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Integrable $\lambda$-deformed $\sigma$-models are characterized by an underlying current algebra/coset model CFT deformed, at the infinitesimal level, by current/parafermion bilinears. We promote the deformation parameters to dynamical…

High Energy Physics - Theory · Physics 2023-03-22 Rigers Aliaj , Konstantinos Sfetsos , Konstantinos Siampos

In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as gradient estimate for stochastic differential equations driven by $\alpha$-stable noises, where $\alpha\in(0,2)$. As an application, the strong Feller…

Probability · Mathematics 2012-04-24 Xicheng Zhang

The Machian cosmological solution satisfying $\phi =O(\rho /\omega)$ for the perfect-fluid with negative pressure is discussed. When the coefficient of the equation of state $\gamma \to -1/3$, the gravitational constant approaches to…

General Relativity and Quantum Cosmology · Physics 2007-05-23 A. Miyazaki

The settling behavior of individual spheres in a quiescent fluid was studied experimentally. The dynamics of the spheres was analyzed in the parameter space of particle-to-fluid density ratio ($\Gamma$) and Galileo number ($\mathrm{Ga}$),…

Fluid Dynamics · Physics 2023-09-21 Facundo Cabrera-Booman , Nicolas Plihon , Mickaël Bourgoin

We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…

Probability · Mathematics 2009-04-20 Larbi Alili , Pierre Patie

The derivation of the state of the art tensorial versions of Fundamental Measure Theory (a form of classical Density Functional Theory for hard spheres) are re-examined in the light of the recently introduced concept of global stability of…

Statistical Mechanics · Physics 2021-01-04 James F. Lutsko

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

Statistics Theory · Mathematics 2022-07-28 Yanping Lu

We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between…

Probability · Mathematics 2022-04-21 Christian Bender , Yana A. Butko

Amorphous packings of frictionless, spherical particles are isostatic at jamming onset, with the number of constraints (contacts) equal to the number of degrees of freedom. Their structural and mechanical properties are controlled by the…

Soft Condensed Matter · Physics 2013-05-14 Stefanos Papanikolaou , Corey S. O'Hern , Mark D. Shattuck

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

Probability · Mathematics 2022-09-19 Manfred Marvin Marchione , Enzo Orsingher

Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…

Mathematical Physics · Physics 2014-06-09 Sergio Andraus

In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dG^{H}_{s}$, where $u$ is a $\beta$-H\"older continuous process with $\beta >1-H$ and $G^H$ is a self-similar Gaussian…

Probability · Mathematics 2019-09-17 Salwa Bajja , Qian Yu

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

Probability · Mathematics 2007-05-23 P. Jeganathan

In this paper we investigate two variants of $\alpha$-stable processes, namely tempered stable subordinators and modified tempered stable process as well as their renormalization. We study the weak convergence in the Skorohod space and…

Probability · Mathematics 2017-08-23 Jose Luis da Silva , Mohamed Erraoui

We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifractional $\alpha$-stable processes, and multistable processes,…

Probability · Mathematics 2008-02-06 K. J. Falconer , J. Levy Vehel

We study the stability of quantum motion of classically regular systems in presence of small perturbations. Onthe base of a uniform semiclassical theory we derive the fidelity decay which displays a quite complexbehaviour, from Gaussian to…

Quantum Physics · Physics 2015-06-26 Wen-ge Wang , G. Casati , Baowen Li

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

Probability · Mathematics 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…

Statistics Theory · Mathematics 2024-01-30 Richard Nickl

Under some regularity conditions on $b$, $\sigma$ and $\alpha$, we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t \sigma(X_s) dB_s+\alpha \sup_{0 \le s \le t} X_s, \ \ \…

Probability · Mathematics 2016-01-26 Lihu Xu , Wen Yue , Tusheng Zhang
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