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The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…
Using the determinantal formula of Biane, Bougerol, and O'Connell, we give multitime joint probability densities to the noncolliding Brownian motion with drift, where the number of particles is finite. We study a special case such that the…
The 4-dimensionally covariant approach to multiconstituent Newtonian fluid dynamics presented in the preceding article of this series is developed by construction of the relevant 4-dimensional stress energy tensor whose conservation in the…
This paper is concerned with the development and analysis of a mathematical model that is motivated by interstitial hydrodynamics and tissue deformation mechanics (poro-elasto-hydrodynamics) within an in-vitro solid tumor. The classical…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the…
We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…
The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…
The steady compressible Navier--Stokes--Fourier system is considered, with either Dirichlet or Navier boundary conditions for the velocity and the heat flux on the boundary proportional to the difference of the temperature inside and…
We analyze the Poisson structure of the time-dependent mean-field equations for bosons and construct the Lie-Poisson bracket associated to these equations. The latter follow from the time-dependent variational principle of Balian and…
We prove a new type of Poincar\'e inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized…
We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…
The topic of this survey are geometric functionals of a Boolean model (in Euclidean space) governed by a stationary Poisson process of convex grains. The Boolean model is a fundamental benchmark of stochastic geometry and continuum…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…
We investigate the finite dimensional dynamical system derived by Braden and Hone in 1996 from the solitons of $A_{n-1}$ affine Toda field theory. This system of evolution equations for an $n\times n$ Hermitian matrix $L$ and a real…
Non-Hermitian systems and the Lindblad form master equation have always been regarded as reliable tools in dissipative modeling. Intriguingly, existing literature often obtains an equivalent non-Hermitian Hamiltonian by neglecting the…
The market events of 2007-2009 have reinvigorated the search for realistic return models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market with both fundamental and…
We study the behavior of a probability measure near the bottom of its support in terms of time averaged quotients of its Laplace transform. We discuss how our results are connected to both rank-one perturbation theory as well as renewal…
The fully coupled dynamic interaction problem of the free surface of an incompressible fluid and a rigid body beneath it, in an inviscid, irrotational framework and in the absence of surface tension, is considered. Evolution equations of…