Related papers: Effect of Random Time Changes on Loewner Hulls
For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…
The Loewner equation describes the time development of an analytic map into the upper half of the complex plane in the presence of a "forcing", a defined singularity moving around the real axis. The applications of this equation use the…
New time-dependent treatment of tunneling from localized state to continuum is proposed. It does not use the Laplace transform (Green's function's method) and can be applied for time-dependent potentials, as well. This approach results in…
We establish Harnack inequalities for stochastic differential equations (SDEs) driven by a time-changed fractional Brownian motion with Hurst parameter $H\in(0,1/2)$. The Harnack inequality is dimension-free if the SDE has a drift which…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
We revisit the convergence of loop-erased random walk, LERW, to SLE(2) when the curves are parametrized by capacity. We construct a coupling of the chordal version of LERW and chordal SLE(2) based on the Green's function for LERW as…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
Traveling waves are ubiquitous in nature and control the speed of many important dynamical processes, including chemical reactions, epidemic outbreaks, and biological evolution. Despite their fundamental role in complex systems, traveling…
Loewner chains with Levy drivers have been proposed as models for random dendritic growth in two dimensions, and as candidates for finding extremal multifractal spectra in problems in classical function theory. These processes are not…
We formulate equations for the slow time dynamics of fluid motion that self consistently account for the effects of the variability upon the mean. The time-average effects of the fluctuations introduce nonlinear dispersion that acts to…
We use the H\'enon-Heiles system as a paradigmatic model for chaotic scattering to study the Lorentz factor effects on its transient chaotic dynamics. In particular, we focus on how time dilation occurs within the scattering region by…
We consider slow / fast systems where the slow system is driven by fractional Brownian motion with Hurst parameter $H>{1\over 2}$. We show that unlike in the case $H={1\over 2}$, convergence to the averaged solution takes place in…
Let $\xi(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $\xi(k,n)-\xi(0,n)$ in terms of a Wiener sheet and an independent Wiener process, time changed…
We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…
We investigate how the time dependence of the Hamiltonian determines the occurrence of Dynamical Localization (DL) in driven quantum systems with two incommensurate frequencies. If both frequencies are associated to impulsive terms, DL is…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
We develop a generalization of the time-varying Drude model, treating carrier density, effective mass, and collision rate as explicit functions of time. We derive expressions for polarization, susceptibility, displacement, and permittivity…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…