Travelling waves for a certain first-order coupled PDE system.
In this article, we consider an n-dimensional stochastic differential equation driven by a fractional brownian motion with Hurst parameter H>1/3. We derive an expansion for E[f(Xt)] in terms of t, where X denotes the solution to the SDE and f:ℝn→ℝ is a regular function. Comparing to F. Baudoin and L. Coutin, Stochastic Process. Appl.117 (2007) 550–574, where the same problem is studied, we provide an improvement in three different directions: we are able to consider equations with drift,...
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality...
This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound “à la Pinsker” enabling us to study our problem firstly via usual functional inequalities (Poincaré inequality, weak Poincaré,…) and truncation procedure, and secondly through the introduction of new functional inequalities ....
The equations of left and right distributivity of composition of distribution functions over triangle functions are solved in a restricted domain.
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.In this paper classes of K^r -operators are considered – the classes of bounded and unbounded operators A with equal domains of A and A*, finite dimensional imaginary parts and presented as a coupling of a dissipative operator and an antidissipative one with real absolutely continuous spectra and the class of unbounded dissipative K^r -operators A with different domains of A and A* and with real absolutely continuous spectra....
The probability measure functor P carries open continuous mappings of compact metric spaces into Q-bundles provided Y is countable-dimensional and all fibers are infinite. This answers a question raised by V. Fedorchuk.