Related papers: Absolute continuity of Brownian bridges under cert…

In this letter, we construct cusum change-point tests for the Hurst exponent and the volatility of a discretely observed fractional Brownian motion. As a statistical application of the functional Breuer-Major theorems by B\'egyn (2007) and…

We study the statistical inference problem for a complex $\alpha$-fractional Brownian bridge process $Z$ defined by the stochastic differential equation \[ \mathrm{d}Z_t = -\alpha \frac{Z_t}{T - t} \mathrm{d}t + \mathrm{d}\zeta_t, \quad t…

The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…

We complete the program developed in our previous works aiming to construct an infinite sequence of invariant measures of gaussian type associated with the conservation laws of the Benjamin-Ono equation.

In this paper we consider the defocusing Hartree nonlinear Schr\"odinger equations on $\mathbb T^3$ with real valued and even potential $V$ and Fourier multiplier decaying like $|k|^{-\beta}$. By relying on the method of random averaging…

We consider the two-dimensional defocusing nonlinear Schr\"odinger equation (NLS) on the unit disc in the plane with the Gibbs initial data under radial symmetry. By using a type of random averaging operator ansatz, we build a strong…

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

We consider the 1d quintic nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measures with covariance operator $(1-\Delta)^{-s}$, and denoted $\mu_s$. For the full range…

For a continuous function $f \in \mathcal{C}([0,1])$, define the Vervaat transform $V(f)(t):=f(\tau(f)+t \mod1)+f(1)1_{\{t+\tau(f) \geq 1\}}-f(\tau(f))$, where $\tau(f)$ corresponds to the first time at which the minimum of $f$ is attained.…

Motivated by recent developments on random polymer models we propose a generalisation of reflected Brownian motion (RBM) in a polyhedral domain. This process is obtained by replacing the singular drift on the boundary by a continuous one…

Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…

We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…

We consider the Nonlinear Schr\"odinger (NLS) equation and prove that the Gaussian measure with covariance $(1-\partial_x^2)^{-\alpha}$ on $L^2(\mathbf T)$ is quasi-invariant for the associated flow for $\alpha>1/2$. This is sharp and…

We consider the kinetic derivative nonlinear Schr\"odinger equation, which is a one-dimensional nonlinear Schr\"odinger equation with a cubic derivative nonlinear term containing the Hilbert transformation. In our previous work, we proved…

We prove that self-similar measures on the real line are absolutely continuous for almost all parameters in the super-critical region, in particular confirming a conjecture of S-M. Ngai and Y. Wang. While recently there has been much…

We study the one dimensional periodic derivative nonlinear Schr\"odinger (DNLS) equation. This is known to be a completely integrable system, in the sense that there is an infinite sequence of formal integrals of motion $\int h_k$, $k\in…

We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…

Transformations performing on the dependent and/or the independent variables are an useful method used to classify PDE in class of equivalence. In this paper we consider a large class of U(1)-invariant nonlinear Schr\"odinger equations…

We derive the Chern-Gauss-Bonnet Theorem for manifolds with smooth non-degenerate boundary in the pseudo-Riemannian context from the corresponding result in the Riemannian setting by examining the Euler-Lagrange equations associated to the…

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…