Results 51 to 60 of about 4,822,972 (81)

Large deviations for invariant measures of SPDEs with two reflecting walls [PDF]

open access: yesarXiv, 2012
In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.
arxiv  

Hausdorff dimension of the level sets of some stochastic PDEs from fluid dynamics [PDF]

open access: yesarXiv, 2013
We determine with positive probability the Hausdorff dimension of the level sets of a class of Navier-Stokes \alpha-models at finite viscosity, forced by mildly rough Gaussian white noise.
arxiv  

Decorrelation of total mass via energy [PDF]

open access: yes, 2014
The main result of this small note is a quantified version of the assertion that if u and v solve two nonlinear stochastic heat equations, and if the mutual energy between the initial states of the two stochastic PDEs is small, then the total masses of ...
Chen, Le   +2 more
core  

Harnack inequalities for $1$-$d$ stochastic Klein-Gordon type equations [PDF]

open access: yesarXiv, 2013
By the coupling method, we establish the Harnack inequalities, derivative formula and Driver's integration by parts formula for the stochastic Klein-Gordon type equations in the interval. We provide a detailed discussion about the nonlinear term. Some applications are given.
arxiv  

Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations [PDF]

open access: yesarXiv, 2014
In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
arxiv  

The variant of construction and justification of the generalized Ito-Wentzell's formula [PDF]

open access: yesarXiv, 2015
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
arxiv  

The dimension of the boundary of super-Brownian motion [PDF]

open access: yesarXiv, 2017
We show that the Hausdorff dimension of the boundary of $d$-dimensional super-Brownian motion is $0$, if $d=1$, $4-2\sqrt2$, if $d=2$, and $(9-\sqrt{17})/2$, if $d=3$.
arxiv  

The martingale problem for Markov solutions to the Navier-Stokes equations [PDF]

open access: yesarXiv, 2009
Under suitable assumptions of regularity and non-degeneracy on the covariance of the driving additive noise, any Markov solution to the stochastic Navier-Stokes equations has an associated generator of the diffusion and is the unique solution to the corresponding martingale problem. Some elementary examples are discussed to interpret these results.
arxiv  

Critical strong Feller regularity for Markov solutions to the Navier-Stokes equations [PDF]

open access: yesarXiv, 2010
The main purpose of this paper is to show that Markov solutions to the 3D Navier--Stokes equations driven by Gaussian noise have the strong Feller property up to the critical topology given by the domain of the Stokes operator to the power one-fourth.
arxiv  

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