相关论文: The transport equation and zero quadratic variatio…
In this work, we extend existing well-posedness by noise results for the stochastic transport and continuity equations by treating them as special cases of the linear advection equation of $k$-forms, which arises naturally in geometric…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…
Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…
In the paper, we address parametric and non-parametric estimation for nonlinear stochastic differential equations with additive Hermite noise with possibly nonlinear scaling. We assume that a single trajectory of the solution is observed…
We build an exact framework to evaluate heat, energy, and particle transport between Gaussian reservoirs mediated by a quadratic quantum system. By combining full counting statistics with newly developed non-Markovian master equation…
We analytically study a system of spinless fermions driven at the boundary with an oscillating chemical potential. Various transport regimes can be observed: at zero driving frequency the particle current through the system is independent…
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…
In this paper, we established a quadratic transportation cost inequality for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise based on a new inequality we proved for the moments (under the…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…
In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be…
We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…
The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…
Transport phenomena are fundamental in Physics. They allow for information and energy to be exchanged between individual constituents of communication systems, networks or even biological entities. Environmental noise will generally hinder…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of…