Related papers: Quenched asymptotics for Brownian motion in genera…
In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…
Results are presented for the dynamics arising due to a sudden quench of a boson interaction parameter with the simultaneous switching on of a commensurate periodic potential, the latter providing a source of non-linearity that can cause…
This article is concerned with the asymptotic behavior of the two-dimensional inviscid Boussinesq equations with a damping term in the velocity equation. Precisely, we provide the time-decay rates of the smooth solutions to that system. The…
Quantum Brownian motion in ratchet potentials is investigated by means of an approach based on a duality relation. This relation links the long-time dynamics in a tilted ratchet potential in the presence of dissipation with the one in a…
In the paper, we are concerned with the large time asymptotics toward the viscous contact waves for solutions of the Landau equation with physically realistic Coulomb interactions. Precisely, for the corresponding Cauchy problem in the…
The time average of geometric Brownian motion plays a crucial role in the pricing of Asian options in mathematical finance. In this paper we consider the asymptotics of the discrete-time average of a geometric Brownian motion sampled on…
We study deviation probabilities for the number of high positioned particles in branching Brownian motion, and confirm a conjecture of Derrida and Shi (2016). We also solve the corresponding problem for the two-dimensional discrete Gaussian…
We study the critical bosonic O(N) vector model with quenched random mass disorder in the large N limit. Due to the replicated action which is sometimes not bounded from below, we avoid the replica trick and adopt a traditional approach to…
We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution…
This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…
We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove…
To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which could serve as a good model for a larger class of natural…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We present a convenient null gauge for the construction of the balanced equations of motion. This null gauge has the property that the asymptotic structure is intimately related to the interior one; in particular there is a strong connexion…
We consider a branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate \beta > 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1 scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
For the one-dimensional case, we establish the long-time asymptotics of solution to Cauchy problem and prove existence of modified wave operators. In particular, we show that the part of the wave travels ballistically if the potential is…
A new derivation is given of the known generalized position-momentum uncertainty relation, which takes into account gravity. The problem of two massive particles, the relative motion of which is described by the Schroedinger equation, is…