2 citations · 3 across the 4 of their papers we have counts for
7 papers · 1 filter
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…
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…
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
Olga Aryasova, Alessandro De Gregorio, Enzo Orsingher
Diffusion processes moving inside spheres and reflecting orthogonally on their surfaces are consid…
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
Olga V. Aryasova, Mykola I. Portenko
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properti…