Pub Date : 2023-05-17DOI: 10.1142/s0219493723500508
R. Balan, X. Liang
In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $alpha in (0,d)$, in spatial dimension $dgeq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).
{"title":"Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise","authors":"R. Balan, X. Liang","doi":"10.1142/s0219493723500508","DOIUrl":"https://doi.org/10.1142/s0219493723500508","url":null,"abstract":"In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $alpha in (0,d)$, in spatial dimension $dgeq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49662883","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-04DOI: 10.1142/s0219493723500314
El Mountasar Billah Bouhadjar, M. Mnif
{"title":"Public Private Partnerships contract under moral hazard and ambiguous information","authors":"El Mountasar Billah Bouhadjar, M. Mnif","doi":"10.1142/s0219493723500314","DOIUrl":"https://doi.org/10.1142/s0219493723500314","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41467144","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-28DOI: 10.1142/s0219493723500338
Ye-Jun Chen, H. Ding
{"title":"Remotely Almost Periodicity for SDEs under the Framework of Evolution System","authors":"Ye-Jun Chen, H. Ding","doi":"10.1142/s0219493723500338","DOIUrl":"https://doi.org/10.1142/s0219493723500338","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49561292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-28DOI: 10.1142/s0219493723500363
Yexing Chen, Yongluo Cao, Ruibiao Zou
{"title":"Uniformity of Singular Value Exponents for Typical Cocycles","authors":"Yexing Chen, Yongluo Cao, Ruibiao Zou","doi":"10.1142/s0219493723500363","DOIUrl":"https://doi.org/10.1142/s0219493723500363","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43631696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-28DOI: 10.1142/s0219493723500326
Zeya Mi
{"title":"Stochastic Stability for Partially Hyperbolic Diffeomorphisms with Mostly Expanding and Mostly Contracting Centers","authors":"Zeya Mi","doi":"10.1142/s0219493723500326","DOIUrl":"https://doi.org/10.1142/s0219493723500326","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42801206","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-28DOI: 10.1142/s0219493723500351
Brahim El Asri, Nacer Ourkia
{"title":"Infinite Horizon Multi-Dimensional BSDE with Oblique Reflection and Switching Problem","authors":"Brahim El Asri, Nacer Ourkia","doi":"10.1142/s0219493723500351","DOIUrl":"https://doi.org/10.1142/s0219493723500351","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":"1 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"63840447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-28DOI: 10.1142/s0219493723400014
Xingyuan Bu
{"title":"Climate change for global warming 1.5°C under the influence of multiplicative Gaussian noise","authors":"Xingyuan Bu","doi":"10.1142/s0219493723400014","DOIUrl":"https://doi.org/10.1142/s0219493723400014","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49352342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-06DOI: 10.1142/s0219493723500296
Maoudo Faramba Balde, R. Belfadli, Khalifa Es-Sebaiy
{"title":"Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes","authors":"Maoudo Faramba Balde, R. Belfadli, Khalifa Es-Sebaiy","doi":"10.1142/s0219493723500296","DOIUrl":"https://doi.org/10.1142/s0219493723500296","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46401764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-03DOI: 10.1142/s0219493723500260
Ruifang Wang, Yong Xu, B. Pei
{"title":"Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion","authors":"Ruifang Wang, Yong Xu, B. Pei","doi":"10.1142/s0219493723500260","DOIUrl":"https://doi.org/10.1142/s0219493723500260","url":null,"abstract":"","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43266753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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