Related papers: Some stochastic process without birth, linked to t…
We study mean curvature flow in $\mathbb S_K^{n+1}$, the round sphere of sectional curvature $K>0$, under the quadratic curvature pinching condition $|A|^{2} < \frac{1}{n-2} H^{2} + 4 K$ when $n\ge 4$ and $|A|^{2} <…
For every closed set $K \subset \mathbb{R}^n$ and every $m \geq 2$, we construct a mean-convex ancient solution to mean curvature flow of hypersurfaces in $\mathbb{R}^{m+n}$, with respect to a smooth Riemannian metric arbitrarily…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
We define a notion of mean curvature flow with surgery for two-dimensional surfaces in $\mathbb{R}^3$ with positive mean curvature. Our construction relies on the earlier work of Huisken and Sinestrari in the higher dimensional case. One of…
We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…
In [5], S\'aez and Schn\"urer studied the graphical mean curvature flow of complete hypersurfaces defined on subsets of Euclidean space. They obtained long time existence. Moreover, they provided a new interpretation of weak mean curvature…
In this paper we investigate the one-dimensional hyperbolic mean curvature flow for closed plane curves. We show that there exists a class of initial velocities such that the solution of the corresponding initial value problem exists only…
In cylindrical domain, we consider the nonstationary flow with prescribed inflow and outflow, modelled with Navier-Stokes equations under the slip boundary conditions. Using smallness of some derivatives of inflow function, external force…
We study the phenomenon of evolution by horizontal mean curvature flow in sub-Riemannian geometries. We use a stochastic approach to prove the existence of a generalized evolution in these spaces. In particular we show that the value…
We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain…
For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…
In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
A general purely crystalline mean curvature flow equation with a nonuniform driving force term is considered. The unique existence of a level set flow is established when the driving force term is continuous and spatially Lipschitz…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
Mean curvature flow is the most natural evolution equation in extrinsic geometry, and shares many features with Hamilton's Ricci flow from intrinsic geometry. In this lecture series, I will provide an introduction to the mean curvature flow…
For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…
We consider a one-parameter family of closed, embedded hypersurfaces moving with normal velocity $G_\kappa = \big ( \sum_{i < j} \frac{1}{\lambda_i+\lambda_j-2\kappa} \big )^{-1}$, where $\lambda_1 \leq \hdots \leq \lambda_n$ denote the…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…