On Weak Solutions of Stochastic Differential Equations II

In the first part of this article a new method of proving existence of weak solutions to stochastic differential equations with continuous coefficients having at most linear growth was developed. In this second part, we show that the same method may be used even if the linear growth hypothesis is replaced with a suitable Lyapunov condition.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Brownian motion with drift on spaces with varying dimension

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.     

Continuum versus discrete networks,graph Laplacians,and reproducing kernel Hilbert spaces

Motivated by applications to machine learning, we construct a reversible and irreducible Markov chain whose state space is a certain collection of measurable sets of a chosen l.c.h. space $\mathfrak{X}$. We study the resulting network (connected undirected graph), including transience, Royden and Riesz decompositions, and kernel factorization. We describe a construction for Hilbert spaces of signed measures which comes equipped with a new notion of reproducing kernels and there is a unique solution to a regularized optimization problem involving the approximation of $L^2$ functions by functions of finite energy. The latter has applications to machine learning (for Markov random fields, for example).     

Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

We develop the asymptotic expansion theory for vector-valued sequences ${\left(F_N\right)}_{N\ge 1}$ of random variables in terms of the convergence of the Stein–Malliavin matrix associated with the sequence $F_N$. Our approach combines the classical Fourier approach and the recent Stein–Malliavin theory. We find the second order term of the asymptotic expansion of the density of $F_N$ and we illustrate our results by several examples.     

Multiplicity results of nonlinear fractional magnetic Schrödinger equation with steep potential

In this article, we prove the existence and multiplicity of non-trivial solutions for an indefinite fractional elliptic equation with magnetic field and concave–convex nonlinearities. Our multiplicity results are based on studying the decomposition of the Nehari manifold.     

Comments on “Fuzzy fractional order sliding mode controller for nonlinear systems” [Commun Nonlinear Sci Numer Simulat 15 (2010) 963-978]

The aim of this note is to point out some comments to the article [Delavari H, Ghaderi R, Ranjbar A, Momani S. Fuzzy fractional order sliding mode controller for nonlinear systems, Commun Nonlinear Sci Numer Simulat 15 (2010) 963-978].     

Weak attractors for the dissipative fractional Heisenberg equation

In this short paper, we consider the long time behaviors of the fractional Heisenberg equation and the existence of a global weak attractor is proved for the shift dynamics in the path space. The key ingredient is some new type of commutator structure introduced in this paper, which seems indispensable in proving the compactness of the dynamics. The technique introduced in this paper may also be useful to other fractional order partial differential equations.