7 citations · 18 across the 12 of their papers we have counts for
13 papers
The hard membrane process and transport barriers of turbulent flows
Olga Aryasova, Franco Flandoli, Andrey Pilipenko
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly…
Homogenization of a multivariate diffusion with semipermeable interfaces
Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko
We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperpl…
Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients
Olga Aryasova, Andrey Pilipenko, Sylvie Roelly
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two traject…
On exponential decay of a distance between solutions of an SDE with non-regular drift
Olga Aryasova, Andrey Pilipenko
We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of…
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise
Olga Aryasova, Andrey Pilipenko
We consider a multidimensional SDE with a Gaussian noise and a drift vector being a vector function of bounded variation. We prove the existence of generalized derivative of the so…
On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift
Olga Aryasova, Andrey Pilipenko
We consider a -dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of…