4 papers · 1 filter
Optimal response for stochastic differential equations in with perturbations on the drift term
Gianmarco Del Sarto, Franco Flandoli, Stefano Galatolo +2
We study stochastic differential equations on the -dimensional flat torus with drift and perturbation coefficients in and…
Optimal response for stochastic differential equations by local kernel perturbations
Gianmarco del Sarto, Stefano Galatolo, Sakshi Jain
We consider a random dynamical system on , whose dynamics is defined by a stochastic differential equation. The annealed transfer operator associated with such system…
Stability of Fixed Points for Nonlinear Selfconsistent Transfer Operators via Cone Contractions
Roberto Castorrini, Stefano Galatolo, Matteo Tanzi
In this paper we investigate the action of self-consistent transfer operators (STOs) on Birkhoff cones and give sufficient conditions for stability of their fixed points. Our appro…
Extreme Value theory and Poisson statistics for discrete time samplings of stochastic differential equations
F. Flandoli, S. Galatolo, P. Giulietti +1
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\math…