相关论文: On parametric Gevrey asymptotics for some nonlinea…

In this paper we study the asymptotic behavior for large argument of a family of solutions of the Painlev\'e equation P$_{\rm VI} arising in the context of Random Matrix Theory [1]. We show this family of solutions are uniquely determined…

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

In this work a discontinuous boundary-value problem with retarded argument which contains spectral parameter in the transmission conditions at the point of discontinuity are investigated. We obtained asymptotic formulas for the eigenvalues…

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…

The Cauchy problem for two dimensional difference wave operators is considered with potentials and initial data supported in a bounded region. The large time asymptotic behavior of solutions is obtained. In contrast to the continuous case…

We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…

We study the Gevrey character of a natural parameterization of one dimensional invariant manifolds associated to a parabolic direction of fixed points of analytic maps, that is, a direction associated with an eigenvalue equal to $1$. We…

We explain a discontinuous drop in the exponential growth rate for certain multivariate generating functions at a critical parameter value, in even dimensions d at least 4. This result depends on computations in the homology of the…

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…

For a recurrent linear diffusion on $\R_+$ we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that the L\'evy measure of the inverse local time is subexponential…

We investigate asymptotic behavior of solutions for nonlocal elliptic boundary value problems in plane angles and in ${\mathbb R}^2\backslash\{0\}$. Such problems arise as model ones when studying asymptotics of solutions for nonlocal…

We analyse a second-order SPDE model in multiple space dimensions and develop estimators for the parameters of this model based on discrete observations of a solution in time and space on a bounded domain. While parameter estimation for one…

We study the symmetry properties of the weak positive solutions to a class of quasi-linear elliptic problems having a variational structure. On this basis, the asymptotic behaviour of global solutions of the corresponding parabolic…

In this paper we consider the initial value problem for a family of shallow water equations on the line $\R$ with various asymptotic conditions at infinity. In particular we construct solutions with prescribed asymptotic expansion as…

We present a one-parameter family of large $N$ disordered models, with and without supersymmetry, in three spacetime dimensions. They interpolate from the critical large $N$ vector model dual to a classical higher spin theory, towards a…

Higher order parametric level correlations in disordered systems with broken time-reversal symmetry are studied by mapping the problem onto a model of coupled Hermitian random matrices. Closed analytical expression is derived for parametric…

We study integral representations of the Gevrey series solutions of irregular hypergeometric systems. In this paper we consider the case of the systems associated with a one row matrix, for which the integration domains are one dimensional.…