Related papers: Functional Limit Theorems for Volterra Processes a…

We consider homogeneous STIT tessellations in the $\ell$-dimensional Euclidean space ${\mathbb R}^\ell$. Based on results for the spatial $\beta$-mixing coefficient an upper bound for the variance of additive functionals of tessellations is…

We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…

Hardy and Littlewood's approximate functional equation for quadratic Weyl sums (theta sums) provides, by iterative application, a powerful tool for the asymptotic analysis of such sums. The classical Jacobi theta function, on the other…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

We introduce and analyse a sparse spectral method for the solution of Volterra integral equations using bivariate orthogonal polynomials on a triangle domain. The sparsity of the Volterra operator on a weighted Jacobi basis is used to…

We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an $H^\infty$-calculus and a scalar…

We study a 1D scalar conservation law whose non-local flux has a single spatial discontinuity. This model is intended to describe traffic flow on a road with rough conditions. We approximate the problem through an upwind-type numerical…

Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the winding number of complex brownian motion and the…

We consider a finite element approximation of a general semi-linear stochastic partial differential equation (SPDE) driven by space-time multiplicative and additive noise. We examine the full weak convergence rate of the exponential Euler…

We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…

We study a mathematical model of a compressible viscous fluid driven by stochastic forces under slip boundary conditions of friction type. We introduce a notion of a weak solution that is analytically and probabilistically consistent with…

Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…

We study the additive functional $X_n(\alpha)$ on conditioned Galton-Watson trees given, for arbitrary complex $\alpha$, by summing the $\alpha$th power of all subtree sizes. Allowing complex $\alpha$ is advantageous, even for the study of…

We develop the a posteriori error analysis of finite element approximations of implicit power-law-like models for viscous incompressible fluids. The Cauchy stress and the symmetric part of the velocity gradient in the class of models under…

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Motivated by lubrication problems, we consider a micropolar uid ow in a 2D domain with a rough and free boundary. We assume that the thickness and the roughness are both of order 0 < " << 1. We prove the existence and uniqueness of a…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

We consider a Volterra convolution equation in $\mathbb{R}^d$ perturbed with an additive fractional Brownian motion of Riemann-Liouville type with Hurst parameter $H\in (0,1)$. We show that its solution solves a stochastic partial…

We prove a scaling limit theorem for discrete Galton-Watson processes in varying environments. A simple sufficient condition for the weak convergence in the Skorokhod space is given in terms of probability generating functions. The limit…