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math.PR2025
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals…
math.PR2025
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…