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pro vyhledávání: '"Scheutzow A"'
Autor:
Scheutzow, Michael, Grinfeld, Michael
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under noise.
Comment: 26 pages
Comment: 26 pages
Externí odkaz:
http://arxiv.org/abs/2410.22207
Autor:
Foss, Sergey, Scheutzow, Michael
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular, we general
Externí odkaz:
http://arxiv.org/abs/2403.15259
In the article 'Criteria for Strong and Weak Random Attractors' necessary and sufficient conditions for strong attractors and weak attractors are studied. In this note we correct two of its theorems on strong attractors.
Comment: 4 pages
Comment: 4 pages
Externí odkaz:
http://arxiv.org/abs/2309.00571
Autor:
Ling, Chengcheng, Scheutzow, Michael
We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the SDE can b
Externí odkaz:
http://arxiv.org/abs/2211.14202
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in L^{{p}}(\mathbb{R}^d)$, $p>d$
Externí odkaz:
http://arxiv.org/abs/2109.12158
We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) local semi-flow which is invariant under a suitable metric dynamical syste
Externí odkaz:
http://arxiv.org/abs/2109.00206
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability measures on a space of continuous functions. Unlike some previous works,
Externí odkaz:
http://arxiv.org/abs/2107.13881
Autor:
Geiss, Sarah, Scheutzow, Michael
We prove that the best so far known constant $c_p=\frac{p^{-p}}{1-p},\, p\in(0,1)$ of a domination inequality, which originates to Lenglart, is sharp. In particular, we solve an open question posed by Revuz and Yor. Motivated by the application to ma
Externí odkaz:
http://arxiv.org/abs/2101.10884
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the random dyna
Externí odkaz:
http://arxiv.org/abs/2009.10573
Autor:
Scheutzow, Michael
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an exampl
Externí odkaz:
http://arxiv.org/abs/2008.11581