Propagation of chaos for Burgers' equation
Propagation of chaos for the 2D viscous vortex model
We consider a stochastic system of particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the vortices has finite (partial) entropy and a finite moment of positive order, we show that the empirical measure of the particle system converges in law to the unique (under suitable a priori estimates) solution of the 2D Navier-Stokes equation. We actually prove a slightly...
Propagation of elastic waves in DNA.
Propagation of Growth Uncertainty in a Physiologically Structured Population
In this review paper we consider physiologically structured population models that have been widely studied and employed in the literature to model the dynamics of a wide variety of populations. However in a number of cases these have been found inadequate to describe some phenomena arising in certain real-world applications such as dispersion in the structure variables due to growth uncertainty/variability. Prompted by this, we described two recent...
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Propiedades de regularidad de ecuaciones integrales estocásticas de tipo Cabaña, sobre espacios de Hilbert separables.
En este trabajo consideramos ecuaciones integrales estocásticas tipo Ito, que son construidas con integral estocástica de Cabaña, sobre espacios de Hilbert separables y respecto de operadores de Wiener. Se estudian las propiedades de regularidad del proceso solución, analizando su comportamiento respecto de la variación de los coeficientes de la ecuación y de las condiciones iniciales.
Propriété des lois pour les solutions d'une famille d'équations stochastiques
Propriétés d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques
Prospective Kolmogorov equation of non-Markovian stochastic processes
Q-adapted quantum stochastic integrals and differentials in Fock scale
In this paper we first introduce the Fock-Guichardet formalism for the quantum stochastic (QS) integration, then the four fundamental processes of the dynamics are introduced in the canonical basis as the operator-valued measures, on a space-time σ-field , of the QS integration. Then rigorous analysis of the QS integrals is carried out, and continuity of the QS derivative D is proved. Finally, Q-adapted dynamics is discussed, including Bosonic (Q = I), Fermionic (Q = -I), and monotone (Q = O) quantum...
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ?
Classically, Hardy’s inequality enables to estimate the spectral gap of a one-dimensional diffusion up to a factor belonging to . The goal of this paper is to better understand the latter factor, at least in a symmetric setting. In particular, we will give an asymptotical criterion implying that its value is exactly 4. The underlying argument is based on a semi-explicit functional for the spectral gap, which is monotone in some rearrangement of the data. To find it will resort to some regularity...
Quantitative estimates for Schrödinger and Dirichlet semigroups
Quantitative results for perturbed stochastic differential equations.
Quantum Itô B*-algebras, their classification and decomposition
A simple axiomatic characterization of the general (infinite dimensional, noncommutative) Itô algebra is given and a pseudo-Euclidean fundamental representation for such algebra is described. The notion of Itô B*-algebra, generalizing the C*-algebra, is defined to include the Banach infinite dimensional Itô algebras of quantum Brownian and quantum Lévy motion, and the B*-algebras of vacuum and thermal quantum noise are characterized. It is proved that every Itô algebra is canonically decomposed...
Quantum Lévy-type Laplacian and associated stochastic differential equations
We study a quantum extension of the Lévy Laplacian, so-called quantum Lévy-type Laplacian, to the nuclear algebra of operators on spaces of entire functions. We give several examples of the action of the quantum Lévy-type Laplacian on basic operators and we study a quantum white noise convolution differential equation involving the quantum Lévy-type Laplacian.
Quantum probability, renormalization and infinite-dimensional *-Lie algebras.
Quantum random walk revisited
In the framework of the symmetric Fock space over L²(ℝ₊), the details of the approximation of the four fundamental quantum stochastic increments by the four appropriate spin-matrices are studied. Then this result is used to prove the strong convergence of a quantum random walk as a map from an initial algebra 𝓐 into 𝓐 ⊗ ℬ (Fock(L²(ℝ₊))) to a *-homomorphic quantum stochastic flow.
Quantum stochastic calculus for the uniform measure and Boolean convolution