Stochastic Processes and their Applications最新文献_第5页

A lower bound for pc in range-R bond percolation in four, five and six dimensions 四维、五维和六维r键渗流中pc的下界

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

引用次数: 0

Convergence of the open WASEP stationary measure without Liggett’s condition 无Liggett条件下开放WASEP平稳测度的收敛性

IF 1.1 2区数学

Stochastic Processes and their Applications Pub Date : 2025-03-20 DOI: 10.1016/j.spa.2025.104634

Zoe Himwich

引用次数: 0

A Benamou–Brenier formula for transport distances between stationary random measures 平稳随机测度间传输距离的Benamou-Brenier公式

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

引用次数: 0

Symmetric KL-divergence by Stein’s method 斯坦方法的对称kl散度

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

引用次数: 0

Asymptotics for irregularly observed long memory processes 不规则观察长记忆过程的渐近性

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

引用次数: 0

Partial divisibility of random sets 随机集的部分可分性

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

引用次数: 0

On a class of exponential changes of measure for stochastic PDEs 一类随机偏微分方程测度的指数变化

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 , Frank van der Meulen , 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 <math><mi>X</mi></math> to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator <math><mi>L</mi></math>, defined in the topology of bounded pointwise convergence. The changed measure <math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math> depends on the choice of a function <math><mi>h</mi></math> in the domain of <math><mi>L</mi></math>. In our main result, we derive conditions on <math><mi>h</mi></math> for which the change of measure is of Girsanov-type. The process <math><mi>X</mi></math> under <math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math> is then shown to be a mild solution to another SPDE with an extra additive drift-term. We illustrate how different choices of <math><mi>h</mi></math> impact the law of <math><mi>X</mi></math> under <math><msup><mrow><mi>P</mi></mrow><mrow><mi>h</mi></mrow></msup></math> 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 对有限图的预期命中时间估计

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 , 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 <math><mi>a</mi></math> to vertex <math><mi>b</mi></math>, <math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math>, is the expected value of the time it takes a random walk starting at <math><mi>a</mi></math> to reach <math><mi>b</mi></math>. In this paper, we give estimates for <math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math> when the distance between <math><mi>a</mi></math> and <math><mi>b</mi></math> is comparable to the diameter of the graph, and the graph satisfies a Harnack condition. We show that, in such cases, <math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math> can be estimated in terms of the volumes of balls around <math><mi>b</mi></math>. Using our results, we estimate <math><mrow><mi>H</mi><mrow><mo>(</mo><mi>a</mi><mo>,</mo><mi>b</mi><mo>)</mo></mrow></mrow></math> on various graphs, such as rectangular tori, some convex traces in <math><msup><mrow><mi>Z</mi></mrow><mrow><mi>d</mi></mrow></msup></math>, 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 防止反应扩散方程的有限时间爆炸

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

引用次数: 0

On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case 具有Morrey扩散梯度和漂移的时间非齐次Itô方程的强解。超临界情况

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

引用次数: 0