相关论文: Small time asymptotics of diffusion processes

The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…

This survey is devoted to the asymptotic behavior of solutions of evolution equations generated by maximal monotone operators in Hilbert spaces. The emphasis is in the comparison of the continuous time trajectories to sequences generated by…

A novel approach to critical-contrast homogenisation for periodic PDEs is proposed, via an explicit asymptotic analysis of Dirichlet-to-Neumann operators. Norm-resolvent asymptotics for non-uniformly elliptic problems with highly…

Contractions of orthogonal groups to Euclidean groups are applied to analytic descriptions of nuclear quantum phase transitions. The semiclassical asymptotic of multipole collective Hamiltonians are also investigated.

We study spectral asymptotics for a large class of differential operators on an open subset of $\R^d$ with finite volume. This class includes the Dirichlet Laplacian, the fractional Laplacian, and also fractional differential operators with…

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

We study the asymptotic behaviour of two multiplicative- ($q$-) discrete Painlev\'e equations as their respective independent variable goes to infinity. It is shown that the generic asymptotic behaviours are given by elliptic functions. We…

In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…

We consider positive operator semigroups on ordered Banach spac\-es and study the relation of their long time behaviour to two different domination properties. First, we analyse under which conditions almost periodicity and mean ergodicity…

In this paper, we investigate the asymptotic behavior of solutions for divergence linear elliptic equations in exterior domains with periodic coefficients. Consequently, we generalise the Liouville type result firstly established by…

In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…

We investigate the effects of advection on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions. Various asymptotic behaviors of the principal eigenvalues, when advection coefficient…

We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

We study the large time behavior of solutions to fully nonlinear parabolic equations of Hamilton-Jacobi-Bellman type arising typically in stochastic control theory with control both on drift and diffusion coefficients. We prove that, as…

In this paper we study a generalized class of Maxwell-Boltzmann equations which in addition to the usual collision term contains a linear deformation term described by a matrix A. This class of equations arises, for instance, from the…

The purpose of this note is to share some observations and speculations concerning the asymptotic behavior of Gromov-Witten invariants. They may be indicative of some deep phenomena in symplectic topology that in full generality are outside…