Related papers: Intrinsic scaling properties for nonlocal operator…
Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generator is a non-local and non-symmetric L\'evy type operator.…
We discuss on an example a general mechanism of apparition of anomalous scaling in scale invariant systems via zero modes of a scale invariant operator. We discuss the relevance of such mechanism in turbulence, and point out a peculiarity…
The dependence of the scaling properties of the structure factor on space dimensionality, range of interaction, initial and final conditions, presence or absence of a conservation law is analysed in the framework of the large-N model for…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In…
We discuss the universal scaling laws of order parameter fluctuations in any system in which the second-order critical behaviour can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with the…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
Even a relatively weak drive force is enough to push a typical nanomechanical resonator into the nonlinear regime. Consequently, nonlinearities are widespread in nanomechanics and determine the critical characteristics of…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…
We determine the characteristic length scale, $L(t)$, in phase ordering kinetics for both scalar and vector fields, with either short- or long-range interactions, and with or without conservation laws. We obtain $L(t)$ consistently by…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…
We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
Norm estimates for strongly continuous semigroups have been successfully studied in numerous settings, but at the moment there are no corresponding studies in the case of solution operators of singular integral equations. Such equations…
In a first part of this paper we investigate the continuity (stability) of the spectrum of a class of non-local Schr\"odinger operators on varying the potentials. By imposing conditions of different strength on the convergence of the…
We consider linear and obstacle problems driven by a nonlocal integral operator, for which nonlocal interactions are restricted to a ball of finite radius. These type of operators are used to model anomalous diffusion and, for a special…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…