Related papers: Stochastic Komatu-Loewner evolutions and SLEs

We define multiple-paths Schramm-Loewner evolution ($SLE_\kappa$) in multiply connected domains when $\kappa\leq 4$ and prove that in annuli, the partition function is smooth. Moreover, we give up-to-constant estimates for the partition…

We introduce a coupled pair of evolution equations for the unintegrated gluon distribution and the sea quark distribution which incorporate both the resummed leading $\ln (1/x)$ BFKL contributions and the resummed leading $\ln (Q^2)$ DGLAP…

Stochastic differential equations (SDEs) without global Lipschitz drift often demonstrate unusual phenomena. In this paper, we consider the following SDE on $\mathbb R^d$: \begin{align*} \mathrm{d} \mathbf{X}_t=\mathbf{b}(\mathbf{X}_t)…

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…

We consider a long-range interacting particle system in which binary particles -- whose initial states are chosen uniformly at random -- are located at the nodes of a flat torus $(\mathbb{Z}/h\mathbb{Z})^2$. Each node of the torus is…

The small-$x_B$ deep inelastic scattering in the saturation region is governed by the non-linear evolution of Wilson-line operators. In the leading logarithmic approximation it is given by the BK equation for the evolution of color dipoles.…

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

In this paper we study pattern formation arising in a system of a single reaction-diffusion equation coupled with subsystem of ordinary differential equations, describing spatially-distributed growth of clonal populations of precancerous…

This paper is a continuation of papers \cite{UmarovTsallisSteinberg,UmarovTsallisGellmannSteinberg}. In Part I \cite{UmarovTsallisGellmannSteinberg} a description (representation) of $(q,\alpha)$-stable distributions based on a…

We consider the stochastic differential equation $$ dX_t = b(X_t) dt + dL_t,$$ where the drift $b$ is a generalized function and $L$ is a symmetric one dimensional $\alpha$-stable L\'evy processes, $\alpha \in (1, 2)$. We define the notion…

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

In this paper, we study the numerical discretization of stochastic differential equations with locally Lipschitz, super-linearly growing drift, and the resulting implications for sampling from non-log-concave distributions satisfying a…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

Logistic regression remains one of the most widely used tools in applied statistics, machine learning and data science. However, in moderately high-dimensional problems, where the number of features $d$ is a non-negligible fraction of the…

We study the root-averaged density of states for the Anderson model on the Bethe lattice in the strong-disorder regime. Here the density of states means the root-averaged spectral measure, not a finite-volume eigenvalue counting limit. We…

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…