Related papers: Cadlag curves of SLE driven by Levy processes
In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of L\^e (2020). This approach allows one to exploit regularization by noise effects…
Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…
We discuss the possible set of operators from various boundary conformal field theories to build meaningful correlators that lead via a Loewner type procedure to generalisations of SLE($\kappa,\rho$). We also highlight the necessity of…
Various features of the two-parameter family of Schramm-Loewner evolutions SLE(\kappa,\rho) are studied. In particular, we derive certain restriction properties that lead to a ``strong duality'' conjecture, which is an identity in law…
This article pertains to the classification of multiple Schramm-Loewner evolutions (SLE). We construct the pure partition functions of multiple SLE$(\kappa)$ with $\kappa \in (0,4]$ and relate them to certain extremal multiple SLE measures,…
We experimentally investigate the statistics of zero-height isolines in gravity wave turbulence as physical candidates for conformal invariant curves. We present direct evidence that they can be described by the family of conformal…
The Lalanne-Kreweras involution is an involution on the set of Dyck paths which combinatorially exhibits the symmetry of the number of valleys and major index statistics. We define piecewise-linear and birational extensions of the…
The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…
This paper deals with the optimal streaky perturbations (which maximize the perturbed energy growth) in a wedge flow boundary layer. These three dimensional perturbations are governed by a system of linearized boundary layer equations…
Let $D={\mathbb H} \setminus \cup_{k=1}^N C_k$ be a standard slit domain, where ${\mathbb H}$ is the upper half plane and $C_k$, $1\leq k\leq N$, are mutually disjoint horizontal line segments in $H$. Given a Jordan arc $\gamma\subset D$…
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…
We relate the formulas giving Brownian (and other) intersection exponents to the absolute continuity relations between Bessel process of different dimensions, via the two-parameter family of Schramm-Loewner Evolution processes…
We investigate the relation between the Laplacian-$b$ motion and stochastic Komatu-Loewner evolution (SKLE) on multiply connected subdomains of the upper half-plane, both of which are analogues to SLE. In particular, we show that, if the…
We are interested in stationary "fluid" random evolutions with independent increments. Under some mild assumptions, we show they are solutions of a stochastic differential equation (SDE). There are situations where these evolutions are not…
Given a nonlinear evolution equation in (1+n) dimensions, which has spatially extended traveling wave solutions, it can be extended into a system of two coupled equations, one of which generates the original traveling waves, and the other…
We consider evolution of observables which depend on a small but fixed value of longitudinal momentum fraction $x$, to high rapidity, such that $\eta>\ln 1/x$. We show that this evolution is not given by the JIMWLK (or BK) equation. We…
We present a mathematical proof of theoretical predictions made by Arguin and Saint-Aubin, as well as by Bauer, Bernard, and Kytola, about certain non-local observables for the two-dimensional Ising model at criticality by combining…
We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is when the limiting equation admits both a…
The dynamics of soliton pulses in the Nonlinear Schrodinger Equation (NLSE) driven by an external Traveling wave is studied analytically and numerically. The Hamiltonian structure of the system is used to show that, in the adiabatic…