4 papers · 1 filter
Small-time asymptotics for hypoelliptic diffusions
Juraj Földes, David P. Herzog
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise…
Probabilistic well-posedness of generalized cubic nonlinear Schrödinger equations with strong dispersion using higher order expansions
Jean-baptiste Casteras, Juraj Földes, Itamar Oliveira +1
In this paper, we study the local well-posedness of the cubic Schrödinger equation …
Stochastic Extinction, An Average Lyapunov Function Approach
Juraj Foldes, Declan Stacy
We study the stability of , an invariant subset of a Markov process on a metric space . By building the theory of average Lyapunov fun…
Higher order expansion for the probabilistic local well-posedness theory for a cubic nonlinear Schrödinger equation
Jean-Baptiste Casteras, Juraj Foldes, Gennady Uraltsev
In this paper, we study the probabilistic local well-posedness of the cubic Schrödinger equation (cubic NLS): \[ (i\partial_{t} + Δ) u = \pm |u|^{2} u \text{ on } [0,T) \times \mat…