60 citations · 317 across the 50 of their papers we have counts for
6 papers · 1 filter
Pinning of interfaces in random media
Nicolas Dirr, Patrick W. Dondl, Michael Scheutzow
For a model for the propagation of a curvature sensitive interface in a time independent random medium, as well as for a linearized version which is commonly referred to as Quenche…
Invariant measures for monotone SPDE's with multiplicative noise term
A. Es-Sarhir, M. Scheutzow, J. M. Tölle +1
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion…
Attractors and Expansion for Brownian Flows
Georgi Dimitroff, Michael Scheutzow
We show that a stochastic flow which is generated by a stochastic differential equation on with bounded volatility has a random attractor provided that the drift component i…
Lack of strong completeness for stochastic flows
Xue-Mei Li, Michael Scheutzow
It is well-known that a stochastic differential equation (SDE) on a Euclidean space driven by a Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorp…
Invariant measures for stochastic functional differential equations with superlinear drift term
Abdelhadi Es--Sarhir, Onno van Gaans, Michael Scheutzow
We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear g…
Asymptotic coupling and a weak form of Harris' theorem with applications to stochastic delay equations
Martin Hairer, Jonathan C. Mattingly, Michael Scheutzow
There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results…