相关论文: It{\^o}-Krylov's formula for a flow of measures

The conformal flow of metrics [2] has been used to successfully establish a special case of the Penrose inequality, which yields a lower bound for the total mass of a spacetime in terms of horizon area. Here we show how to adapt the…

The It\^o formula, also known as the change-of-variables formula, is a cornerstone of It\^o stochastic calculus. Over time, this formula has been extended to apply to random processes for which classical calculus is insufficient. Since…

We obtain limit theorems (Stable Laws and Central Limit Theorems, both Gaussian and non-Gaussian) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The proofs of the limit…

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

This paper presents a new parameter estimation method for It\^{o} diffusions such that the resulting model predicts the equilibrium statistics as well as the sensitivities of the underlying system to external disturbances. Our formulation…

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

The notion of the flow introduced by Kitaev is a manifestly topological formulation of the winding number on a real lattice. First, we show in this paper that the flow is quite useful for practical numerical computations for systems without…

Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the L\'evy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the It\^o and Stratonovich…

We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

The one-way measurement model is a framework for universal quantum computation, in which algorithms are partially described by a graph G of entanglement relations on a collection of qubits. A sufficient condition for an algorithm to perform…

We prove continuity properties for the flow map associated to the defocusing energy-subcritical power-like nonlinear Schr{\"o}dinger equation, when the power varies. We show local in time continuity in the energy space for any power, and…

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Katok's special representation theorem states that any free ergodic measure-preserving $\mathbb{R}^{d}$-flow can be realized as a special flow over a $\mathbb{Z}^{d}$-action. It provides a multidimensional generalization of the "flow under…

The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of…

We prove the Taylor-Kubo formula for a class of isotropic, non-mixing flows with long-range correlation. For the proof, we develop the method of high order correctors expansion.

In this short article, we shall study one-dimensional local Dirichlet spaces. One result, which has its independent interest, is to prove that irreducibility implies the uniqueness of symmetrizing measure for right Markov processes. The…