Related papers: 2D- stochastic currents over the Wiener sheet
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…
This primer explains how continuous-time stochastic processes (precisely, Brownian motion and other Ito diffusions) can be defined and studied on manifolds. No knowledge is assumed of either differential geometry or continuous-time…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
We study Markovian stochastic motion on a graph with finite number of nodes and adiabatically periodically driven transition rates. We show that, under general conditions, the quantized currents that appear at low temperatures are a…
We study material lines and passive vectors in a model of turbulent flow at infinite-Reynolds number, the Kraichnan-Kazantsev ensemble of velocities that are white-noise in time and rough (Hoelder continuous) in space. It is argued that the…
We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…
Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
We investigate noise sensitivity beyond the classical setting of binary random variables, extending the celebrated result by Benjamini, Kalai, and Schramm to a wide class of functions of general random variables. Our approach yields…
We consider the 2d $\beta$-plane stochastic Navier-Stokes equations in a periodic channel. We prove the well-posedness and existence of the stationary measure, as well as certain regularity estimates concerning the support of the stationary…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…