Related papers: Loewner evolution driven by a stochastic boundary …
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
Loewner Theory, based on dynamical viewpoint, proved itself to be a powerful tool in Complex Analysis and its applications. Recently Bracci et al [Bracci et al, to appear in J. Reine Angew. Math. Available on ArXiv 0807.1594; Bracci et al,…
We reexamine the relationship between the path integral and canonical formulation of quantum general relativity. In particular, we present a formal derivation of the Wheeler-DeWitt equation from the path integral for quantum general…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
Similar to the well-known phases of SLE, the Loewner differential equation with Lip(1/2) driving terms is known to have a phase transition at norm 4, when traces change from simple to non-simple curves. We establish the deterministic analog…
We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
Existence of Loewner trace is revisited. We identify finite energy paths (the "skeleton of Wiener measure") as natural class of regular drivers for which we find simple and natural estimates in terms of their (Cameron--Martin) norm.…
We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…
An universal exact description of kinetics of open quantum systems in terms of random wave functions and stochastic Schr\"{o}dinger equation is suggested. It is shown that evolution of random quantum states of an open system is unitary on…
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…
We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
In this paper, we define and study Loewner chains and evolution families on finitely multiply-connected domains in the complex plane. These chains and families consist of conformal mappings on parallel slit half-planes and have one and two…
We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper…
We suggest the method of derivation of Hamilton equations which describe the motion of solitons along non-uniform and time dependent large-scale background in case of wave dynamics described by the completely integrable equations in the…