Zobrazeno 1 - 10
of 10 497
pro vyhledávání: '"60H10"'
Autor:
Jabbari, Rofeide, Olivares, Pablo
In this paper we extend models for the dynamic of the temperatures by considering random switching between Levy noises instead of Brownian motions, with a mean-reverting movement towards a seasonal periodic function. The use of Levy noises allows for
Externí odkaz:
http://arxiv.org/abs/2411.19192
Autor:
Si, Yu, Shi, Jingtao
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the fixed-point ap
Externí odkaz:
http://arxiv.org/abs/2411.18891
Autor:
Xie, Pengzhi
For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more restricti
Externí odkaz:
http://arxiv.org/abs/2411.15406
Autor:
Behme, Anita, Mentemeier, Sebastian
We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit theorems for th
Externí odkaz:
http://arxiv.org/abs/2411.14876
Autor:
Zlotchevski, Andrei, Chen, Linan
The Schr\"odinger bridge problem (SBP) seeks to find the measure $\hat{\mathbf{P}}$ on a certain path space which interpolates between state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL divergence (relativ
Externí odkaz:
http://arxiv.org/abs/2411.13765
Autor:
Huang, Hui, Kouhkouh, Hicham
Publikováno v:
Published in the journal: Applied Mathematics Letters, 2024, p. 109372
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given function. As
Externí odkaz:
http://arxiv.org/abs/2411.10295
By establishing the regularity estimates for nonlocal Stein/Poisson equations under $\gamma$-order H\"older and dissipative conditions on the coefficients, we derive the $W_{\bf d}$-convergence rate for the Euler-Maruyama schemes applied to the invar
Externí odkaz:
http://arxiv.org/abs/2411.09949
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution $f_N(t)$ is gover
Externí odkaz:
http://arxiv.org/abs/2411.08614
Autor:
Strang, Alexander
A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining circulating p
Externí odkaz:
http://arxiv.org/abs/2411.07613
Autor:
Fan, Xiliang, Zhang, Shao-Qin
The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this aim, we intr
Externí odkaz:
http://arxiv.org/abs/2411.06974