1. On cutoff via rigidity for high dimensional curved diffusions
   2024/12/20 by Chafaï, Djalil, Fathi, Max · 1 citation
   #47D07 #53C21 #58J50 #60J60 #Differential Geometry (math.DG) #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
2. Approximation of skew Brownian motion by snapping-out Brownian motions
   2024/05/08 by Bobrowski, Adam, Ratajczyk, Elżbieta · 2 citations
   #35B06 #46E05 #47D06 #47D07 #47D09 #FOS: Mathematics #Probability (math.PR)
3. New Brunn--Minkowski and functional inequalities via convexity of entropy
   2023/11/09 by Aishwarya, Gautam, Rotem, Liran · 1 citation
   #47D07 #49Q22 #52A20 #52A30 #52A40 #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Metric Geometry (math.MG) #Probability (math.PR)
4. Partial Schauder estimates for unbounded solutions of the Kolmogorov equation
   2023/06/21 by Palczewski, Andrzej · 1 citation
   #35B65 #35K15 (Primary) #47D07 #60H30 (Secondary) #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
5. Lifting partial smoothing to solve HJB equations and stochastic control problems
   2023/06/09 by Fausto Gozzi, Federica Masiero, Gozzi, Fausto +1 · 1 citation
   Economics, Econometrics and Finance · #35R15 #47D07 #49L20 #93C23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
6. Optimal enhanced dissipation and mixing for a time-periodic, Lipschitz velocity field on \mathbbT²
   2023/04/11 by Elgindi, Tarek M., Liss, Kyle, Mattingly, Jonathan C. · 8 citations
   #35Q49 #37A25 #37A50 #37D20 #37H99 #47D07 #60J60 #76F25 #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
7. Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
   2023/03/23 by Angeli, Letizia, Crisan, Dan, Ottobre, Michela · 2 citations
   #47D07 #60H10 #60J60 #65C20 #65C30 #65G99 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
8. Error bounds for kernel-based approximations of the Koopman operator
   2023/01/20 by Philipp, Friedrich, Schaller, Manuel, Worthmann, Karl +2 · 8 citations
   #47B32 #47B33 #47D07 #62M15 #Dynamical Systems (math.DS) #FOS: Mathematics
9. Rearranged Stochastic Heat Equation
   2022/10/03 by Delarue, François, Hammersley, William R. P. · 1 citation
   #47D07 #60G57 #60H15 #60J35 #FOS: Mathematics #Probability (math.PR)
10. Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
    2022/07/26 by Davide A. Bignamini, Bignamini, Davide A., Simone Ferrari +1 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Engineering · #35R15 #47D07 #60J35 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
11. Degenerate Kolmogorov equations and ergodicity for the stochastic Allen-Cahn equation with logarithmic potential
    2022/06/20 by Luca Scarpa, Scarpa, Luca, Margherita Zanella +1 · 1 citation
    Economics, Econometrics and Finance · Materials Science · Mathematics · #35J70 #37A25 #37L40 #47D07 #47H06 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Solidification and crystal growth phenomena #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
12. Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
    2022/04/06 by Crisan, Dan, Dobson, Paul, Goddard, Ben +2 · 1 citation
    #34D20 #34K33 #35B30 #47D07 #60H10 #60J60 #65M75 #FOS: Mathematics #Probability (math.PR)
13. Stability of hypercontractivity, the logarithmic Sobolev inequality, and Talagrand's cost inequality
    2022/01/29 by Bez, Neal, Nakamura, Shohei, Tsuji, Hiroshi · 2 citations
    #26D10 #35K05 #47D07 #52A40 (primary) #60J60 (secondary) #Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
14. Upper heat kernel estimates for nonlocal operators via Aronson's method
    2021/11/12 by Kassmann, Moritz, Weidner, Marvin · 1 citation
    #31C25 #35K08 #39B62 #47D07 #60J25 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
15. On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations
    2021/08/10 by Lee, Haesung · 1 citation
    #47D07 #60J60 #FOS: Mathematics #Primary 60H10 #Probability (math.PR) #Secondary 35B65
16. Spectral gap estimates for Brownian motion on domains with\n sticky-reflecting boundary diffusion
    2021/05/31 by Vitalii Konarovskyi, Konarovskyi, Vitalii, Victor Marx +3 · 1 citation
    Computer Science · Mathematics · #34K08 #35A23 #47D07 #53B25 #60J60 #Advanced Mathematical Modeling in Engineering #Differential Geometry (math.DG) #FOS: Mathematics #Functional Analysis (math.FA) #Nonlinear Partial Differential Equations #Numerical methods in inverse problems #Primary 26D10 #Probability (math.PR) #Secondary 46E35
17. Mosco convergence of gradient forms with non-convex interaction potential
    2021/05/11 by Grothaus, Martin, Wittmann, Simon · 1 citation
    #47D07 #60J46 #82M10 (Primary) 60B12 (Secondary) #FOS: Mathematics #Probability (math.PR)
18. On fully nonlinear parabolic mean field games with nonlocal and local diffusions
    2021/04/14 by Chowdhury, Indranil, Jakobsen, Espen R., Krupski, Miłosz · 2 citations
    #35A01 #35A02 #35D30 #35D40 #35K55 #35K65 #35Q84 #35Q89 #35R11 #47D07 #49L #49N80 #60G51 #Analysis of PDEs (math.AP) #FOS: Mathematics
19. Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups
    2019/05/09 by Dan Crisan, Crisan, D., Paul Dobson +3 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #47D07 #60H10 #60J60 #65C20 #65C30 #65G99 #Differential Equations and Numerical Methods #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
20. Computation and optimal perturbation of finite-time coherent sets for aperiodic flows without trajectory integration
    2019/02/25 by Froyland, Gary, Koltai, Péter, Stahn, Martin · 2 citations
    #37M25 #47D07 #49R05 #Dynamical Systems (math.DS) #FOS: Mathematics
21. High-dimensional central limit theorems for homogeneous sums
    2019/02/11 by Koike, Yuta · 1 citation
    #47D07 #60F05 #62E17 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
22. A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
    2017/04/16 by Conforti, Giovanni · 1 citation
    #35Q70 #47D07 #58J65 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
23. A sustainability condition for stochastic forest model
    2015/09/02 by Ta, Ton Viet, Nguyen, Linh Thi Hoai, Yagi, Atsushi · 5 citations
    #37H10 #47D07 #FOS: Mathematics #Probability (math.PR)
24. Optimal transport, Cheeger energies and contractivity of dynamic\n transport distances in extended spaces
    2015/06/19 by Luigi Ambrosio, Ambrosio, Luigi, Matthias Erbar +3 · 4 citations
    Mathematics · Physics and Astronomy · #30L99 #47D07 #49Q20 #Advanced Differential Geometry Research #Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Geometric Analysis and Curvature Flows #Geometry and complex manifolds #Metric Geometry (math.MG) #Probability (math.PR)
25. On numerical density approximations of solutions of SDEs with unbounded coefficients
    2015/06/18 by Chen, Linghua, Jakobsen, Espen Robstad, Naess, Arvid · 1 citation
    #47D07 #60H35 #65M12 #Dynamical Systems (math.DS) #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
26. Strong Markov property of determinantal processes with extended kernels
    2014/12/30 by Osada, Hirofumi, Tanemura, Hideki · 1 citation
    #15B52 #30C15 #47D07 #60G55 #82C22 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
27. On the notion(s) of duality for Markov processes
    2012/10/26 by Sabine Jansen, Jansen, Sabine, Noemi Kurt +1 · 2 citations
    Mathematics · #47D07 #60J05 (Secondary) #60J25 (Primary) 46N30 #FOS: Mathematics #Functional Analysis (math.FA) #Graph theory and applications #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
28. Eigenvalues of the fractional Laplace operator in the interval
    2010/12/06 by Kwaśnicki, Mateusz · 1 citation
    #35P15 #35P20 #47D07 #47G30 #60G52 #FOS: Mathematics #Probability (math.PR) #Spectral Theory (math.SP)
29. Strong Feller Continuity of Feller Processes and Semigroups
    2010/06/28 by Schilling, René L., Wang, Jian · 2 citations
    #47D07 #47G05 #60G51 #60J25 #60J35 #60J75 #FOS: Mathematics #Probability (math.PR)
30. Functional Inequalities via Lyapunov conditions
    2010/01/12 by Cattiaux, Patrick, Guillin, Arnaud · 1 citation
    #26D10 #47D07 #60G10 #60J60 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)

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