Cover Image

Stochastic functional partial differential equations with monotone coefficients: Poisson stability measures, exponential mixing and limit theorems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lu, Shuaishuai, Yang, Xue, Li, Yong
Format:	Preprint
Published:	2024
Subjects:	Probability Dynamical Systems
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Central limit theorem for periodic solutions of stochastic differential equations driven by Levy noise
by: Deng, Xinying, et al.
Published: (2024)

McKean-Vlasov SPDEs with coefficients exhibiting locally weak monotonicity: existence, uniqueness, ergodicity, exponential mixing and limit theorems
by: Lu, Shuaishuai, et al.
Published: (2024)

The weak averaging principle of stochastic functional partial differential equations with H$\ddot{\text{o}}$lder continuous coefficients and infinite delay
by: Lu, Shuaishuai, et al.
Published: (2024)

From limit theorems to mixing limit theorems
by: Arana-Herrera, Francisco, et al.
Published: (2024)

Stochastic tamed 3D Navier-Stokes equations with locally weak monotonicity coefficients: existence, uniqueness and averaging principle
by: Lu, Shuaishuai, et al.
Published: (2025)

Ergodic theorem for the differential equations with interaction
by: Dorogovtsev, A. A., et al.
Published: (2025)

Invariant manifolds and stability for rough differential equations
by: Varzaneh, Mazyar Ghani, et al.
Published: (2023)

The central limit theorem and rate of mixing for simple random walks on the circle
by: Czudek, Klaudiusz, et al.
Published: (2024)

Expanding on average diffeomorphisms of surfaces: exponential mixing
by: DeWitt, Jonathan, et al.
Published: (2024)

Extreme Value theory and Poisson statistics for discrete time samplings of stochastic differential equations
by: Flandoli, F., et al.
Published: (2023)

Invariance of Gaussian RKHSs under Koopman operators of stochastic differential equations with constant matrix coefficients
by: Philipp, Friedrich, et al.
Published: (2024)

Limit theorems for toral partially hyperbolic endomorphisms
by: Castorrini, Roberto, et al.
Published: (2025)

Stochastic stability of physical measures in conservative systems
by: Qi, Weiwei, et al.
Published: (2025)

Strong averaging principle for nonautonomous multi-scale SPDEs with fully local monotone and almost periodic coefficients
by: Cheng, Mengyu, et al.
Published: (2025)

Local limit theorems for expanding maps
by: Dolgopyat, Dmitry, et al.
Published: (2024)

Conditioned limit theorems for hyperbolic dynamical systems
by: Grama, Ion, et al.
Published: (2021)

Spectral methods for limit theorems for random expanding transformations
by: Hafouta, Yeor
Published: (2023)

Decay of correlations and limit theorems for random intermittent maps
by: Dragicevic, Davor, et al.
Published: (2025)

Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
by: Serea, Oana Silvia, et al.
Published: (2024)

The fractional Poisson process and other limit point processes for rare events in infinite ergodic theory
by: Bansard-Tresse, Dylan
Published: (2024)

A local limit theorem for a random walk in an intermittent dynamical environment
by: Leppänen, Juho
Published: (2025)

Three-dimensional exponential mixing and ideal kinematic dynamo with randomized ABC flows
by: Zelati, Michele Coti, et al.
Published: (2024)

The random periodic solutions for McKean-Vlasov stochastic differential equations
by: Bao, Jianhai, et al.
Published: (2024)

Synchronization of stochastic dissipative differential equation driven by fractional Brownian motions
by: Cao, Qiyong, et al.
Published: (2025)

Caputo mean-square attractors for non-autonomous stochastic differential equations
by: Zhang, Lijuan, et al.
Published: (2026)

Confined Poisson extensions
by: Benzoni, Séverin, et al.
Published: (2024)

On the Poisson Follower Model
by: Dragovic, Natasa, et al.
Published: (2023)

Hypoelliptic entropy dissipation for stochastic differential equations
by: Feng, Qi, et al.
Published: (2021)

Local first integrals for stochastic differential equations
by: Huang, Kaiyin, et al.
Published: (2024)

A simple lemma concerning the Doeblin minorization condition and its applications to limit theorems for inhomogeneous Markov chains
by: Hafouta, Yeor, et al.
Published: (2025)

A theory of generalised coordinates for stochastic differential equations
by: Da Costa, Lancelot, et al.
Published: (2024)

Limiting behavior of inertial manifolds for stochastic differential equations driven by non-Gaussian Levy noise
by: Wu, Longyu, et al.
Published: (2025)

Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control
by: Peng, Xiaoxiao, et al.
Published: (2023)

The memory-dependent FPK equation for fractional Gaussian noise
by: Feng, Lifang, et al.
Published: (2025)

Secret sharing on the Poisson-Furstenberg boundary I
by: Alpeev, Andrei
Published: (2024)

Indistinguishability of cells for the ideal Poisson Voronoi tessellation
by: Mellick, Sam
Published: (2024)

Dynamic mode decomposition as an analysis tool for time-dependent partial differential equations
by: Rot, Miha, et al.
Published: (2022)

Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$
by: Zhang, Lijuan, et al.
Published: (2026)

The Doeblin-Lenstra conjecture: effective results and central limit theorems
by: Aggarwal, Gaurav, et al.
Published: (2025)

Lévy-Khintchine Theorems: effective results and central limit theorems
by: Aggarwal, Gaurav, et al.
Published: (2025)