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- École PolytechniqueFR256 papers
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21 papers · 1 filter
Linear processes in high-dimension: phase space and critical properties
Iacopo Mastromatteo, Emmanuel Bacry, Jean-François Muzy
In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR…
Existence and qualitative properties of travelling waves for an epidemiological model with mutations
Quentin Griette, Gaël Raoul
In this article, we are interested in a non-monotone system of logistic reaction-diffusion equations. This system of equations models an epidemics where two types of pathogens are…
Lyapunov-type conditions and stochastic differential equations driven by -Brownian motion
Xinpeng Li, Xiangyun Lin, Yiqing Lin
This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the so…
Explicit formulas and global uniqueness for phaseless inverse scattering in multidimensions
Roman Novikov
We consider phaseless inverse scattering for the Schrödinger equation with compactly supported potential in dimension . We give explicit formulas for solving this problem f…
Comparison of Viscosity Solutions of Semi-linear Path-Dependent PDEs
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
This paper provides a probabilistic proof of the comparison result for viscosity solutions of path-dependent semilinear PDEs. We consider the notion of viscosity solutions introduc…
Free/Congested Two-Phase Model from Weak Solutions to Multi-Dimensional Compressible Navier-Stokes Equations
Charlotte Perrin, Ewelina Zatorska
We approximate a two--phase model by the compressible Navier-Stokes equations with a singular pressure term. Up to a subsequence, these solutions are shown to converge to a global…