相关论文: Smooth densities of the laws of perturbed diffusio…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…

In this paper, we study the differential smoothness of 3-dimensional skew polynomial algebras and diffusion algebras.

We consider a space-homogeneous gas of {\it inelastic hard spheres}, with a {\it diffusive term} representing a random background forcing (in the framework of so-called {\em constant normal restitution coefficients} $\alpha \in [0,1]$ for…

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

Slightly compressible Brinkman-Forchheimer equations in a bounded 3D domain with Dirichlet boundary conditions are considered. These equations model fluids motion in porous media. The dissipativity of these equations in higher order energy…

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate…

We consider a generalized degenerate diffusion equation with a reaction term $u_t=[A(u)]_{xx}+f(u)$, where $A$ is a smooth function satisfying $A(0)=A'(0)=0$ and $A(u),\ A'(u),\ A''(u)>0$ for $u>0$, $f$ is of monostable type in $[0,s_1]$…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

Perturbation theory makes it possible to calculate the probability distribution function (PDF) of the large scale density field in the small variance limit. For top hat smoothing and scale-free Gaussian initial fluctuations, the result…

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

In this paper we investigate the mean square asymptotic stability of a perturbed scalar linear stochastic functional differential equation. Specifically, we are able to give necessary and sufficient conditions on the forcing terms for…

We consider the non-monotone degenerate diffusion equation with time delay. Different from the linear diffusion equation, the degenerate equation allows for semi-compactly supported traveling waves. In particular, we discover…

We study the nonlinear inhomogeneous wave equation in one space dimension: $v_{tt} - T(v,x)_{xx} = 0$. By constructing some "decoupled" Riccati type equations for smooth solutions, we provide a singularity formation result without…