Cover Image

Expansion and attraction of RDS: long time behavior of the solution to singular SDE

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ling, Chengcheng, Scheutzow, Michael
Format:	Preprint
Published:	2022
Subjects:	Probability Dynamical Systems 60H10, 60G17, 60J60, 60H50
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
by: Anzeletti, Lukas, et al.
Published: (2023)

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
by: Crisan, Dan, et al.
Published: (2023)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Once again about weak uniqueness for SDE with singular coefficients
by: Krylov, N. V.
Published: (2024)

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
by: Costantini, Cristina, et al.
Published: (2021)

Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023)

Small-time asymptotics for hypoelliptic diffusions
by: Földes, Juraj, et al.
Published: (2024)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)

On higher order moments and recurrence of an SDE with switching
by: Veretennikov, Alexander
Published: (2022)

Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
by: Gräfner, Lukas, et al.
Published: (2024)

Moment stability and large deviations for random dynamical systems on non-compact manifolds
by: Baxendale, Peter H
Published: (2025)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by: Costantini, Cristina, et al.
Published: (2022)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Stratonovich-type integral with respect to a general stochastic measure
by: Radchenko, Vadym
Published: (2016)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

Red noise in continuous-time stochastic modelling
by: Morr, Andreas, et al.
Published: (2022)

Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
by: Baker, Graeme, et al.
Published: (2025)

Moderate deviations for two-time scale systems with mixed fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2023)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)

Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Analytically weak and mild solutions to stochastic heat equation with irregular drift
by: Athreya, Siva, et al.
Published: (2024)

Survival of a long random string among hard Poisson traps
by: Athreya, Siva, et al.
Published: (2026)

On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
by: Anzeletti, Lukas, et al.
Published: (2025)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
by: Dareiotis, Konstantinos, et al.
Published: (2025)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
by: Søjmark, Andreas, et al.
Published: (2024)

Ergodicity and weak mixing for group-indexed infinitely divisible stationary processes
by: Avraham-Re'em, Nachi, et al.
Published: (2026)

On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
by: Krylov, N. V.
Published: (2023)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

Conditions for recurrence and transience for time-inhomogeneous random walks
by: Abramov, Vyacheslav M.
Published: (2023)

A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup
by: Crisan, Dan, et al.
Published: (2023)

The Milstein scheme for singular SDEs with Hölder continuous drift
by: Gerencsér, Máté, et al.
Published: (2023)

Large Deviations for Stochastic Differential Equations Driven by Semimartingales
by: Huang, Qiao, et al.
Published: (2019)

Essential barrier height and a probabilistic approach in characterizing potential landscape
by: Li, Yao, et al.
Published: (2023)