Imagen de Portada

On a Stochastic Differential Equation with Correction Term Governed by a Monotone and Lipschitz Continuous Operator

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Bot, Radu Ioan, Schindler, Chiara
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Probability 34F05, 47H05, 60H10, 68W20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Long-Time Analysis of Stochastic Heavy Ball Dynamics for Convex Optimization and Monotone Equations
por: Bot, Radu Ioan, et al.
Publicado: (2025)

Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
por: Feng, Qi, et al.
Publicado: (2025)

Variable Stepsize Distributed Forward-Backward Splitting Methods as Relocated Fixed-Point Iterations
por: Atenas, Felipe, et al.
Publicado: (2026)

Multivalued backward stochastic differential equations with jumps and moving boundary
por: Elmansouri, Badr, et al.
Publicado: (2025)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
por: Elmansouri, Badr, et al.
Publicado: (2025)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
por: Cox, Sonja, et al.
Publicado: (2013)

Nonlocal, nonlinear Fokker-Planck equations and nonlinear martingale problems
por: Barbu, Viorel, et al.
Publicado: (2023)

Nonlinear Fokker-Planck equations as smooth Hilbertian gradient flows
por: Barbu, Viorel, et al.
Publicado: (2025)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
por: Elmansouri, Badr, et al.
Publicado: (2025)

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift
por: Bermolen, Paola, et al.
Publicado: (2025)

Sweeping Processes Perturbed by Rough Signals
por: Castaing, Charles, et al.
Publicado: (2017)

Rough differential equations containing path-dependent bounded variation terms
por: Aida, Shigeki
Publicado: (2016)

Stationary Distributions in Monotone Markov Models: Theory and Applications
por: Kamihigashi, Takashi, et al.
Publicado: (2026)

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

Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
por: Castro, Matheus M., et al.
Publicado: (2021)

Sparse Identification of Nonlinear Dynamics for Stochastic Delay Differential Equations
por: Breda, Dimitri, et al.
Publicado: (2025)

Tikhonov regularization of monotone operator flows not only ensures strong convergence of the trajectories but also speeds up the vanishing of the residuals
por: Bot, Radu Ioan, et al.
Publicado: (2024)

The convergence of stochastic differential equations to their linearisation in small noise limits
por: Blake, Liam, et al.
Publicado: (2023)

Rivers under Noise
por: Scheutzow, Michael, et al.
Publicado: (2024)

Quantization Robustness of Monotone Operator Equilibrium Networks
por: Li, James, et al.
Publicado: (2026)

Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
por: Belfadli, Rachid, et al.
Publicado: (2026)

Recovering Nesterov accelerated dynamics from Heavy Ball dynamics via time rescaling
por: Attouch, Hedy, et al.
Publicado: (2025)

Stochastic controllability for a non-autonomous fractional neutral differential equation with infinite delay in abstract space
por: Khatoon, Areefa, et al.
Publicado: (2024)

Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
por: Crisan, Dan, et al.
Publicado: (2022)

Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$
por: Liu, Zhihui
Publicado: (2020)

Large Deviation Asymptotics for the Supermarket Model with Growing Choices
por: Budhiraja, Amarjit, et al.
Publicado: (2025)

Exponential Stability of Higher-Order Fractional Neutral Stochastic Differential Equation via Integral Contractors
por: Chalishajar, Dimplekumar, et al.
Publicado: (2024)

Asymptotic Log-Harnack Inequality for Monotone SPDE with Multiplicative Noise
por: Liu, Zhihui
Publicado: (2020)

Optimal Quantization of Finite Uniform Data on the Sphere
por: Roychowdhury, Mrinal Kanti
Publicado: (2026)

On the Maximal Monotone Operators in Hadamard Spaces
por: Moslemipour, Ali, et al.
Publicado: (2021)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
por: Liu, Wei, et al.
Publicado: (2025)

Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators
por: Lozano, Pere Díaz, et al.
Publicado: (2024)

Stochastic Calculus as Operator Factorization An Operator-Covariant Derivative and Unified Representation
por: Fontes, Ramiro
Publicado: (2026)

Derivatives Along a Curve and the Functional Stochastic Calculus
por: Houdré, Christian, et al.
Publicado: (2026)

Stochastic bifurcation of a three-dimensional stochastic Kolmogorov system
por: Xiao, Dongmei, et al.
Publicado: (2024)

Transforming Radical Differential Equations to Algebraic Differential Equations
por: Falkensteiner, Sebastian, et al.
Publicado: (2021)

Jump Processes with Self-Interactions: Large Deviation Asymptotics
por: Budhiraja, Amarjit, et al.
Publicado: (2025)

A note on limits of sequences of binary trees
por: Grübel, Rudolf
Publicado: (2023)

Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay
por: Boţ, Radu Ioan, et al.
Publicado: (2024)

On the quasi-ergodicity of absorbing Markov chains with unbounded transition densities, including random logistic maps with escape
por: Castro, Matheus M., et al.
Publicado: (2022)