Related papers: Some stochastic process without birth, linked to t…
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…
In this paper, we show an approximation in law of the complex Brownian motion by processes constructed from a stochastic process with independent increments. We give sufficient conditions for the characteristic function of the process with…
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases.…
In this paper, we consider a fully nonlinear curvature flow of a convex hypersurface in the Euclidean n-space. This flow involves k-th elementary symmetric function for principal curvature radii and a function of support function. Under…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
In this paper we study the uniqueness of graphical mean curvature flow. We consider as initial conditions graphs of locally Lipschitz functions and prove that in the one dimensional case solutions are unique without any further assumptions.…
We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…
We propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a…
We consider the mean curvature flow of compact convex surfaces in Euclidean $3$-space with free boundary lying on an arbitrary convex barrier surface with bounded geometry. When the initial surface is sufficiently convex, depending only on…
We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
The discontinuous shear thickening (DST) of dense suspensions is a remarkable phenomenon in which the viscosity can increase by several orders of magnitude at a critical shear rate. It has the appearance of a first order phase transition…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
A priori estimates for the mean curvature evolution of Killing graphs in Cartan-Hadamard manifolds with asymptotic Dirichlet conditions are established. As an application, the existence of the corresponding parabolic flow is proved,…
We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…
Huisken and Sinestrari have recently defined a surgery process for mean curvature flow when the initial data is a two-convex hypersurface. The process depends on a parameter H. Its role is to initiate a surgery when the maximum of the mean…
In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…
We develop a local version of Huisken-Stampacchia iteration, using it to obtain local versions of a host of important sharp curvature pinching estimates for mean curvature flow. The local estimates we obtain do not depend on the quality of…
This manuscript provides an in-depth exploration of Brownian Motion, a fundamental stochastic process in probability theory for Biostatisticians. It begins with foundational definitions and properties, including the construction of Brownian…