Related papers: Infinite-dimensional stochastic differential equat…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…
In this paper we show the strong existence and the pathwise uniqueness of an infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all $\beta\geq 1$. Our…
We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…
The dynamical properties and diffusive behavior of a collection of mutually interacting particles are numerically investigated for two types of long-range interparticle interactions: Coulomb-electrostatic and dipole-electrodynamic. It is…
We consider infinite-dimensional random diffusion dynamics for the Asakura--Oosawa model of interacting hard spheres of two different sizes. We construct a solution to the corresponding SDE with collision local times, analyse its reversible…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
In this article, we mainly study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs). We investigate a new class of generalized backward doubly stochastic differential…
We study the equilibrium statistical mechanics of classical two-dimensional Coulomb systems living on a pseudosphere (an infinite surface of constant negative curvature). The Coulomb potential created by one point charge exists and goes to…
We study a system of stochastic differential equations with singular drift which describes the dynamics of signed particles in two dimensions interacting by the Coulomb potential. In contrast to the well-studied cases of identical particles…
We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…
Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process can be represented by the solution to an…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
In this work we construct a general class of exactly solvable non-relativistic bi-dimensional quantum systems with position-dependent masses (PDM). These systems are isospectral to a given system with constant mass. The case of a charged…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We investigate Gibbs measures relative to Brownian motion in the case when the interaction energy is given by a double stochastic integral. In the case when the double stochastic integral is originating from the Pauli-Fierz model in…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
We study numerically the Coulomb interacting two-particle stationary states of the Schr\"odinger equation, where the particles are confined in a two-dimensional infinite square well. Inside the domain the particles are subjected to a…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…