Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction

2023/04/05 by A. A. Dorogovtsev, Alexander Weiß, Dorogovtsev, Andrey +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2304.02571

openalex publication_date 2023/04/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The intermittency phenomenon is the occurrence of very high but rare peaks, which despite their rarity influence the asymptotic behaviour of the underlying system. Mathematically this can be characterised with the asymptotics of moments. In this article we show the existence of intermittency phenomena for SDEs with interaction with dissipative coefficients by showing uniform convergence of their Lyapunov exponents.

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• Krylov-Veretennikov desomposition for measure-valued processes induced by SDEs with interaction on Riemannian manifolds
• Strong Feller Regularisation of 1-d Nonlinear Transport by Reflected Ornstein-Uhlenbeck Noise

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