Related papers: The self-normalized Donsker theorem revisited
We conjecture two generalisations of Elkies' theorem on unimodular quadratic forms to non-unimodular forms. We give some evidence for these conjectures including a result for determinant 3. These conjectures, when combined with results of…
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…
We demonstrate that the classical Michael selection theorem for l.s.c. mappings with a collectionwise normal domain can be reduced only to compact-valued mappings modulo Dowker's extension theorem for such spaces. The idea used to achieve…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
We present a geometric proof of the Poincar\'e-Dulac Normalization Theorem for analytic vector fields with singularities of Poincar\'e type. Our approach allows us to relate the size of the convergence domain of the linearizing…
The main goal of this paper is to study compactifications of polynomial slow-fast systems. More precisely, the aim is to give conditions in order to guarantee normal hyperbolicity at infinity of the Poincar\'e-Lyapunov sphere for slow-fast…
This paper gives the exact solution in terms of the Karhunen-Lo\`{e}ve expansion to a fractional stochastic partial differential equation on the unit sphere $\mathbb{S}^{2}\subset \mathbb{R}^{3}$ with fractional Brownian motion as driving…
A theoretical analysis of active motion on curved surfaces is presented in terms of a generalization of the Telegrapher's equation. Such generalized equation is explicitly derived as the polar approximation of the hierarchy of equations…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…
Recently, with the progress of science and the characteristic properties that distinguish the Slepian system called Prolate spheroidal wave functions from the others orthonormal systems, it became clear its important contributions in…
We generalize the recent results of Bj\"orn-Bj\"orn-Shanmugalingam \cite{BBS20} concerning how measures transform under the uniformization procedure of Bonk-Heinonen-Koskela for Gromov hyperbolic spaces \cite{BHK} by showing that these…
This introduction surveys a renormalisation group perspective on log-Sobolev inequalities and related properties of stochastic dynamics. We also explain the relationship of this approach to related recent and less recent developments such…
In this paper we consider a system of $N$ particles on the real line evolving according to Newton's law, interacting through a singular (repulsive) force deriving from the potential $\frac{|x|^{1-\alpha}}{1-\alpha}$ with $\alpha \in…
We revisit the Markov approximation necessary to derive ordinary Brownian motion from a model widely adopted in literature for this specific purpose. We show that this leads to internal inconsistencies, thereby implying that further search…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
We improve a result in [L. Chierchia and G. Pinzari, Invent. Math. 2011] by proving the existence of a positive measure set of $(3n-2)$--dimensional quasi--periodic motions in the spacial, planetary $(1+n)$--body problem away from…
We present analytic formulae that simplify the evaluation of the normalization of continuous spectrum stationary states in the one-dimensional Schr\"odinger equation.