Delay equations driven by rough paths.
SPDEs with pseudodifferential generators: the existence of a density
We consider the equation du(t,x)=Lu(t,x)+b(u(t,x))dtdx+σ(u(t,x))dW(t,x) where t belongs to a real interval [0,T], x belongs to an open (not necessarily bounded) domain , and L is a pseudodifferential operator. We show that under sufficient smoothness and nondegeneracy conditions on L, the law of the solution u(t,x) at a fixed point is absolutely continuous with respect to the Lebesgue measure.
Asymptotic evaluation of the Poisson measures for tubes around jump curves
We find the asymptotic behavior of P(||X-ϕ|| ≤ ε) when X is the solution of a linear stochastic differential equation driven by a Poisson process and ϕ the solution of a linear differential equation driven by a pure jump function.
Upper bounds for the density of solutions to stochastic differential equations driven by fractional brownian motions
In this paper we study upper bounds for the density of solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter . We show that under some geometric conditions, in the regular case , the density of the solution satisfies the log-Sobolev inequality, the Gaussian concentration inequality and admits an upper Gaussian bound. In the rough case and under the same geometric conditions, we show that the density of the solution is smooth and admits an upper...
Onsager-Machlup functional for stochastic evolution equations
Probabilistic models for vortex filaments based on fractional brownian motion.
Se introduce una estructura de vorticidad basada en el movimiento browniano fraccionario con parámetro de Hurst H > 1/2 . El objeto de esta nota es presentar el siguiente resultado: Bajo una condición de integrabilidad adecuada sobre la medida ρ que controla la concentración de la vorticidad a lo largo de los filamentos, la energía cinética de la configuración está bien definida y tiene momentos de todos los órdenes.
On the multiple overlap function of the SK model.
In this note, we prove an asymptotic expansion and a central limit theorem for the multiple overlap R of the SK model, defined for given N, s ≥ 1 by R = NΣ σ ... σ . These results are obtained by a careful analysis of the terms appearing in the cavity derivation formula, as well as some graph induction procedures. Our method could hopefully be applied to other spin glasses models.
Asymptotic behavior of the magnetization for the perceptron model
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