Zobrazeno 1 - 10
of 114
pro vyhledávání: '"Rüdiger, Barbara"'
The time evolution of moderately dense gas evolving in vacuum described by the Boltzmann-Enskog equation is studied. The associated stochastic process, the Boltzmann-Enskog process, was constructed by Albeverio, R\"udiger and Sundar (2017) and furthe
Externí odkaz:
http://arxiv.org/abs/2410.21528
The aim of this article is to write the $p$-Wasserstein metric $W_p$ with the $p$-norm, $p\in [1,\infty)$, on $\R^d$ in terms of copula. In particular for the case of one-dimensional distributions, we get that the copula employed to get the optimal c
Externí odkaz:
http://arxiv.org/abs/2410.19914
In this article, we represent the Wasserstein metric of order $p$, where $p\in [1,\infty)$, in terms of the comonotonicity copula, for the case of probability measures on $\R^d$, by revisiting existing results. In 1973, Vallender established the link
Externí odkaz:
http://arxiv.org/abs/2307.08402
Publikováno v:
Stochastics (2024), 1--15
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic port-Hamilto
Externí odkaz:
http://arxiv.org/abs/2301.05640
Autor:
Mandrekar, Vidyadhar, Rüdiger, Barbara
This is a review article which presents part of the contribution of Sergio Albeverio to the study of existence and uniqueness of solutions of SPDEs driven by jump processes and their stability properties. The results on stability properties obtained
Externí odkaz:
http://arxiv.org/abs/2301.05120
Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model class is a g
Externí odkaz:
http://arxiv.org/abs/2212.05139
In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x \geq 0$.
Externí odkaz:
http://arxiv.org/abs/2208.12695
In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{R}^{n}$. Under a H\"ormander-type condition for diffusion components a
Externí odkaz:
http://arxiv.org/abs/2006.10009
Publikováno v:
Nonlinear Differential Equations and Applications NoDEA volume 28, Article number: 28 (2021)
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic partial d
Externí odkaz:
http://arxiv.org/abs/2005.01519
The time-evolution of a moderately dense gas in a vacuum is described in classical mechanics by a particle density function obtained from the Enskog equation. Based on a McKean-Vlasov stochastic equation with jumps, the associated stochastic process
Externí odkaz:
http://arxiv.org/abs/2004.07034