of formulas where existential…