Related papers: A Liouville Property for Isotropic Diffusions in R…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
The classical Liouville property says that all bounded harmonic functions in $\mathbb{R}^n$, i.e.\ all bounded functions satisfying $\Delta f = 0$, are constant. In this paper we obtain necessary and sufficient conditions on the symbol of a…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Riemannian structure and that the drift vector field lies in the…
A recent model of Ariel et al. [1] for explaining the observation of L\'evy walks in swarming bacteria suggests that self-propelled, elongated particles in a periodic array of regular vortices perform a super-diffusion that is consistent…
We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…
In fully developed homogeneous and isotropic turbulence, the Lagrangian and Eulerian descriptions of motion, although formally equivalent, become statistically decoupled. In this work, by invoking Liouville theorem, we show that the joint…
We prove geometric upper bounds for the Poincar\'e and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell-type boundary condition under general curvature…
By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We show that on groups generated by bounded activity automata, every symmetric, finitely supported probability measure has the Liouville property. More generally we show this for every group of automorphisms of bounded type of a rooted…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
We prove the asymptotic stability of the high speed solitary waves to the Benjamin equation. This is done by establishing a Liouville property for the nonlinear evolution of the Benjamin equation around these solitary waves. To do this,…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…