Zobrazeno 1 - 10
of 207
pro vyhledávání: '"Grothaus, Martin"'
Autor:
Eisenhuth, Benedikt, Grothaus, Martin
We consider a degenerate infinite dimensional stochastic Hamiltonian system with multiplicative noise and establish the essential m-dissipativity on $L^2(\mu^{\Phi})$ of the corresponding Kolmogorov (backwards) operator. Here, $\Phi$ is the potential
Externí odkaz:
http://arxiv.org/abs/2410.15993
The starting point is a gradient Dirichlet form with respect to $\varrho\lambda^d$ on $L^2({\mathbb{R}}^d, \varrho\mu)$. Here $\lambda^d$ is the Lebesgue measure on ${\mathbb R}^d$, $\varrho$ a strictly positive density and $\mu$ puts weight on a set
Externí odkaz:
http://arxiv.org/abs/2410.13814
Autor:
Grothaus, Martin, Wittmann, Simon
This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let $d\in\mathbb N$, $y_1,\dots,y_M\in\mathbb R$ and $f\in C_b(\mathbb R)$ be fixed. For each $N\in\mathbb N$ we co
Externí odkaz:
http://arxiv.org/abs/2408.15437
By using white noise analysis, we study the integral kernel $\xi(x)$, $x\in\mathbb{R}^{d}$, of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $H\in(0,1)$. For $x\in\mathbb{R}^{d}\backslash\{0\}$ and $d\ge1$ we sh
Externí odkaz:
http://arxiv.org/abs/2408.10936
We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth finitely bas
Externí odkaz:
http://arxiv.org/abs/2306.13402
The well-posedness and exponential ergodicity are proved for stochastic Hamiltonian systems containing a singular drift term which is locally integrable in the component with noise. As an application, the well-posedness and uniform exponential ergodi
Externí odkaz:
http://arxiv.org/abs/2305.00129
Publikováno v:
In Journal of Differential Equations 25 December 2024 413:632-661
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent components, we
Externí odkaz:
http://arxiv.org/abs/2111.09229
Autor:
Grothaus, Martin, Sauerbrey, Max
We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the function itself
Externí odkaz:
http://arxiv.org/abs/2111.01693
Autor:
Bertram, Alexander, Grothaus, Martin
We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove essential
Externí odkaz:
http://arxiv.org/abs/2110.05536