Related papers: Some stochastic process without birth, linked to t…
Horizontal gene transfer consists in exchanging genetic materials between microorganisms during their lives. This is a major mechanism of bacterial evolution and is believed to be of main importance in antibiotics resistance. We consider a…
In the pseudo-Euclidean space $\mathbb{R}^{n+1,k}$, we consider the mean curvature flow of $n$-dimensional spacelike submanifolds with spacelike codimension one and arbitrary timelike codimension $k$. We show that if the initial submanifold…
The goal of this paper is to simplify and strengthen the Le Jan-Qian approximation scheme of studying the uniqueness of signature problem to the non-Markov setting. We establish a general framework for a class of multidimensional stochastic…
Consider an arbitrary closed, countably $n$-rectifiable set in a strictly convex $(n+1)$-dimensional domain, and suppose that the set has finite $n$-dimensional Hausdorff measure and the complement is not connected. Starting from this given…
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a…
We first give a general introduction to the mean curvature flow, and then discuss fundamental results established over the last 10 years that yield a precise theory for the flow through singularities in $\mathbb{R}^3$. With the aim of…
We consider $n$-dimensional hypersurfaces flowing by mean curvature flow with Neumann free boundary conditions supported on a smooth support surface. We show that the Hausdorff $n$-measure of the singular set is zero. In fact, we consider…
In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…
We study the mean curvature flow of complete space-like submanifolds in pseudo-Euclidean space with bounded Gauss image, as well as that of complete submanifolds in Euclidean space with convex Gauss image. By using the confinable property…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
There exist rotationally symmetric translating solutions to mean curvature flow that can be written as a graph over Euclidean space. This result is well-known. Its proof uses the symmetry and techniques from partial differential equations.…
In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…
We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
We generalize the notion of Gaussian bridges by conditioning Gaussian processes given that certain linear functionals of the sample paths vanish. We show the equivalence of the laws of the unconditioned and the conditioned process and by an…
We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…