发布求助
文献互助 智能选刊 最新文献

Stochastic Processes and their Applications最新文献

筛选
英文 中文
A Benamou–Brenier formula for transport distances between stationary random measures
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-20 DOI: 10.1016/j.spa.2025.104633
Martin Huesmann, Bastian Müller
{"title":"A Benamou–Brenier formula for transport distances between stationary random measures","authors":"Martin Huesmann,&nbsp;Bastian Müller","doi":"10.1016/j.spa.2025.104633","DOIUrl":"10.1016/j.spa.2025.104633","url":null,"abstract":"<div><div>We derive a Benamou–Brenier type dynamical formulation for the Kantorovich–Wasserstein extended metric <span><math><msub><mrow><mi>W</mi></mrow><mrow><mi>p</mi></mrow></msub></math></span> between stationary random measures recently introduced in Erbar et al., (2024). A key step is a reformulation of the extended metric <span><math><msub><mrow><mi>W</mi></mrow><mrow><mi>p</mi></mrow></msub></math></span> using Palm probabilities.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104633"},"PeriodicalIF":1.1,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143685652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A lower bound for pc in range-R bond percolation in four, five and six dimensions
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-20 DOI: 10.1016/j.spa.2025.104637
Jieliang Hong
{"title":"A lower bound for pc in range-R bond percolation in four, five and six dimensions","authors":"Jieliang Hong","doi":"10.1016/j.spa.2025.104637","DOIUrl":"10.1016/j.spa.2025.104637","url":null,"abstract":"<div><div>For the range-<span><math><mi>R</mi></math></span> bond percolation in <span><math><mrow><mi>d</mi><mo>=</mo><mn>4</mn><mo>,</mo><mn>5</mn><mo>,</mo><mn>6</mn></mrow></math></span>, we obtain a lower bound for the critical probability <span><math><msub><mrow><mi>p</mi></mrow><mrow><mi>c</mi></mrow></msub></math></span> for <span><math><mi>R</mi></math></span> large, agreeing with the conjectured asymptotics and thus complementing the corresponding results of Van der Hofstad and Sakai (2005) for <span><math><mrow><mi>d</mi><mo>&gt;</mo><mn>6</mn></mrow></math></span>, and Frei and Perkins (2016), Hong (2023) for <span><math><mrow><mi>d</mi><mo>≤</mo><mn>3</mn></mrow></math></span>. The lower bound proof is completed by showing the extinction of the associated SIR epidemic model. To prove the extinction of the SIR epidemics, we introduce a refined model of the branching random walk, called a self-avoiding branching random walk, whose total range dominates that of the SIR epidemic process.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104637"},"PeriodicalIF":1.1,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143685653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Symmetric KL-divergence by Stein’s method
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-20 DOI: 10.1016/j.spa.2025.104635
Liu-Quan Yao , Song-Hao Liu
{"title":"Symmetric KL-divergence by Stein’s method","authors":"Liu-Quan Yao ,&nbsp;Song-Hao Liu","doi":"10.1016/j.spa.2025.104635","DOIUrl":"10.1016/j.spa.2025.104635","url":null,"abstract":"<div><div>In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rate of order <span><math><mrow><mi>O</mi><mfenced><mrow><mfrac><mrow><mo>ln</mo><mi>n</mi></mrow><mrow><msqrt><mrow><mi>n</mi></mrow></msqrt></mrow></mfrac></mrow></mfenced></mrow></math></span>. The proof is based on Stein’s method. The convergence rate of order <span><math><mrow><mi>O</mi><mfenced><mrow><mfrac><mrow><mn>1</mn></mrow><mrow><msqrt><mrow><mi>n</mi></mrow></msqrt></mrow></mfrac></mrow></mfenced></mrow></math></span> and <span><math><mrow><mi>O</mi><mfenced><mrow><mfrac><mrow><mn>1</mn></mrow><mrow><mi>n</mi></mrow></mfrac></mrow></mfenced></mrow></math></span> are also obtained under higher moment condition.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104635"},"PeriodicalIF":1.1,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143685651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotics for irregularly observed long memory processes
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-15 DOI: 10.1016/j.spa.2025.104631
Mohamedou Ould Haye , Anne Philippe
{"title":"Asymptotics for irregularly observed long memory processes","authors":"Mohamedou Ould Haye ,&nbsp;Anne Philippe","doi":"10.1016/j.spa.2025.104631","DOIUrl":"10.1016/j.spa.2025.104631","url":null,"abstract":"<div><div>We study the effect of observing a long-memory stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the renewal process. In particular, we show that if the renewal process has a moderate heavy-tail distribution, then the limit is a so-called Normal Variance Mixture (NVM) and we characterize the randomized variance part of the limiting NVM as an integral function of a Lévy stable motion. Otherwise, the normalized sample mean will be asymptotically normal.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104631"},"PeriodicalIF":1.1,"publicationDate":"2025-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143685649","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Partial divisibility of random sets
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-15 DOI: 10.1016/j.spa.2025.104632
Jnaneshwar Baslingker, Biltu Dan
{"title":"Partial divisibility of random sets","authors":"Jnaneshwar Baslingker,&nbsp;Biltu Dan","doi":"10.1016/j.spa.2025.104632","DOIUrl":"10.1016/j.spa.2025.104632","url":null,"abstract":"<div><div>In this article, we ask the following question: Let <span><math><msub><mrow><mi>V</mi></mrow><mrow><mi>X</mi></mrow></msub></math></span> be the void functional of a random closed set <span><math><mi>X</mi></math></span>. For which <span><math><mrow><mi>α</mi><mo>&gt;</mo><mn>0</mn></mrow></math></span> is <span><math><msubsup><mrow><mi>V</mi></mrow><mrow><mi>X</mi></mrow><mrow><mi>α</mi></mrow></msubsup></math></span> a void functional? We answer this question when <span><math><mi>X</mi></math></span> is a random subset of a finite set. The result is then generalized to exponents which preserve complete monotonicity of functions on finite lattices. Also, we study the question of approximating an <span><math><mi>m</mi></math></span>-divisible random set by infinitely divisible random sets. We prove a theorem analogous to that of Arak’s classical result (Arak, 1981, 1982) on approximating an <span><math><mi>m</mi></math></span>-divisible random variable by infinitely divisible random variables.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104632"},"PeriodicalIF":1.1,"publicationDate":"2025-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143644464","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On a class of exponential changes of measure for stochastic PDEs
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-15 DOI: 10.1016/j.spa.2025.104630
Thorben Pieper-Sethmacher , Frank van der Meulen , Aad van der Vaart
{"title":"On a class of exponential changes of measure for stochastic PDEs","authors":"Thorben Pieper-Sethmacher ,&nbsp;Frank van der Meulen ,&nbsp;Aad van der Vaart","doi":"10.1016/j.spa.2025.104630","DOIUrl":"10.1016/j.spa.2025.104630","url":null,"abstract":"<div><div>Given a mild solution <span><math><mi>X</mi></math></span> to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator <span><math><mi>L</mi></math></span>, defined in the topology of bounded pointwise convergence. The changed measure <span><math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math></span> depends on the choice of a function <span><math><mi>h</mi></math></span> in the domain of <span><math><mi>L</mi></math></span>. In our main result, we derive conditions on <span><math><mi>h</mi></math></span> for which the change of measure is of Girsanov-type. The process <span><math><mi>X</mi></math></span> under <span><math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math></span> is then shown to be a mild solution to another SPDE with an extra additive drift-term. We illustrate how different choices of <span><math><mi>h</mi></math></span> impact the law of <span><math><mi>X</mi></math></span> under <span><math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math></span> in selected applications. These include the derivation of an infinite-dimensional diffusion bridge as well as the introduction of guided processes for SPDEs, generalizing results known for finite-dimensional diffusion processes to the infinite-dimensional case.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104630"},"PeriodicalIF":1.1,"publicationDate":"2025-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143685648","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Expected hitting time estimates on finite graphs
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-11 DOI: 10.1016/j.spa.2025.104626
Laurent Saloff-Coste , Yuwen Wang
{"title":"Expected hitting time estimates on finite graphs","authors":"Laurent Saloff-Coste ,&nbsp;Yuwen Wang","doi":"10.1016/j.spa.2025.104626","DOIUrl":"10.1016/j.spa.2025.104626","url":null,"abstract":"<div><div>The expected hitting time from vertex <span><math><mi>a</mi></math></span> to vertex <span><math><mi>b</mi></math></span>, <span><math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math></span>, is the expected value of the time it takes a random walk starting at <span><math><mi>a</mi></math></span> to reach <span><math><mi>b</mi></math></span>. In this paper, we give estimates for <span><math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math></span> when the distance between <span><math><mi>a</mi></math></span> and <span><math><mi>b</mi></math></span> is comparable to the diameter of the graph, and the graph satisfies a Harnack condition. We show that, in such cases, <span><math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math></span> can be estimated in terms of the volumes of balls around <span><math><mi>b</mi></math></span>. Using our results, we estimate <span><math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math></span> on various graphs, such as rectangular tori, some convex traces in <span><math><msup><mrow><mi>Z</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>, and fractal graphs. Our proofs use heat kernel estimates.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104626"},"PeriodicalIF":1.1,"publicationDate":"2025-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143609989","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Preventing finite-time blowup in a constrained potential for reaction–diffusion equations
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-10 DOI: 10.1016/j.spa.2025.104627
John Ivanhoe, Michael Salins
{"title":"Preventing finite-time blowup in a constrained potential for reaction–diffusion equations","authors":"John Ivanhoe,&nbsp;Michael Salins","doi":"10.1016/j.spa.2025.104627","DOIUrl":"10.1016/j.spa.2025.104627","url":null,"abstract":"<div><div>We examine stochastic reaction–diffusion equations of the form <span><math><mrow><mfrac><mrow><mi>∂</mi><mi>u</mi></mrow><mrow><mi>∂</mi><mi>t</mi></mrow></mfrac><mo>=</mo><mi>A</mi><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>+</mo><mi>f</mi><mrow><mo>(</mo><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>)</mo></mrow><mo>+</mo><mi>σ</mi><mrow><mo>(</mo><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>)</mo></mrow><mover><mrow><mi>W</mi></mrow><mrow><mo>̇</mo></mrow></mover><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow></mrow></math></span> on a bounded spatial domain <span><math><mrow><mi>D</mi><mo>⊂</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></mrow></math></span>, where <span><math><mi>f</mi></math></span> models a constrained, dissipative force that keeps solutions between <span><math><mrow><mo>−</mo><mn>1</mn></mrow></math></span> and 1. To model this, we assume that <span><math><mrow><mi>f</mi><mrow><mo>(</mo><mi>u</mi><mo>)</mo></mrow><mo>,</mo><mi>σ</mi><mrow><mo>(</mo><mi>u</mi><mo>)</mo></mrow></mrow></math></span> are unbounded as <span><math><mi>u</mi></math></span> approaches <span><math><mrow><mo>±</mo><mn>1</mn></mrow></math></span>. We identify sufficient conditions on the growth rates of <span><math><mi>f</mi></math></span> and <span><math><mi>σ</mi></math></span> that guarantee solutions to not escape this bounded set.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104627"},"PeriodicalIF":1.1,"publicationDate":"2025-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143609990","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-04 DOI: 10.1016/j.spa.2025.104619
N.V. Krylov
{"title":"On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case","authors":"N.V. Krylov","doi":"10.1016/j.spa.2025.104619","DOIUrl":"10.1016/j.spa.2025.104619","url":null,"abstract":"<div><div>We prove the existence of strong solutions of Itô’s stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. The results are new even if there is no drift.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104619"},"PeriodicalIF":1.1,"publicationDate":"2025-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143592111","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Averaging principle for slow–fast systems of stochastic PDEs with rough coefficients
IF 1.1 2区 数学
Stochastic Processes and their Applications Pub Date : 2025-03-04 DOI: 10.1016/j.spa.2025.104618
Sandra Cerrai , Yichun Zhu
{"title":"Averaging principle for slow–fast systems of stochastic PDEs with rough coefficients","authors":"Sandra Cerrai ,&nbsp;Yichun Zhu","doi":"10.1016/j.spa.2025.104618","DOIUrl":"10.1016/j.spa.2025.104618","url":null,"abstract":"<div><div>This paper examines a class of slow–fast systems of stochastic partial differential equations in which the nonlinearity in the slow equation is unbounded and discontinuous. We establish conditions that guarantee the existence of a martingale solution, and we demonstrate that the laws of the slow motions are tight, with any of their limiting points serving as a martingale solution for an appropriate averaged equation. Our findings have particular relevance for systems of stochastic reaction–diffusion equations, where the reaction term in the slow equation is only continuous and has arbitrary polynomial growth.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104618"},"PeriodicalIF":1.1,"publicationDate":"2025-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143592620","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信