相关论文: On Hypoelliptic Bridge
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
In this paper, we validate the boundary layer theory for 2D steady viscous incompressible magnetohydrodynamics (MHD) equations in a domain $\{(X, Y)\in[0, L]\times\mathbb{R}_+\}$ under the assumption of a moving boundary at $\{Y=0\}$. The…
We obtain the quantum phase diagram of the Hubbard chain with alternating on-site energy at half filling. The model is relevant for the ferroelectric perovskites and organic mixed-stack donor-acceptor crystals. For any values of the…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…
In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the $\mathrm{L}^p$-Wasserstein distance for a class of irreducible and aperiodic Markov…
Based on a combination of insights afforded by Rainer Picard and Serge Nicaise, we extend a set of abstract piezo-electromagnetic impedance boundary conditions. We achieve this by accommodating for the influence of heat with the inclusion…
This article gives conditions on a probability measure and drift field b such that for a given killing field k and a given time t > 0, there is function a such that there is a time homogeneous Markov process with infinitesimal generator…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We introduce a novel approximation to the same marginal Schr\"{o}dinger bridge using the Langevin diffusion. As $\varepsilon \downarrow 0$, it is known that the barycentric projection (also known as the entropic Brenier map) of the…
We consider second-order partial differential operators $H$ in divergence form on $\Ri^d$ with a positive-semidefinite, symmetric, matrix $C$ of real $L_\infty$-coefficients and establish that $H$ is strongly elliptic if and only if the…
In this paper, we are concerned with the validity of Prandtl boundary layer expansion for the solutions to two dimensional (2D) steady viscous incompressible magnetohydrodynamics (MHD) equations in a domain $\{(X, Y)\in[0,…
Within the framework of a mean-field approach the Mott-Hubbard phase transition is considered in the Hubbard and Falicov-Kimball models for half-filled occupation. It is shown that a static Z_2-field forms an insulator state on the lattice…
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.
In time-reversal symmetric systems such as topological and higher-order topological insulators, 1D spin-momentum locked edge and hinge states are theoretically ``perfectly conducting'', being immune to backscattering by non-magnetic…
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
We derive the forward and backward filtering equations for a class of degenerate partially observable diffusions, satisfying the weak H\"ormander condition. Our approach is based on the H\"older theory for degenerate SPDEs that allows to…