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Typical Properties of Ergodic Optimization for Asymptotically Additive Potentials 渐近可加势遍历优化的典型性质
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-05-04 DOI: 10.1142/s0219493722500241
T. Bomfim, R. Huo, P. Varandas, Y. Zhao
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引用次数: 3
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise 时空白噪声随机波动方程的二次变分及漂移参数估计
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-29 DOI: 10.1142/s0219493722400147
Obayda Assaad, Julie Gamain, C. Tudor
{"title":"Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise","authors":"Obayda Assaad, Julie Gamain, C. Tudor","doi":"10.1142/s0219493722400147","DOIUrl":"https://doi.org/10.1142/s0219493722400147","url":null,"abstract":"We study the quadratic variations (in time and in space) of the solution to the stochastic wave equation driven by the space-time white noise. We give their limit (almost surely and in [Formula: see text]) and we prove that these variations satisfy, after a proper renormalization, a Central Limit Theorem. We apply the quadratic variation to define and analyze estimators for the drift parameter of the wave equation.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46587586","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
Singular limits for stochastic equations 随机方程的奇异极限
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-20 DOI: 10.1142/S0219493723500405
D. Blomker, Jonas M. Tolle
{"title":"Singular limits for stochastic equations","authors":"D. Blomker, Jonas M. Tolle","doi":"10.1142/S0219493723500405","DOIUrl":"https://doi.org/10.1142/S0219493723500405","url":null,"abstract":"We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We recover previously known results on vanishing small noise with increasing roughness, but our main focus is to study for fixed noise the singular limit where the leading order differential operator in the equation may vanish. Although the noise is disappearing in the limit, additional deterministic terms appear due to renormalization effects. We separate the analysis of the equation from the convergence of stochastic terms and give a general framework for the main error estimates. This first reduces the result to bounds on a residual and in a second step to various bounds on the stochastic convolution. Moreover, as examples we apply our result to the a singularly regularized Allen-Cahn equation with a vanishing Bilaplacian, and the Cahn-Hilliard/Allen-Cahn homotopy with space-time white noise in two spatial dimensions.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45757629","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
Stochastic elliptic-parabolic system arising in porous media 多孔介质中出现的随机椭圆-抛物系统
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722400226
H. Bessaih, Cynthia Cohn, O. Landoulsi
{"title":"Stochastic elliptic-parabolic system arising in porous media","authors":"H. Bessaih, Cynthia Cohn, O. Landoulsi","doi":"10.1142/s0219493722400226","DOIUrl":"https://doi.org/10.1142/s0219493722400226","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49186651","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
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise 调质分数阶高斯噪声驱动下具有无界延迟的随机2D-Stokes方程温和解的连续性、规律性和多项式稳定性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722500228
Yarong Liu, Yejuan Wang, T. Caraballo
{"title":"The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise","authors":"Yarong Liu, Yejuan Wang, T. Caraballo","doi":"10.1142/s0219493722500228","DOIUrl":"https://doi.org/10.1142/s0219493722500228","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44295100","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
Exponential stability of stochastic systems: A pathwise approach 随机系统的指数稳定性:一种路径方法
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722400123
L. H. Duc
{"title":"Exponential stability of stochastic systems: A pathwise approach","authors":"L. H. Duc","doi":"10.1142/s0219493722400123","DOIUrl":"https://doi.org/10.1142/s0219493722400123","url":null,"abstract":"We provide a pathwise approach using semigroup technique to study the asymptotic stability for stochastic differential equations which admit a unique equilibrium. The driving noises in consideration are [Formula: see text] — Hölder continuous with [Formula: see text], so that the perturbed systems can be solved using rough path theory, where the rough integrals are interpreted in the Gubinelli sense for controlled rough paths. Our approach suggests an alternative method for stochastic systems with standard Brownian noises, by not using Itô formula but a relaxed isometry property of Itô stochastic integrals.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42964897","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
An Optimal Control Problem for a Linear SPDE Driven by a Multiplicative Multifractional Brownian Motion 乘性多分数布朗运动驱动线性SPDE的最优控制问题
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722400202
W. Grecksch, H. Lisei
{"title":"An Optimal Control Problem for a Linear SPDE Driven by a Multiplicative Multifractional Brownian Motion","authors":"W. Grecksch, H. Lisei","doi":"10.1142/s0219493722400202","DOIUrl":"https://doi.org/10.1142/s0219493722400202","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45853151","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
Preface for the Special Issue in Memory of Maria J. Garrido-Atienza 纪念Maria J.Garrido Atienza特刊序言
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722020026
T. Caraballo
{"title":"Preface for the Special Issue in Memory of Maria J. Garrido-Atienza","authors":"T. Caraballo","doi":"10.1142/s0219493722020026","DOIUrl":"https://doi.org/10.1142/s0219493722020026","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46069481","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
Locally Lipschitz BSDE with Jumps and Related Kolmogorov Equation 具有跳跃的局部Lipschitz BSDE及相关Kolmogorov方程
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722500216
K. Abdelhadi, N. Khelfallah
{"title":"Locally Lipschitz BSDE with Jumps and Related Kolmogorov Equation","authors":"K. Abdelhadi, N. Khelfallah","doi":"10.1142/s0219493722500216","DOIUrl":"https://doi.org/10.1142/s0219493722500216","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47460057","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
Weak mean random attractors for non-local random and stochastic reaction-diffusion equations 非局部随机和随机反应扩散方程的弱均值随机吸引子
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-04-18 DOI: 10.1142/s0219493722400160
R. Caballero, P. Marín-Rubio, J. Valero
{"title":"Weak mean random attractors for non-local random and stochastic reaction-diffusion equations","authors":"R. Caballero, P. Marín-Rubio, J. Valero","doi":"10.1142/s0219493722400160","DOIUrl":"https://doi.org/10.1142/s0219493722400160","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44104340","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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