176 citations
- Chinese Academy of SciencesCN18 papers
- Far Eastern Federal UniversityRU18 papers
- Academy of Mathematics and Systems ScienceCN11 papers
- Far Eastern Branch of the Russian Academy of SciencesRU9 papers
- Delft University of TechnologyNL7 papers
- Institute of Chemistry, Far Eastern Branch of the Russian Academy of SciencesRU5 papers
- Russian Academy of SciencesRU5 papers
- Tokyo Metropolitan UniversityJP5 papers
- Heidelberg UniversityDE4 papers
- Ministry of Internal Affairs of the Russian FederationRU4 papers
- Voronezh Institute of Ministry of Internal AffairsRU4 papers
- Holon Institute of TechnologyIL3 papers
7 papers · 1 filter
Synchronization by noise for traveling pulses
Christian Kuehn, Joris van Winden
We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any t…
Global well-posedness and regularity of 3D Burgers equation with multiplicative noise
Zhao Dong, Boling Guo, Jiang-Lun Wu +1
In this paper, we develop low regularity theory for 3D Burgers equation perturbed by a linear multiplicative stochastic force. This method is new and essentially different from the…
Optimization of the Mean-Square Approximation Procedures for Iterated Ito Stochastic Integrals of Multiplicities 1 to 5 from the Unified Taylor-Ito Expansion Based on Multiple Fourier-Legendre Series
Mikhail D. Kuznetsov, Dmitriy F. Kuznetsov
The article is devoted to optimization of the mean-square approximation procedures for iterated Ito stochastic integrals of multiplicities 1 to 5. The mentioned stochastic integral…
Tail Asymptotics for the Retrial Queue with Priority
Bin Liu, Yiqiang Q. Zhao
Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: the retrial queueing sys…
Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
Martin Ondrejat, Mark Veraar
In this paper we consider stochastic integration with respect to cylindrical Brownian motion in infinite dimensional spaces. We study weak characterizations of stochastic integrabi…
Some remarks on weighted logarithmic Sobolev inequality
Patrick Cattiaux, Arnaud Guillin, Liming Wu
We give here a simple proof of weighted logarithmic Sobolev inequality, for example for Cauchy type measures, with optimal weight, sharpening results of Bobkov-Ledoux. Some consequ…