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In this work we present the fundamental ideas of inference over paths, and show how this formalism implies the continuity equation, which is central for the derivation of the main partial differential equations that constitute…

Statistical Mechanics · Physics 2016-11-03 Diego González , Daniela Díaz , Sergio Davis

In this paper, we first study properties of the lower central chains for Novikov algebras. Then we show that for every Lie nilpotent Novikov algebra~$\mathcal{N}$, the ideal of~$\mathcal{N}$ generated by the set~$\{ab - ba\mid a, b\in…

Rings and Algebras · Mathematics 2020-12-22 Zerui Zhang , Tran Giang Nam

The use of the linear Boltzmann equation is proposed for transport in porous media in a column. By column experiments, we show that the breakthrough curve is reproduced by the linear Boltzmann equation. The advection-diffusion equation is…

Geophysics · Physics 2019-08-05 Kenji Amagai , Motoko Yamakawa , Manabu Machida , Yuko Hatano

In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there exists at least by penalization method.

Probability · Mathematics 2008-07-15 Shaolin Ji , Zhen Wu , Li Zhou

In this note we extend the continuous dual Hahn process constructed by Corwin and Knizel on a finite time interval to the entire real line by taking a limit of a closely related Markov process. We also characterize this Markov processes by…

Probability · Mathematics 2021-12-02 Wlodek Bryc

The Baxter-Bazhanov-Stroganov model (also known as the \tau^(2) model) has attracted much interest because it provides a tool for solving the integrable chiral Z_N-Potts model. It can be formulated as a face spin model or via cyclic…

Exactly Solvable and Integrable Systems · Physics 2008-03-12 G. von Gehlen , N. Iorgov , S. Pakuliak , V. Shadura

Corner percolation is a dependent bond percolation model on Z^2 introduced by B\'alint T\'oth, in which each vertex has exactly two incident edges, perpendicular to each other. G\'abor Pete has proven in 2008 that under the maximal entropy…

Probability · Mathematics 2022-12-09 Régine Marchand , Irène Marcovici , Pierrick Siest

The purpose of the present paper is to show that: Eilenberg-type correspondences = Birkhoff's theorem for (finite) algebras + duality. We consider algebras for a monad T on a category D and we study (pseudo)varieties of T-algebras.…

Formal Languages and Automata Theory · Computer Science 2017-02-10 Julian Salamanca

We study some path transformations related to Littelmann path model and their applications to representation theory and Brownian motion in a Weyl chamber.

Representation Theory · Mathematics 2007-05-23 Philippe Biane , Philippe Bougerol , Neil O'Connell

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with…

Probability · Mathematics 2015-12-04 Giada Basile

We investigate the regular solutions of the boundary Yang-Baxter equation for the vertex models associated with the $B_{n}^{(1)}$ and $A_{2n}^{(2)}$ affine Lie algebras. In both class of models we find two general solutions with $n+1$ free…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 A. Lima-Santos

In this paper we consider the Boltzmann equation modelling the motion of a polyatomic gas where the integration collision operator in comparison with the classical one involves an additional internal energy variable $I\in\mathbb{R}_+$ and a…

Analysis of PDEs · Mathematics 2023-06-05 Renjun Duan , Zongguang Li

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

Theoretical Economics · Economics 2026-04-06 Koji Yokote

We show that Nachman's integral equations for the Calder\'on problem, derived for conductivities in $W^{2,p}(\Omega)$, still hold for $L^\infty$ conductivities which are $1$ in a neighborhood of the boundary. We also prove convergence of…

Analysis of PDEs · Mathematics 2018-09-26 George Lytle , Peter Perry , Samuli Siltanen

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

Based on the proofs of the continuity of the conditional entropy by Alicki, Fannes, and Winter, we introduce in this work the almost locally affine (ALAFF) method. This method allows us to prove a great variety of continuity bounds for the…

Quantum Physics · Physics 2024-02-05 Andreas Bluhm , Ángela Capel , Paul Gondolf , Antonio Pérez-Hernández

We consider the $n$-dimensional random temporal hypercube, i.e., the $n$-dimensional hypercube graph with its edges endowed with i.i.d. continuous random weights. We say that a vertex $w$ is accessible from another vertex $v$ if and only if…

Probability · Mathematics 2025-09-24 Austin Eide , Martijn Gösgens , Paweł Prałat

In our previous paper [Ekren, Touzi and Zhang (2015)], we introduced a notion of viscosity solutions for fully nonlinear path-dependent PDEs, extending the semilinear case of Ekren et al. [Ann. Probab. 42 (2014) 204-236], which satisfies a…

Probability · Mathematics 2016-09-28 Ibrahim Ekren , Nizar Touzi , Jianfeng Zhang

We investigate Banach space automorphisms $T:\ell_\infty/c_0\rightarrow\ell_\infty/c_0 $ focusing on the possibility of representing their fragments of the form $$T_{B,A}:\ell_\infty(A)/c_0(A)\rightarrow \ell_\infty(B)/c_0(B)$$ for $A,…

Functional Analysis · Mathematics 2015-01-16 Piotr Koszmider , Cristóbal Rodriguez-Porras

Shen and Zhang (2021) showed that almost periodicity naturally arises in the spectral representation of discrete-time $p$-adic self-similar processes with stationary increments. In this paper, we study several notions of almost periodicity…

Probability · Mathematics 2026-05-19 Yi Shen , Zhenyuan Zhang
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