Cover Image

Symmetry classification and invariant solutions of the classical geometric mean reversion process

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Jin, Gao, Dapeng
Format:	Preprint
Published:	2025
Subjects:	Dynamical Systems Analysis of PDEs Probability Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

From rank-based models with common noise to pathwise entropy solutions of SPDEs
by: Shkolnikov, Mykhaylo, et al.
Published: (2024)

Error Estimation in the Mean-Field Limit of Kinetic Flocking Models with Local Alignments
by: Wang, Jinhuan, et al.
Published: (2024)

Mean field limits of particle-based stochastic reaction-drift-diffusion models
by: Heldman, Max, et al.
Published: (2023)

Space-Time Statistical Solutions of the Incompressible Euler Equations and Landau-Lifshitz Fluctuating Hydrodynamics
by: Eyink, Gregory L., et al.
Published: (2024)

Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
by: Djete, Mao Fabrice
Published: (2022)

Long time behavior of semi-Markov modulated perpetuity and some related processes
by: Majumder, Abhishek Pal
Published: (2024)

Pathwise mild solutions for superlinear stochastic evolution equations and their attractors
by: Blessing, Alexandra, et al.
Published: (2025)

On a Stationarity Theory for Stochastic Volterra Integral Equations
by: Gnabeyeu, Emmanuel, et al.
Published: (2025)

Polynomial mixing for white-forced Kuramoto-Sivashinsky equation on the whole line
by: Gao, Peng
Published: (2024)

Separation of time scales in weakly interacting diffusions
by: Adams, Zachary P., et al.
Published: (2025)

Global solutions for stochastically controlled fluid dynamics models
by: Crisan, Dan, et al.
Published: (2024)

Semiclassical analysis, geometric representation and quantum ergodicity
by: Ma, Minghui, et al.
Published: (2023)

Statistical regularity and linear response of Mather measures for Tonelli Lagrangian systems
by: Sorrentino, Alfonso, et al.
Published: (2026)

Can quantum dynamics emerge from classical chaos?
by: Faure, Frédéric
Published: (2025)

Stochastic homogenization for variational solutions of Hamilton-Jacobi equations
by: Viterbo, Claude
Published: (2021)

Local Phase Tracking and Metastability of Planar Waves in Stochastic Reaction-Diffusion Systems
by: Bosch, Mark van den, et al.
Published: (2025)

Swarming models with specular boundary condition and environmental noise
by: Fetecau, Razvan C., et al.
Published: (2023)

Multidimensional Stability of Planar Travelling Waves for Stochastically Perturbed Reaction-Diffusion Systems
by: Bosch, Mark van den, et al.
Published: (2024)

A quantitative dichotomy for Lyapunov exponents of non-dissipative SDEs with an application to electrodynamics
by: Bedrossian, Jacob, et al.
Published: (2024)

Exponential scalar mixing for the 2D Navier-Stokes equations with degenerate stochastic forcing
by: Cooperman, William, et al.
Published: (2024)

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

Stability of N-front and N-back solutions in the Barkley model
by: Kuehn, Christian, et al.
Published: (2025)

L2 geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states
by: Monmarché, Pierre
Published: (2025)

Stability of solutions of stationary Boussinesq systems on weak-Morrey spaces
by: Xuan, Pham Truong, et al.
Published: (2023)

Structural identifiability of partially-observed stochastic processes: from single-particle trajectories to total particle density data
by: Ceccarelli, Arianna, et al.
Published: (2026)

$2D$ vorticity Euler equations: Superposition solutions and nonlinear Markov processes
by: Rehmeier, Marco, et al.
Published: (2024)

Exponential mixing for the randomly forced NLS equation
by: Chen, Yuxuan, et al.
Published: (2025)

Exponential mixing for random nonlinear wave equations: weak dissipation and localized control
by: Liu, Ziyu, et al.
Published: (2024)

Bounding Escape Rates and Approximating Quasi-Stationary Distributions of Brownian Dynamics
by: Bramburger, Jason J.
Published: (2025)

Data assimilation with the 2D Navier-Stokes equations: Optimal Gaussian asymptotics for the posterior measure
by: Konen, Dimitri, et al.
Published: (2025)

Dynamical processes on metric networks
by: Böttcher, Lucas, et al.
Published: (2024)

Distance between closed sets and the solutions to stochastic partial differential equations
by: Nakayama, Toshiyuki, et al.
Published: (2022)

The Mean-Field Ott-Antonsen Manifold is an Unstable Manifold in the Continuum Limit
by: Kuehn, Christian, et al.
Published: (2025)

Turing pattern induced by cross-diffusion in cancer immunotherapy model
by: Munafò, C. F., et al.
Published: (2025)

Stationary Solitons in discrete NLS with non-nearest neighbour interactions
by: Rothos, Vassilis M., et al.
Published: (2024)

Anderson localized states for the quasi-periodic nonlinear Schrödinger equation on $\mathbb Z^d$
by: Shi, Yunfeng, et al.
Published: (2024)

Variational Principles for Shock Dynamics in Compressible Euler Flows
by: Gay-Balmaz, François, et al.
Published: (2026)

Energy cascade for the Klein-Gordon lattice
by: Pasquali, Stefano
Published: (2023)

Modeling and Mathematical Analysis of the Clogging Phenomenon in Filtration Filters Installed in Aquaria
by: Furukawa, Ken, et al.
Published: (2024)

Dynamical residues of Lorentzian spectral zeta functions
by: Dang, Nguyen Viet, et al.
Published: (2021)