相关论文: Existence of Geometric Ergodic Periodic Measures o…

The inevitable noise in real measurements motivates the problem to continuously quantify the similarity between rigid objects such as periodic time series and proteins given by ordered points and considered up to isometry maintaining…

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…

We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…

This paper deals with the Vlasov-Stokes' system in three dimensions with periodic boundary conditions in the spatial variable. We prove the existence of a unique strong solution to this two-phase model under the assumption that initial…

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive…

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can…

Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In…

This paper investigates the existence and uniqueness of solutions, as well as the ergodicity and exponential mixing to invariant measures, and limit theorems for a class of McKean-Vlasov SPDEs with locally weak monotonicity. In particular,…

Discrete time control systems whose dynamics and observations are described by stochastic equations are common in engineering, operations research, health care, and economics. For example, stochastic filtering problems are usually defined…

Dynamical systems often contain oscillatory forces or depend on periodic potentials. Time or space periodicity is reflected in the properties of these systems through a dependence on the parameters of their periodic terms. In this paper we…

Symmetry methods are by now recognized as one of the main tools to attack deterministic differential equations (both ODEs and PDEs); the situation is quite different for what concerns stochastic differential equations: here, symmetry…

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…

We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart…