Related papers: Inverting the Ray-Knight identity on the line
The promise of Rectified Flow rests on producing self-generated couplings whose trajectories are straight, or nearly so. In practice, trajectories generated by the base flow model can bend and intertwine, and the resulting coupling inherits…
We perform a bifurcation analysis of the steady states of Rayleigh--B\'enard convection with no-slip boundary conditions in two dimensions using a numerical method called deflated continuation. By combining this method with an…
We study a simple singular control problem for a Brownian motion with constant drift and variance reflected at the origin. Exerting control pushes the process towards the origin and generates a concave increasing state-dependent yield which…
This paper explores the forward and inverse problems for a fractional subdiffusion equation characterized by time-dependent diffusion and reaction coefficients. Initially, the forward problem is examined, and its unique solvability is…
Face inpainting techniques recover missing or occluded facial regions in a visually realistic manner, but preserving the identity in the final output remains a fundamental challenge. Identity consistency is crucial for downstream…
We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…
If you want to get accurate predictions for the motion of water and air propelled D.I.Y rockets, neglecting air resistance is not an option. But the theoretical analysis including air drag leads to a system of differential equations which…
The ultimate limits of performance for any classical optical system are set by sub-wavelength fluctuations within the host material, that may be frozen-in or even dynamically induced. The most common manifestation of such sub-wavelength…
Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L^y_{\infty}=a]$ for a given $a\geq 0$ is…
We study a class of reflected backward stochastic differential equations with nonpositive jumps and upper barrier. Existence and uniqueness of a minimal solution is proved by a double penalization approach under regularity assumptions on…
We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
We address the inverse problem of identifying a time-dependent potential coefficient in a one-dimensional diffusion equation subject to Dirichlet boundary conditions and a nonlocal integral overdetermination constraint reflecting spatially…
The latest developments in Face Restoration have yielded significant advancements in visual quality through the utilization of diverse diffusion priors. Nevertheless, the uncertainty of face identity introduced by identity-obscure inputs…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
De-diffraction (DD), a new procedure to totally cancel diffraction effects from wave-fields is presented, whereby the full field from an aperture is utilized and a truncated geometrical field is obtained, allowing infinitely sharp focusing…
We derive an identity connecting any two second-order linear recurrence sequences having the same recurrence relation but whose initial terms may be different. Binomial and ordinary summation identities arising from the identity are…
Video-based person re-identification has received increasing attention recently, as it plays an important role within surveillance video analysis. Video-based Re-ID is an expansion of earlier image-based re-identification methods by…
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…