Related papers: Stochastic Heat Equations for infinite strings wit…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are…
In this paper, we obtain higher dimensional topological black hole solutions of Einstein-$\Lambda$ gravity in the presence of a class of nonlinear electrodynamics. First, we calculate the conserved and thermodynamic quantities of…
We introduce a new entropy functional for nonnegative solutions of the heat equation on a manifold with time-dependent Riemannian metric. Under certain integral assumptions, we show that this entropy is non-decreasing, and moreover convex…
This article deals with a Markov process related to the fundamental solution of a heat equation on the direct product ring Q_S, where Q_S is a finite direct product of p-adic fields. The techniques developed here are different from the well…
We show a triviality result for "pointwise" monotone in time, bounded "eternal" solutions of the semilinear heat equation \begin{equation*} u_{t}=\Delta u + |u|^{p} \end{equation*} on complete Riemannian manifolds of dimension $n \geq 5$…
Thermal duality, which relates the physics of closed strings at temperature T to the physics at the inverse temperature 1/T, is one of the most intriguing features of string thermodynamics. Unfortunately, the classical definitions of…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in…
Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…
We consider a classical and possibly driven composite system $X \otimes Y$ weakly coupled to a Markovian thermal reservoir $R$ so that an unambiguous stochastic thermodynamics ensues for $X \otimes Y$. This setup can be equivalently seen as…
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of…
Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…
We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…
Markovian master equations provide a versatile tool for describing open quantum systems when memory effects of the environment may be neglected. As these equations are of an approximate nature, they often do not respect the laws of…
We derive localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation on Riemannian manifolds with Ricci curvature bounded below. Our estimates are essentially optimal and…
The stochastic thermodynamics of systems with a few degrees of freedom has been studied extensively so far. We would like to extend the study to systems with more degrees of freedom and even further-continuous fields with infinite degrees…
In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation $\partial_t u=\frac12\partial_x^2 u+ u^\gamma \xi$ with $\gamma\in (0, 1)$. When…