Related papers: Multiple SLEs and Dyson Brownian motion: transitio…
In this work we present a condition for the regularity, in both space and Malliavin sense, of strong solutions to SDEs driven by Brownian motion. We conjecture that this condition is optimal. As a consequence, we are able to improve the…
In this research announcement, we show that SLE curves can in fact be viewed as boundaries of certain simple Poissonian percolation clusters: Recall that the Brownian loop-soup (introduced in the paper arxiv:math.PR/0304419 with Greg…
Schramm-Loewner evolution (SLE$_\kappa$) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $\sqrt{\kappa}$ times Brownian motion. This yields a (half-plane) valued random field $\gamma = \gamma…
Extending the Schramm--Loewner Evolution (SLE) to model branching structures while preserving conformal invariance and other stochastic properties remains a formidable research challenge. Unlike simple paths, branching structures, or trees,…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
We construct radial stochastic Loewner evolution in multiply connected domains, choosing the unit disk with concentric circular slits as a family of standard domains. The natural driving function or input is a diffusion on the associated…
The Generalized Elastic Model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, growing interfaces. On the other hand a probe (\emph{tracer})…
Characterizing the many-body localization (MBL) transition in strongly disordered and interacting quantum systems is an important issue in the field of condensed matter physics. We study the single particle Green's functions for a…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…
We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners…
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the…
We propose a multiloop generalization of the Bern-Kosower formalism, based on Strassler's approach of evaluating worldline path integrals by worldline Green functions. Those Green functions are explicitly constructed for the basic two-loop…
We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein-Uhlenbeck process, the Brownian gyrator model and…
Starting from the recently proposed dynamical exchange-correlation field framework, the equation of motion of the diagonal part of the many-electron Green function is derived, from which the spectral function can be obtained. The resulting…
In this study, the non-equilibrium free energy corresponding to the curve generated by a modified stochastic Loewner evolution (SLE), which is driven by the Langevin equation, is theoretically investigated. Under certain conditions, we…
Suppose that $\eta$ is a Schramm-Loewner evolution (SLE$_\kappa$) in a smoothly bounded simply connected domain $D \subset {\mathbb C}$ and that $\phi$ is a conformal map from ${\mathbb D}$ to a connected component of $D \setminus…
The spectral functions are studied in conjunction with the dyadic Green's functions for various media. The dyadic Green's functions are found using the eigenfunction expansion method for homogeneous, inhomogeneous, periodic, lossless,…
The signature is a collection of iterated integrals describing the "shape" of a path. It appears naturally in the Taylor expansions of controlled differential equations and, as a consequence, is arguably the central object within rough path…
We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…