Related papers: Positive random walks and an identity for half-spa…
We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The…
In this paper we study numerical positivity and contractivity in the infinite norm of Crank-Nicolson method when it is applied to the diffusion equation with homogeneous Dirichlet boundary conditions. For this purpose, the amplification…
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
We investigate the optimal H\"older continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index $1/2$ and spatial index…
We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…
Based on the system heat bath approach where the bath is nonlinearly modulated by an external Gaussian random force, we propose a new microscopic model to study directed motion in the overdamped limit for a nonequilibrium open system.…
We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a…
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
We study the half-space KPZ equation with a Neumann boundary condition, starting from stationary Brownian initial data. We derive a variance identity that links the fluctuations of the height function to the transversal fluctuations of a…
We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…
We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical…
The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations…
We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial…
In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…
This paper concerns a long-range random walk in random environment in dimension $1+1$, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…