Related papers: Local densities for a class of degenerate diffusio…
We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…
We study the form factors of local operators of integrable QFT's between states with finite energy density. These states arise, for example, at finite temperature, or from a generalized Gibbs ensemble. We generalize Smirnov's form factor…
The spatial variations of the order parameter, and the local density of states (LDOS) on the corner of s-wave or $d_{x^2-y^2}$-wave superconductors, as well as in superconductor-insulator-normal metal interfaces, are calculated self…
We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a…
We show that bounded viscosity solutions of some nonlocal degenerate Isaacs type operators of order $2s$ are H\"older continuous, provided $s$ is sufficiently close to 1. As an application we obtain a Liouville theorem.
The Hubbard model in the strong-coupling regime is mainly studied by Kondo-lattice theory or 1/d expansion theory, with d the spatial dimensionality. In two dimensions and higher, the ground state within the Hilbert subspace with no order…
The macroscopic hydrodynamic equations are derived for many-body systems in the local-equilibrium approach, using the Schr\"odinger picture of quantum mechanics. In this approach, statistical operators are defined in terms of microscopic…
In this paper we study the local regularity properties of weak solutions to a special class of anisotropic doubly nonlinear parabolic operators, whose prototype is the anisotropic Trudinger's equation $$ u_t- \sum\limits_{i=1}^N…
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…
General non-degenerate p-adic operators of ultrametric diffusion are introduced. Bases of eigenvectors for the introduced operators are constructed and the corresponding eigenvalues are computed. Properties of the corresponding dynamics…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
We develop a theory of the local density of states (LDOS) of disordered superconductors, employing the non-linear sigma-model formalism and the renormalization-group framework. The theory takes into account the interplay of disorder and…
We characterize the Mott insulating regime of a repulsively interacting Fermi gas of ultracold atoms in a three-dimensional optical lattice. We use in-situ imaging to extract the central density of the gas, and to determine its local…
We prove local Poincar\'e inequalities under various curvature-dimension conditions which are stable under the measured Gromov-Hausdorff convergence. The first class of spaces we consider is that of weak CD(K,N) spaces as defined by Lott…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
In this paper we investigate sublinear semigroups whose pointwise generators are given by non-local Hamilton-Jacobi-Bellman operators. Our main result provides a stochastic representation in terms of a family of sublinear (conditional)…