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We prove that, up to scalar multiples, there exists only one local regular Dirichlet form on a generalized Sierpinski carpet that is invariant with respect to the local symmetries of the carpet. Consequently for each such fractal the law of…
The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
We present a predictive local field theory for the nonequilibrium dynamics of interacting active Brownian particles with a spherical shape in two spatial dimensions. The theory is derived by a rigorous coarse-graining starting from the…
We study a deformation of a $2$-graded Poisson algebra where the functions of the phase space variables are complemented by linear functions of parity odd velocities. The deformation is carried by a $2$-form $B$-field and a bivector $\Pi$,…
Recent works have shown that an instance of a Brownian surface (such as the Brownian map or Brownian disk) a.s. has a canonical conformal structure under which it is equivalent to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface. In…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
The 2+1+1 decomposition of space-time is useful in monitoring the temporal evolution of gravitational perturbations/waves in space-times with a spatial direction singled-out by symmetries. Such an approach based on a perpendicular double…
We prove the cut-off phenomenon in total variation distance for the Brownian motions traced on the classical symmetric spaces of compact type, that is to say: (1) the classical simple compact Lie groups: special orthogonal groups, special…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
In this paper, we investigate the problem of the existence of the bounded harmonic functions on a simply connected Riemannian manifold $\widetilde{M}$ without conjugate points, which can be compactified via the ideal boundary…
We study the Brownian dynamics and linear response of a particle with inertia moving in a 2-dimensional helical landscape imprinted on a cylindrical surface. In the harmonic well approximation, the deterministic motion separates into free…
The metriplectic formalism couples Poisson brackets of the Hamiltonian description with metric brackets for describing systems with both Hamiltonian and dissipative components. The construction builds in asymptotic convergence to a…
This is the first of two papers in which we investigate the properties of the displacement functions of automorphisms of free groups (more generally, free products) on Culler-Vogtmann Outer space and its simplicial bordification - the free…