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We propose an empirical extension of Yakhot's model of strong turbulence [V. Yakhot, Phys. Rev. E 57(2) (1998)] that correctly describes the statistics of longitudinal velocity increments not only in the inertial range but also for larger…

Consider discrete time observations (X_{\ell\delta})_{1\leq \ell \leq n+1}$ of the process $X$ satisfying $dX_t= \sqrt{V_t} dB_t$, with $V_t$ a one-dimensional positive diffusion process independent of the Brownian motion $B$. For both the…

We consider classical $O(N)$ vector models in dimension three and higher and investigate the nature of the low-temperature expansions for their multipoint spin correlations. We prove that such expansions define asymptotic series, and derive…

Excluded-volume effects can play an important role in determining transport properties in diffusion of particles. Here, the diffusion of finite-sized hard-core interacting particles in two or three dimensions is considered systematically…

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…

Weak-coupling expansions (conserving approximations) are carried out for the attractive Holstein and Hubbard models (on an infinite-dimensional hypercubic lattice) that include all bandstructure and vertex correction effects. Quantum…

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

We compute a sharp small-time estimate for implied volatility under a general uncorrelated local-stochastic volatility model. For this we use the Bellaiche \cite{Bel81} heat kernel expansion combined with Laplace's method to integrate over…

The critical variational setting was recently introduced and shown to be applicable to many important SPDEs not covered by the classical variational setting. In this paper, we extend the critical variational setting in several ways. We…

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

In this paper we extend our recent work on two-dimensional (2D) diffusive search-and-capture processes with multiple small targets (narrow capture problems) by considering an asymptotic expansion of the Laplace transformed probability flux…

We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…

In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total…

We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere as nonlinear diffusion or diffusion with nonlinear feedback.…

We obtain the asymptotic expansion of the Voigt functions $K(x,y)$ and $L(x,y)$ for large (real) values of the variables $x$ and $y$, paying particular attention to the exponentially small contributions. A Stokes phenomenon is encountered…

We experimentally study the transport prop- erties of dipolar and fundamental modes on one di- mensional (1D) coupled waveguide arrays. By carefully modulating a wide optical beam, we are able to effec- tively excite dipolar or fundamental…

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…