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The two barrier escape problem for compound renewal processes with two-sided jumps 具有双边跳跃的复合更新过程的两障碍逃逸问题
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-02-10 DOI: 10.1142/s0219493723500223
J. Villarroel, J. A. Vega
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引用次数: 0
Ergodicity of exclusion semigroups constructed form quantum Bernoulli noises 由量子伯努利噪声构造的不相容半群的遍历性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-02-10 DOI: 10.1142/s0219493723500235
Jinshu Chen, Shexiang Hai
{"title":"Ergodicity of exclusion semigroups constructed form quantum Bernoulli noises","authors":"Jinshu Chen, Shexiang Hai","doi":"10.1142/s0219493723500235","DOIUrl":"https://doi.org/10.1142/s0219493723500235","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-02-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44983212","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Asymptotic behaviour of maximum likelihood estimators for Ornstein-Uhlenbeck process with large linear drift 具有大线性漂移的Ornstein-Uhlenbeck过程的极大似然估计的渐近性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-02-10 DOI: 10.1142/s0219493723500247
Xuekang Zhang
{"title":"Asymptotic behaviour of maximum likelihood estimators for Ornstein-Uhlenbeck process with large linear drift","authors":"Xuekang Zhang","doi":"10.1142/s0219493723500247","DOIUrl":"https://doi.org/10.1142/s0219493723500247","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-02-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46599329","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Unstable manifolds for rough evolution equations 粗糙演化方程的不稳定流形
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-02-03 DOI: 10.1142/s0219493722400330
Hongyan Ma, Hongjun Gao
{"title":"Unstable manifolds for rough evolution equations","authors":"Hongyan Ma, Hongjun Gao","doi":"10.1142/s0219493722400330","DOIUrl":"https://doi.org/10.1142/s0219493722400330","url":null,"abstract":"<p>In this paper, we consider a class of rough nonlinear evolution equations driven by infinite-dimensional <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mi>γ</mi></math></span><span></span>-Hölder rough paths with <span><math altimg=\"eq-00002.gif\" display=\"inline\" overflow=\"scroll\"><mi>γ </mi><mi>∈ </mi><mo stretchy=\"false\">(</mo><mn>1</mn><mo stretchy=\"false\">/</mo><mn>3</mn><mo>,</mo><mn>1</mn><mo stretchy=\"false\">/</mo><mn>2</mn><mo stretchy=\"false\">]</mo></math></span><span></span>. First, we give a proper integral with respect to infinite-dimensional <span><math altimg=\"eq-00003.gif\" display=\"inline\" overflow=\"scroll\"><mi>γ</mi></math></span><span></span>-Hölder rough paths by using rough paths theory. Second, we obtain the global in time solution and random dynamical system of rough evolution equation. Finally, we derive the existence of local unstable manifolds for rough evolution equations by a properly discretized Lyapunov–Perron method.</p>","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":"253 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138507998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Special issue: Random dynamics 特别问题:随机动力学
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-01-26 DOI: 10.1142/s021949372202004x
Hongjun Gao, B. Schmalfuß, Wen Wang
{"title":"Special issue: Random dynamics","authors":"Hongjun Gao, B. Schmalfuß, Wen Wang","doi":"10.1142/s021949372202004x","DOIUrl":"https://doi.org/10.1142/s021949372202004x","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":"76 8","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41246776","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
First passage time and mean exit time for switching Brownian motion 转换布朗运动的首次通过时间和平均退出时间
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-01-12 DOI: 10.1142/s0219493723500156
Jinying Tong, Ruifang Wu, Qianqian Zhang, Zhenzhong Zhang, E. Zhu
{"title":"First passage time and mean exit time for switching Brownian motion","authors":"Jinying Tong, Ruifang Wu, Qianqian Zhang, Zhenzhong Zhang, E. Zhu","doi":"10.1142/s0219493723500156","DOIUrl":"https://doi.org/10.1142/s0219493723500156","url":null,"abstract":"In this paper, we consider some properties of switching Brownian motion. Combining the analytic method and probabilistic method, some explicit expressions of density functions, the mean exit time and Laplace transform of exit time are given. This paper reveals how drift coefficients impact the first passage probabilities, scale functions and the mean exit time for switching Brownian motion.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41968076","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
A Monte Carlo algorithm for multiple stochastic integrals of stable processes 稳定过程多重随机积分的蒙特卡罗算法
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2023-01-06 DOI: 10.1142/s0219493722400391
Anirban Das, M. Denker, Anna Levina, Lucia Tabacu
{"title":"A Monte Carlo algorithm for multiple stochastic integrals of stable processes","authors":"Anirban Das, M. Denker, Anna Levina, Lucia Tabacu","doi":"10.1142/s0219493722400391","DOIUrl":"https://doi.org/10.1142/s0219493722400391","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44205007","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Physical measures of asymptotically autonomous dynamical systems 渐近自治动力系统的物理测度
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-12-30 DOI: 10.1142/s021949372350020x
J. Newman, P. Ashwin
{"title":"Physical measures of asymptotically autonomous dynamical systems","authors":"J. Newman, P. Ashwin","doi":"10.1142/s021949372350020x","DOIUrl":"https://doi.org/10.1142/s021949372350020x","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47178264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 2
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents 变指数非自治随机抛物方程的弱平均随机吸引子
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-12-30 DOI: 10.1142/s0219493723500193
Jiangwei Zhang, Zhiming Liu, Jianhua Huang
{"title":"Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents","authors":"Jiangwei Zhang, Zhiming Liu, Jianhua Huang","doi":"10.1142/s0219493723500193","DOIUrl":"https://doi.org/10.1142/s0219493723500193","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42174314","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 1
Mean Asymptotic Behavior for Stochastic Kuramoto-Sivashinshy Equation in Bochner Spaces Bochner空间中随机Kuramoto-Sivashinshy方程的平均渐近性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-12-30 DOI: 10.1142/s0219493722400378
Shuyuan Fan, Xiaopeng Chen
{"title":"Mean Asymptotic Behavior for Stochastic Kuramoto-Sivashinshy Equation in Bochner Spaces","authors":"Shuyuan Fan, Xiaopeng Chen","doi":"10.1142/s0219493722400378","DOIUrl":"https://doi.org/10.1142/s0219493722400378","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49055776","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
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