Related papers: Functional Limit Theorems for Volterra Processes a…

We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…

True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…

In this article we study the limit when $\alpha \to 0$ of solutions to the $\alpha$-Euler system in the half-plane, with no-slip boundary conditions, to weak solutions of the 2D incompressible Euler equations with non-negative initial…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

Let $(\xi_1,\eta_1)$, $(\xi_2,\eta_2),\ldots$ be a sequence of i.i.d. two-dimensional random vectors. In the earlier article Iksanov and Pilipenko (2014) weak convergence in the $J_1$-topology on the Skorokhod space of…

Based on the recent development of the framework of Volterra rough paths, we consider here the probabilistic construction of the Volterra rough path associated to the fractional Brownian motion with $H>\frac{1}{2}$ and for the standard…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

We are interested in the gradient flow of a general first order convex functional with respect to the $L^1$-topology. By means of an implicit minimization scheme, we show existence of a global limit solution, which satisfies an…

The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose…

Motivated by a conjecture of De Giorgi, we consider the Almgren-Taylor-Wang scheme for mean curvature flow, where the volume penalization is replaced by a term of the form \[ \int_{E\Delta F} f\Big(\frac{ {\rm d}_F }{\tau}\Big)~dx \] for…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =x$\in$Rd, where Zt is a symmetric isotropic d-dimensional $\alpha$-stable process, $\alpha$ $\in$ (1, 2] and the drift b $\in$ L$\infty$…

Many classical objects of study related to the geometry/topology of smooth Gaussian fields (e.g., the volume, surface area or Euler characteristic of excursion sets) have a `locality' property which is crucial to their analysis. More…

In this paper, we determine rates of growth to infinity of scalar autonomous nonlinear functional and Volterra differential equations. In these equations, the right-hand side is a positive continuous linear functional of a nonlinear…

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

We study approximation properties of additive random fields $Y_d$, $d\in\mathbb{N}$, which are sums of zero-mean random processes with the same continuous covariance functions. The average case approximation complexity…

We show that the notions of weak solution to the total variation flow based on the Anzellotti pairing and the variational inequality coincide under some restrictions on the boundary data. The key ingredient in the argument is a duality…

We probe the conformal block structure of a scalar four-point function in $d\geq2$ conformal field theories by including higher-order derivative terms in a bulk gravitational action. We consider a heavy-light four-point function as the…