Invariant Measures and Ergodicity of Stochastic p(x)-Laplace Equations with Spatially Variable Exponents Driven by Nonlinear Noise

An Explicit Exponential Integrator for the Damped Stochastic KdV Equation and Numerical Ergodic Behavior

Spectral Representation of Transition Probability of Symmetric Lévy Processes on the Circle Killed at a Point

Long-Time Dynamics of Nonlinear Dirac Equations with a Class of Large Data

Large time behavior for a class of 2D and 3D stochastic non-Newtonian fluids of differential types: attractors and invariant measures

Ergodic robust maximisation of asymptotic growth with stochastic factor processes

We consider a robust asymptotic growth problem under model uncertainty in the presence of stochastic factors. We fix two inputs representing the instantaneous covariance for the asset price process X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepa...

Homogenization of Nonlinear Dissipative Wave Equations with Multiscale Temporal Oscillations

We develop a homogenization theory for nonlinear hyperbolic equations with rapid oscillations in space and multiple microscopic time scales. The model features a semilinear wave equation with oscillatory coefficients and separated nonlinearities: an amplitude-dependent potential and a gradient-dependent forcing term. U...