相关论文: On Asymptotic Behavior of Stochastic Differential …

Consider a one-dimensional stochastic differential equation with jumps $$\mathrm d X(t) = a(X(t))\mathrm d t + \sum_{k = 1}^m b_k(X(t-))\mathrm d Z_k(t),$$ where $Z_k, \ k \in \{1, 2, ..., m\}$ are independent centered L\'evy processes with…

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

In this paper, we study the asymptotic behavior as $x_1\to+\infty$ of solutions of semilinear elliptic equations in quarter- or half-spaces, for which the value at $x_1=0$ is given. We prove the uniqueness and characterize the…

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

This paper establishes the precise asymptotic behavior, as time $t$ tends to infinity, for nontrivial, decaying solutions of genuinely nonlinear systems of ordinary differential equations. The lowest order term in these systems, when the…

Static spherically symmetric solutions to the Einstein-Euler equations with prescribed central densities are known to exist, be unique and smooth for reasonable equations of state. Some criteria are also available to decide whether…

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…

Dynamical system models with delayed dynamics and small noise arise in a variety of applications in science and engineering. In many applications, stable equilibrium or periodic behavior is critical to a well functioning system. Sufficient…

This paper is concerned with parabolic gradient systems of the form \[ u_t = -\nabla V(u) + \Delta_x u \,, \] where the space variable $x$ and the state variable $u$ are multidimensional, and the potential $V$ is coercive at infinity. For…

In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

We study the behavior near the singularity t=0 of Gowdy metrics. We prove existence of an open dense set of boundary points near which the solution is smoothly "asymptotically velocity term dominated" (AVTD). We show that the set of AVTD…

The present paper is concerned with strong stability of solutions of non-autonomous equations of the form $\dot u(t)=A(t)u(t)$, where $A(t)$ is an unbounded operator in a Banach space depending almost periodically on $t$. A general…

A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…

We investigate analytically and numerically the existence of stationary solutions converging to zero at infinity for the incompressible Navier-Stokes equations in a two-dimensional exterior domain. More precisely, we find the asymptotic…

In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…

In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…

We study the asymptotic behavior of mixed functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,d\xi_T(s)$, $t\ge0$, as $T\to\infty$. Here $\xi_T(t)$ is a strong solution of the stochastic differential equation…

Based on the nonlinear steepest descent method of Deift and Zhou for oscillatory Riemann--Hilbert problems and the Dbar approach, the long-time asymptotic behavior of solutions to the fifth-order modified Korteweg-de Vries equation on the…