Related papers: Convergence of Integral Functionals of One-Dimensi…
We show that the rate of convergence of asymptotic expansions for solutions of SDEs is generally higher in the case of degenerate (or partial) diffusion compared to the elliptic case, i.e. it is higher when the Brownian motion directly acts…
Let $f$ be a transcendental entire function of finite order which has an attracting periodic point $z_0$ of period at least $2$. Suppose that the set of singularities of the inverse of $f$ is finite and contained in the component $U$ of the…
The paper contains sufficient conditions on the function $f$ and the stochastic process $X$ that supply the rate of divergence of the integral functional $\int_0^Tf(X_t)^2dt$ at the rate $T^{1-\epsilon}$ as $T\to\infty$ for every…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
Finite Euler product is known to be one of the classical zeta functions in number theory. In [1], [2] and [3], we have introduced some multivariable zeta functions and studied their definable probability distributions on R^d. They include…
We study the work statistics of a periodically-driven integrable closed quantum system, addressing in particular the role played by the presence of a quantum critical point. Taking the example of a one-dimensional transverse Ising model in…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
We consider the dynamical zeta functions of Selberg and Ruelle associated with the geodesic flow on a compact odd-dimensional hyperbolic manifold. These dynamical zeta functions are defined for a complex variable $s$ in some right-half…
Using the generalized coherent states we argue that the path integral formulae for $SU(2)$ and $SU(1,1)$ (in the discrete series) are WKB exact,if the starting point is expressed as the trace of $e^{-iT\hat H}$ with $\hat H$ being given by…
One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…
In this paper, we study parameter identification for solutions to (possibly non-linear) SDEs driven by additive Rosenblatt process and singularity of the induced laws on the path space. We propose a joint estimator for the drift parameter,…
We study the asymptotic convergence of solutions as $t\rightarrow\infty$ of $\partial_t u=-f(u)+\int f(u)$, a nonlocal differential equation that is formally a gradient flow in a constant-mass subspace of $L^2$ arising from simplified…
This article is concerned with an inverse problem of simultaneously determining a spatially varying coefficient and a Robin coefficient for a one-dimensional fractional diffusion equation with a time-fractional derivative of order…
The paper is devoted to the integral functionals $\int_0^\infty f(X_t)\,{\mathrm{d}t}$ of Markov processes in $\X$ in the case $d\ge 3$. It is established that such functionals can be presented as the integrals $\int_{\X} f(y) \G(x,…
This paper studies the loss of the semimartingale property of the process $g(Y)$ at the time a one-dimensional diffusion $Y$ hits a level, where $g$ is a difference of two convex functions. We show that the process $g(Y)$ can fail to be a…
Diffusion is a dissipative transport phenomenon ubiquitously present in nature. Its details can now be analysed with modern effective field theory (EFT) techniques that use the closed-time-path (or Schwinger-Keldysh) formalism. We discuss…