Related papers: Effect of Random Time Changes on Loewner Hulls
The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…
We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show that stochastic Komatu-Loewner evolutions SKLE$_{\alpha,b}$…
This paper analyzes the time-dependent relationship between the mean and variance of travel time on a single corridor under rush hour like congestion patterns. To model this phenomenon, we apply the LWR ((Lighthill & Whitham, 1955),…
Loewner driving functions encode simple curves in 2-dimensional simply connected domains by real-valued functions. We prove that the Loewner driving function of a $C^{1,\beta}$ curve (differentiable parametrization with $\beta$-H\"older…
The Loewner equation encrypts a growing simple curve in the plane into a real-valued driving function. We show that if the driving function $\lambda$ is in $C^{\beta}$ with $\beta>2$ (or real analytic) then the Loewner curve is in $C^{\beta…
The two-dimensional Loewner exploration process is generalized to the case where the random force is self-similar with positively correlated increments. We model this random force by a fractional Brownian motion with Hurst exponent $H\geq…
We obtain a first order differential equation for the driving function of the chordal Loewner differential equation in the case where the domain is slit by a curve which is a trajectory arc of certain quadratic differentials. In particular…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
The paper is devoted to the multiple chordal Loewner differential equation with different driving functions on two time intervals. We obtain exact implicit or explicit solutions to the Loewner equations with piecewise constant driving…
The transport of individual particles in inhomogeneous environments is complex and exhibits non-Markovian responses. The latter may be quantified by a memory function within the framework of the linear generalised Langevin equation (GLE).…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
This paper aims to investigate the characteristics of durations of discretionary lane changes (LCs) on freeways based on an enriched dataset. A comprehensive analysis of LC durations was conducted based on vehicle types, LC directions and…
In this study, the non-equilibrium free energy corresponding to the curve generated by a modified stochastic Loewner evolution (SLE), which is driven by the Langevin equation, is theoretically investigated. Under certain conditions, we…
In many shear- and pressure-driven wall-bounded turbulent flows secondary motions spontaneously develop and their interaction with the main flow alters the overall large-scale features and transfer properties. Taylor-Couette flow, the fluid…
The present paper is concerned with properties of multiple Schramm--Loewner evolutions (SLEs) labelled by a parameter $\kappa\in (0,8]$. Specifically, we consider the solution of the multiple Loewner equation driven by a time change of…
We study the random metric space called the Brownian plane, which is closely related to the Brownian map and is conjectured to be the universal scaling limit of many discrete random lattices such as the uniform infinite planar…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…