7 papers
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac +1
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recove…
A Relaxed Control Problem With Cost and Jump Dynamics Motivated by Cyber Risks Insurance
Dan Goreac, Juan Li, Pangbo Wang
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we…
Stochastic evolution equations with nonlinear diffusivity, recent progress and critical cases
Ioana Ciotir, Dan Goreac, Jonas M. Tölle
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises…
The Stefan problem with mushy region as a scaling limit of stochastic PDE with turbulent transport
Ioana Ciotir, Franco Flandoli, Dan Goreac
This work establishes a scaling limit theorem for the Stefan problem incorporating a mushy region, demonstrating that solutions to stochastic variants with turbulent transport term…
An Existence Result for a Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise
Ioana Ciotir, Franco Flandoli, Dan Goreac
This work is devoted to the proof of the existence of a martingale solution for a complex version of the stochastic Stefan problem. This particular formulation incorporates two imp…
Controllability concepts for mean-field dynamics with reduced-rank coefficients
Dan Goreac, Juan Li, Xinru Zhang
In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is tha…