Related papers: Integration by Parts and the KPZ Two-Point Functio…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
We study the Kardar-Parisi-Zhang equation on the half-line $x \geqslant 0$ with Neumann type boundary condition. Stationary measures of the KPZ dynamics were characterized in recent work: they depend on two parameters, the boundary…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…
In this paper, we consider four integrable models of directed polymers for which the free energy is known to exhibit KPZ fluctuations. A common framework for the analysis of these models was introduced in our recent work on the…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We show how to build an immersion coupling of a two-dimensional Brownian motion $(W_1, W_2)$ along with $\binom{n}{2} + n= \tfrac12n(n+1)$ integrals of the form $\int W_1^iW_2^j \circ dW_2$, where $j=1,\ldots,n$ and $i=0, \ldots, n-j$ for…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…
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…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the $n$-th Brownian motion is reflected from the Brownian motion with label $n-1$. This model belongs…
We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…
We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…
We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…
We obtain an exact result for the midpoint probability distribution function (pdf) of the stationary continuum directed polymer, when averaged over the disorder. It is obtained by relating that pdf to the linear response of the stochastic…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…