Related papers: Transportation-cost inequalities for diffusions dr…
By use of Lagrangian tracers propagated on 2D simulations of Scrape-Off Layer (SOL) turbulence, we are able to determine the non-local fractional-advection, fractional-diffusion equation (FADE) coefficients for a number of equilibrium…
Recent statistical methods fitted on large-scale GPS data can provide accurate estimations of the expected travel time between two points. However, little is known about the distribution of travel time, which is key to decision-making…
We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…
We show how to compute transport coefficients in gauge theories by considering the expansion of the Kubo formulas in terms of ladder diagrams in the imaginary time formalism. All summations over Matsubara frequencies are performed and the…
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…
This article assesses the distance between the laws of stochastic differential equations with multiplicative L\'evy noise on path space in terms of their characteristics. The notion of transportation distance on the set of L\'evy kernels…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
The steady-state electronic transport across periodically driven systems can be efficiently addressed using Landauer-B\"{u}ttiker formalism. The time-dependent nonequilibrium Green's function theory then may be adapted for developing direct…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
We develop a microscopic transport theory in a randomly driven fermionic model with and without linear potential. The operator dynamics arise from the competition between noisy and static couplings, leading to diffusion regardless of…
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…
We derive explicit tail-estimates for the Jacobian of the solution flow for stochastic differential equations driven by Gaussian rough paths. In particular, we deduce that the Jacobian has finite moments of all order for a wide class of…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…
Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…
In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with delay. We also prove smoothness of the density of the solution…
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
For electron transport in parallel-plane semiconducting structures, a model is developed that unifies ballistic and diffusive transport and thus generalizes the Drude model. The unified model is valid for arbitrary magnitude of the mean…