Related papers: Loewner Evolution as It\^o Diffusion
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We study a generalization Rec_d of the group IET=Rec_1 of interval exchange transformations in every dimension d>0, called the rectangle exchange transformations group. The subset of restricted rotations in IET is a generating subset and we…
Consider a haploid population of fixed finite size with a finite number of allele types and having Cannings exchangeable genealogy with neutral mutation. The stationary distribution of the Markov chain of allele counts in each generation is…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…
In this article, we collected more than thirty theorems on expansions of iterated Ito and Stratonovich stochastic integrals, which have been formulated and proved by the author in the period from 1997 to 2025. These theorems open up a new…
We investigate the propagation of random fluctuations through biochemical networks in which the concentrations of species are large enough so that the unperturbed problem is well-described by ordinary differential equation. We characterize…
We consider generalized interval exchange transformations, or briefly GIETs, that is bijections of the interval which are piecewise increasing homeomorphisms with finite branches. When all continuous branches are translations, such maps are…
The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this…
In this paper, we prove that the net of transition chain is $\delta$-dense for nearly integrable positive definite Hamiltonian systems with 3 degrees of freedom in the cusp-residual generic sense in $C^r$-topology, $r\ge 6$. The main…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
Denoising diffusion models have spurred significant gains in density modeling and image generation, precipitating an industrial revolution in text-guided AI art generation. We introduce a new mathematical foundation for diffusion models…
A sequence of random variables is called \textit{exchangeable} if its joint distribution is invariant under permutations of indices. The original formulation of de Finetti's theorem roughly says that any exchangeable sequence of…
Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…
The problem of Schr\"odinger propagation of a discontinuous wavefunction -diffraction in time- is studied under a new light. It is shown that the evolution map in phase space induces a set of affine transformations on discontinuous…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…