Related papers: Exact modulus of continuities for $\Lambda$-Flemin…
Spin precession in magnetic materials is commonly modelled with the classical phenomenological Landau-Lifshitz-Gilbert (LLG) equation. Based on a quantized spin+environment Hamiltonian, we here derive a general spin operator equation of…
We use the mirror coupling of Brownian motion to show that under a $\beta\in (0,1)$-dependent Kato type assumption (which is satisfied under a suitable $L^q$-assumption on the electro-magnetic potential, where $q$ depends on $\beta$ and the…
We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
We introduce a class of iterated processes called $\alpha$-time Brownian motion for $0<\alpha \leq 2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $\alpha$-stable process. We prove a…
We revisit the model of a quantum Brownian oscillator linearly coupled to an environment of quantum oscillators at finite temperature. By introducing a compact and particularly well-suited formulation, we give a rather quick and direct…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
It is a well-known fact that finite rho-variation of the covariance (in 2D sense) of a general Gaussian process implies finite rho-variation of Cameron-Martin paths. In the special case of fractional Brownian motion (think: 2H=1/rho), in…
Here, we study a discrete Coagulation-Fragmentation equation with a multiplicative coagulation kernel and a constant fragmentation kernel, which is critical. We apply the discrete Bernstein transform to the original…
We examine the relation between the dynamics of Lema\^{\i}tre-Tolman-Bondi (LTB) dust models (with and without $\Lambda$) and the dynamics of dust perturbations in two of the more familiar formalisms used in cosmology: the metric based…
Our aim in this paper is to improve H\"{o}lder continuity results for the bifractional Brownian motion (bBm) $(B^{\alpha,\beta}(t))_{t\in[0,1] }$ with $0<\alpha<1$ and $0<\beta\leq 1$. We prove that almost all paths of the bBm belong (resp.…
In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
We ask the question "when will natural selection on a gene in a spatially structured population cause a detectable trace in the patterns of genetic variation observed in the contemporary population?". We focus on the situation in which…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
We study positive random variables whose moments can be expressed by products and quotients of Gamma functions; this includes many standard distributions. General results are given on existence, series expansion and asymptotics of density…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We propose a new class of rough stochastic volatility models obtained by modulating the power-law kernel defining the fractional Brownian motion (fBm) by a logarithmic term, such that the kernel retains square integrability even in the…
Coalescents with multiple collisions (also called Lambda-coalescents or simple exchangeable coalescents) are used as models of genealogies. We study a new class of Markovian coalescent processes connected to a population model with…
We present a self-contained and modern survey of some existing quasi-sure results via the connection to the Brownian sheet. Among other things, we prove that quasi-every continuous function: (i) satisfies the local law of the iterated…