Related papers: The skew Brownian permuton: a new universality cla…
In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence is changing sign, as in models for metamaterials.We focus on the construction of a fundamental…
This work deals with backward stochastic differential equation (BSDE) with random marked jumps, and their applications to default risk. We show that these BSDEs are linked with Brownian BSDEs through the decomposition of processes with…
This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite…
The random permutation is the Fra\"iss\'e limit of the class of finite structures with two linear orders. Answering a problem stated by Peter Cameron in 2002, we use a recent Ramsey-theoretic technique to show that there exist precisely 39…
We obtain a stochastic differential equation (SDE) satisfied by the first $n$ coordinates of a Brownian motion on the unit sphere in $\mathbb{R}^{n+\ell}$. The SDE has non-Lipschitz coefficients but we are able to provide an analysis of…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
We prove that SLE$_\kappa$ for $\kappa \in (4,8)$ on an independent $\gamma=4/\sqrt{\kappa}$-Liouville quantum gravity (LQG) surface is uniquely characterized by the form of its LQG boundary length process and the form of the conditional…
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. We show that we can describe the evolution of the distance between the two…
We introduce and study a new random permutation model that generalizes the $k$-card minimum model defined by Travers and the Mallows model. We calculate the permuton limit of such a sequence of random permutations. As a corollary, we deduce…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
We consider random permutations which are spherically symmetric with respect to a metric on the symmetric group $S_n$ and are consistent as $n$ varies. The extreme infinitely spherically symmetric permutation-valued processes are identified…
In this paper we consider a class of stochastic differential equations driven by subordinate Brownian motion with Markovian switching. We use Malliavin calculus to study the smoothness of the density for the solution under uniform…
We study a one parameter family of discrete Loewner evolutions driven by a random walk on the real line. We show that it converges to the stochastic Loewner evolution (SLE) under rescaling. We show that the discrete Loewner evolution…
In this article we study a class of singular stochastic differential equations driven by fractional Brownian motion with Hurst parameter H<1/2. The solution is constructed as the limit of a family of approximating processes, and its…
We study the asymptotic behaviour of uniform random maps with a prescribed face-degree sequence, in the bipartite case, as the number of faces tends to infinity. Under mild assumptions, we show that, properly rescaled, such maps converge in…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
In this paper, we define and study Loewner chains and evolution families on finitely multiply-connected domains in the complex plane. These chains and families consist of conformal mappings on parallel slit half-planes and have one and two…
We develop a dynamical framework for quantum measurement based on stochastic but unitary evolution in projective state space. Random Hamiltonians drawn from the Gaussian Unitary Ensemble generate stochastic unitary dynamics of the quantum…
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…
The simple permutations in two permutation classes --- the 321-avoiding permutations and the skew-merged permutations --- are enumerated using a uniform method. In both cases, these enumerations were known implicitly, by working backwards…