Results 21 to 30 of about 2,307 (91)
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 109-122, 2004., 2004 This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs).
M. N. Mishra, B. L. S. Prakasa Rao
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Gradient estimates for the fundamental solution of Lévy type operator
Advances in Nonlinear Analysis, 2020 We prove a gradient estimate and the Hölder continuity of the gradient for the fundamental solution of a class of α-stable type operators with α ∈ (0, 1), which improve known results in the literature where the condition α > 1/2 is commonly assumed.
Liu Wei, Song Renming, Xie Longjie
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Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts [PDF]
, 2011 In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.
Liu, Wei, Tölle, Jonas M.
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On a stochastic Burgers equation with Dirichlet boundary conditions
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 43, Page 2735-2746, 2003., 2003 We consider the one‐dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non‐Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.
Ekaterina T. Kolkovska
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Stochastic flows with interaction and measure‐valued processes
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 63, Page 3963-3977, 2003., 2003 We consider the new class of the Markov measure‐valued stochastic processes with constant mass. We give the construction of such processes with the family of the probabilities which describe the motion of single particles. We also consider examples related to stochastic flows with the interactions and the local times for such processes.
Andrey A. Dorogovtsev
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Nonautonomous Dynamical Systems, 2018 This paper focuses on a nonlinear second-order stochastic evolution equations driven by a fractional Brownian motion (fBm) with Poisson jumps and which is dependent upon a family of probability measures.
McKibben Mark A., Webster Micah
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A Haussmann‐Clark‐Ocone formula for functionals of diffusion processes with Lipschitz coefficients
International Journal of Stochastic Analysis, Volume 15, Issue 4, Page 357-370, 2002., 2002 We establish a martingale representation formula for functionals of diffusion processes with Lipschitz coefficients, as stochastic integrals with respect to the Brownian motion.
Khaled Bahlali +2 more
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Ergodicity of stochastically forced large scale geophysical flows
International Journal of Mathematics and Mathematical Sciences, Volume 28, Issue 6, Page 313-320, 2001., 2001 We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no restrictions on viscosity, Ekman constant or Coriolis parameter.
Jinqiao Duan, Beniamin Goldys
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Linear‐implicit strong schemes for Itô‐Galkerin approximations of stochastic PDEs
International Journal of Stochastic Analysis, Volume 14, Issue 1, Page 47-53, 2001., 2001 Linear‐implicit versions of strong Taylor numerical schemes for finite dimensional Itô stochastic differential equations (SDEs) are shown to have the same order as the original scheme. The combined truncation and global discretization error of an γ strong linear‐implicit Taylor scheme with time‐step Δ applied to the N dimensional Itô‐Galerkin SDE for a
P. E. Kloeden, S. Shott
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On the stability of stationary solutions of a linear integro‐differential equation
International Journal of Stochastic Analysis, Volume 14, Issue 2, Page 139-150, 2001., 2001 In this paper the following two connected problems are discussed. The problem of the existence of a stationary solution for the abstract equation εx"(t)+x′(t)=Ax(t)+∫−∞tE(t−s)x(s)ds+ξ(t),t∈R containing a small parameter ε in Banach space B is considered. Here A ∈ ℒ(B) is a fixed operator, E ∈ C([0, +∞), ℒ(B)) and ξ is a stationary process.
A. Ya. Dorogovtsev, O. Yu. Trofimchuk
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