相关论文: On Hypoelliptic Bridge

We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

We study a version of the Ornstein-Uhlenbeck bridge driven by a spectrally-positive subordinator. Our formulation is based on a Linear-Quadratic control subject to a singular terminal condition. The Ornstein-Uhlenbeck bridge, we develop, is…

By further developing the generalized $\Gamma$-calculus for hypoelliptic operators, we prove hypocoercive estimates for a large class of Kolmogorov type operators which are defined on non necessarily totally geodesic Riemannian foliations.…

In this paper we show that if large jumps of an It\^o-semimartingale $X$ have a finite $p$-moment, $p>0$, the radial part of its drift is dominated by $-|X|^\kappa$ for some $\kappa\geq -1$, and the balance condition $p+\kappa>1$ holds…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Consider the tangent bundle of a Riemannian manifold $(M,g)$ of dimension $n\geq3$ admitting a metric of negative curvature (not necessarily equal to $g$) endowed with a twisted symplectic structure defined by a closed 2-form on $M$. We…

We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…

In a companion paper, the authors have characterized all deterministic semigroups, and all Markov semigroups, whose trajectories are Carathe'odory solutions to a given ODE x'=f(x), with f possibly discontinuous. The present paper…

In this article we study the regularity of the topological and metric entropy of partially hyperbolic flows with two-dimensional center direction. We show that the topological entropy is upper semicontinuous with respect to the flow, and we…

We give a simple and rather elementary proof of the celebrated Bichteler-Dellacherie-Mokobodzki Theorem, which states that a process S is a good integrator if and only if it is a semimartingale. As a corollary, we obtain a characterization…

Consider the discrete quadratic phase Hilbert Transform acting on $\ell^{2}$ finitely supported functions $$ H^{\alpha} f(n) : = \sum_{m \neq 0} \frac{e^{2 \pi i\alpha m^2} f(n - m)}{m}. $$ We prove that, uniformly in $\alpha \in…

We study the free boundary problem for contact discontinuities in ideal compressible magnetohydrodynamics (MHD). They are characteristic discontinuities with no flow across the discontinuity for which the pressure, the magnetic field and…

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Let $S$ be the submarkovian semigroup on $L_2({\bf R}^d)$ generated by a self-adjoint, second-order, divergence-form, elliptic operator $H$ with $W^{1,\infty}$ coefficients $c_{kl}$. Further let $\Omega$ be an open subset of ${\bf R}^d$.…

In this paper we discussed the self-adjointness of the Maxwell's equations with variable coefficients $\epsilon$ and $\mu$. Three different Lagrangian are attained. By the Legendre transformation, a multisymplectic Bridge's (Hamilton) form…

We discuss surface scattering in terms of bidirectional reflectance distribution function. We formulate a boundary condition that in addition to diffuse and specular reflection has tilted diffuse reflection. We apply the boundary condition…

Determining physically admissible boundary conditions for higher moments in an extended continuum model is recognised as a major obstacle. Boundary conditions for the regularised 26-moment (R26) equations obtained using Maxwell's…

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

We observe that under certain conditions on the Lyapunov exponents a semi-invertible cocycle is, indeed, invertible. As a consequence, if a semi-invertible cocycle generated by a H\"{o}lder continuous map $A:M\to M(d, \mathbb{R})$ over a…