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相关论文: On Limit Measures and Their Supports for Stochasti…

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The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

动力系统 · 数学 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

概率论 · 数学 2022-02-16 Zhao Dong , Fan Gu , Liang Li

We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…

动力系统 · 数学 2025-06-24 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

动力系统 · 数学 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

概率论 · 数学 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

概率论 · 数学 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

In this paper, we study limit behaviors of stationary measures of the Fokker-Planck equations associated with a system of ordinary differential equations perturbed by a class of multiplicative including additive white noises. As the noises…

动力系统 · 数学 2016-07-22 Wen Huang , Min Ji , Zhenxin Liu , Yingfei Yi

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

概率论 · 数学 2024-05-07 Bixiang Wang

We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…

概率论 · 数学 2026-01-16 Jean-Gabriel Attali

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

概率论 · 数学 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We study stable conditional measures for a certain equilibrium measure for hyperbolic endomorphisms, on basic sets with overlaps; we show that these conditional measures are geometric probabilities and measures of maximal stable dimension.…

动力系统 · 数学 2010-02-26 Eugen Mihailescu

This paper examines Poisson stable (including stationary, periodic, almost periodic, Levitan almost periodic, Bohr almost automorphic, pseudo-periodic, Birkhoff recurrent, pseudo-recurrent, etc.) measures and limit theorems for stochastic…

概率论 · 数学 2024-05-14 Shuaishuai Lu , Xue Yang , Yong Li

This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

概率论 · 数学 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

We offer a measure-theoretic extension of the concept and theory of $k$-contraction, including their generalization on fractional dimensions $d$. The respective contraction property is defined through the exponential decay of the…

动力系统 · 数学 2026-03-04 A. Matveev , A. Pogromsky

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

动力系统 · 数学 2026-03-23 Davi Lima , Rafael Lucena

We study a wide class of metrics in a Lebesgue space with a standard measure, the class of so-called admissible metrics. We consider the cone of admissible metrics, introduce a special norm in it, prove compactness criteria, define the…

动力系统 · 数学 2012-10-26 A. Vershik , F. Petrov , P. Zatitskiy

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

机器学习 · 统计学 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…

概率论 · 数学 2024-07-24 Jacob Bedrossian , Alex Blumenthal , Keagan Callis , Kyle Liss

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

概率论 · 数学 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella
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