Related papers: Skorokhod's M1 topology for distribution-valued pr…

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

In chaotic deterministic systems, seemingly stochastic behavior is generated by relatively simple, though hidden, organizing rules and structures. Prominent among the tools used to characterize this complexity in 1D and 2D systems are…

We study the convergence of centered and normalized sums of i.i.d. random elements of the space $\mathcal{D}$ of c{{\'a}}dl{{\'a}}g functions endowed with Skorohod's $J\_1$ topology, to stable distributions in $\mathcal D$. Our results are…

Constructing systems that exhibit time-scales much longer than those of the underlying components, as well as emergent dynamical and collective behavior, is a key goal in fields such as synthetic biology and materials self-assembly.…

To capture the global structure of a dynamical system we reformulate dynamics in terms of appropriately constructed topologies, which we call flow topologies; we call this process topologization. This yields a description of a semi-flow in…

This article characterizes topological duals of spaces of cadlag processes. We obtain extensions of functional analytic results of Dellacherie and Meyer that underlie many fundamental results in stochastic analysis. In particular, we obtain…

Smectic orders on curved substrates can be described by differential forms of rank one (1-forms), whose geometric meaning is the differential of the local phase field of density modulation. The exterior derivative of 1-form is the local…

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the…

The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…

In this paper, we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process, which may serve as a mobile wireless network model. The transition probability matrix…

We present in this paper a new sufficient condition for the so-called Prokhorov-Skorokhod continuity of random processes. Our conditions will be formulated in the terms of metric entropy generated by three-dimensional distribution of the…

This paper examines the applicability of the Skorokhod representation theorem in filtrated probability spaces for the utility maximization problem in the Kabanov conic model of multi-asset markets with proportional transaction costs. A key…

Mesoscopic density functional theory for inhomogeneous mixtures of sperical particles is developed in terms of mesoscopic volume fractions by a systematic coarse-graining procedure starting form microscopic theory. Approximate expressions…

Topology optimization (TO) provides a principled mathematical approach for optimizing the performance of a structure by designing its material spatial distribution in a pre-defined domain and subject to a set of constraints. The majority of…

The Daniell-Kolmogorov Extension Theorem is a fundamental result in the theory of stochastic processes, as it allows one to construct a stochastic process with prescribed finite-dimensional distributions. However, it is well-known that the…

This paper presents a gentle and informal introduction to the Skorokhod topologies. Focus is on motivating examples and concepts.

In this paper we prove that a large class of linear evolution PDEs defines a Stokes-Dirac structure over Hilbert spaces. To do so, the theory of boundary control system is employed. This definition encompasses problems from mechanics, that…

We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…

A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…

A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of…