Related papers: Optimal Coupling of Jumpy Brownian Motion on the C…
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…
Lawler and Trujillo Ferreras constructed a well-known coupling between the Brownian loop soups in $\mathbb{R}^2$ and the random walk loop soups on $\mathbb{Z}^2$ (one rescales the random walk loops by $1/N$, their time parametrizations by…
The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…
We study synchronization dynamics in binary mixtures of locally coupled Kuramoto oscillators which perform Brownian motion in a two-dimensional box. We introduce two models, where in model $\cal I$ there are two type of oscillators, say…
Decoupling the interactions in a spin network governed by a pair-interaction Hamiltonian is a well-studied problem. Combinatorial schemes for decoupling and for manipulating the couplings of Hamiltonians have been developed which use…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…
We develop a theory of continuous decoupling with bounded controls from a geometric perspective. Continuous decoupling with bounded controls can accomplish the same decoupling effect as the bang-bang control while using realistic control…
This paper mainly investigates reflected stochastic recursive control problems governed by jump-diffusion dynamics. The system's state evolution is described by a stochastic differential equation driven by both Brownian motion and Poisson…
Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion…
We develop an adaptive jump test for discretely observed high-frequency semimartingales by combining the A"it-Sahalia--Jacod ratio statistic (A"it-Sahalia and Jacod, 2009) and the Lee--Mykland extreme-return statistic (Lee and Mykland,…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which…
We investigate the learning performance of the pseudolikelihood maximization method for inverse Ising problems. In the teacher-student scenario under the assumption that the teacher's couplings are sparse and the student does not know the…
We derive a mode-coupling theory (MCT) to describe the dynamics of tracer particles in dense systems of active Brownian particles (ABPs) in two spatial dimensions. The ABP undergo translational and rotational Brownian dynamics, and are…
Consider the motion of a Brownian particle in two or more dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, one of the coordinate processes gets a…
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal and generalized by Madras and Sezer. The method is divided…
Using Brownian Dynamics computer simulations we show that the relaxation of a supercooled Brownian system is qualitatively the same as that of a Newtonian system. In particular, near the so-called mode-coupling transition temperature,…
We consider two complementary polymer strands of length $L$ attached by a common end monomer. The two strands bind through complementary monomers and at low temperatures form a double stranded conformation (zipping), while at high…
Control pulses that nominally optimize fidelity are sensitive to routine hardware drift and modeling errors. Robust quantum optimal control seeks error-insensitive control pulses that maintain fidelity thresholds and obey hardware…