Results 1 to 10 of about 861 (40)
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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PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
Forum of Mathematics, Pi, 2015 We introduce an approach to study certain singular partial differential equations (PDEs) which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths.
MASSIMILIANO GUBINELLI +2 more
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Exact and Fast Numerical Algorithms for the Stochastic Wave Equation [PDF]
, 2003 On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions.
Andreas Martin +6 more
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A CLASS OF GROWTH MODELS RESCALING TO KPZ
Forum of Mathematics, Pi, 2018 We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.
MARTIN HAIRER, JEREMY QUASTEL
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HIGH ORDER PARACONTROLLED CALCULUS
Forum of Mathematics, Sigma, 2019 We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm a whole class of singular partial differential equations with the same efficiency as regularity structures.
ISMAËL BAILLEUL, FRÉDÉRIC BERNICOT
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An Asymptotic Comparison of Two Time-homogeneous PAM Models [PDF]
, 2018 Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e ...
Kim, Hyun-Jung, Lototsky, Sergey V.
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Forum of Mathematics, Pi, 2019 In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations.
ALAN HAMMOND
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Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations [PDF]
, 2016 We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise.
Foondun, Mohammud, Setayeshgar, Leila
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A dynamical approximation for stochastic partial differential equations [PDF]
, 2007 Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random ...
Blömker D. +5 more
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A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
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