Related papers: Some stochastic process without birth, linked to t…
Suppose that a closed $1$-rectifiable set $\Gamma_0\subset \mathbb R^2$ of finite $1$-dimensional Hausdorff measure and a vector field $u$ in a dimensionally critical Sobolev space are given. It is proved that, starting from $\Gamma_0$,…
We study the provenance of singularity formation under mean curvature flow and volume preserving mean curvature flow in an axially symmetric setting. We prove that if the mean curvature is uniformly bounded on any finite time interval, then…
This paper introduces stochastic processes that describe the evolution of systems of particles in which particles immigrate according to a Poisson measure and split according to a self-similar fragmentation. Criteria for existence and…
We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…
We first prove some general results on pathwise uniqueness, comparison property and existence of nonnegative strong solutions of stochastic equations driven by white noises and Poisson random measures. The results are then used to prove the…
In this paper, we study linear backward stochastic differential equations driven by a class of centered Gaussian non-martingales, including fractional Brownian motion with Hurst parameter $H\in (0,1)\setminus \{\frac12\}$. We show that, for…
We introduce a new, relatively simple, line-breaking construction of the $\alpha$-stable tree which realises its random finite-dimensional distributions. This is a direct analogue of Aldous' line-breaking construction of the Brownian…
In [LW], we construct examples of two-dimensional Hamiltonian stationary self-shrinkers and self-expanders for Lagrangian mean curvature flows, which are asymptotic to the union of two Schoen-Wolfson cones. These self-shrinkers and…
A numerical algorithm for mean curvature flow of closed mean convex surfaces with surgery is proposed. The method uses a finite element based mean curvature flow algorithm based on a coupled partial differential equation system which…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
We consider the stochastic convection-diffusion equation \[ \partial_t u(t\,,{\bf x}) =\nu\Delta u(t\,,{\bf x}) + V(t\,,x_1)\partial_{x_2}u(t\,,{\bf x}), \] for $t>0$ and ${\bf x}=(x_1\,,x_2)\in\mathbb{R}^2$, subject to $\theta_0$ being a…
We first state a special type of It\^o formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish the link between backward doubly stochastic differential…
Most processes in nature are coupled; however, extensive null models for generating such processes still lacks. We present a new method to generate two coupled Gaussian stochastic processes with arbitrary correlation functions. This method…
The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…