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For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…
We present an implementation of the steady state Keldysh approach in a Green's function multiple scattering scheme to calculate the non-equilibrium spin density. This density is used to obtain the spin transfer torque in junctions showing…
We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
We study a one-dimensional SDE that we obtain by performing a random time change of the backward Loewner dynamics in $\mathbb{H}$. The stationary measure for this SDE has a closed-form expression. We show the convergence towards its…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
We consider stochastic differential equations dY=V(Y)dX driven by a multidimensional Gaussian process X in the rough path sense. Using Malliavin Calculus we show that Y(t) admits a density for t in (0,T] provided (i) the vector fields…
In a recent letter [Phys. Rev. Lett. 131, 216401] we presented the multichannel Dyson equation (MCDE) in which two or more many-body Green's functions are coupled. In this work we will give further details of the MCDE approach. In…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that the driving vector fields satisfy H\"ormander's condition.…
This paper presents a classical thermodynamic calculation of a Greens function that describes the declining rate of entropy growth as protons move under an applied electric field, through an amorphous SiO$_2$ layer in a MOS field-effect…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
We establish a variational formula for the exponential decay rate of the Green function of Brownian motion evolving in a random stationary and ergodic nonnegative potential. Such a variational formula is established by Schroeder in 'Green's…
The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual…
Recently, Carfagnini and Wang established that the loop Loewner energy can be interpreted as the Onsager--Machlup functional for the SLE loop measure. In this paper, we first interpret the multi-chordal Loewner potential as an…
In this paper we extend models for the dynamic of the temperatures by considering random switching between Levy noises instead of Brownian motions, with a mean-reverting movement towards a seasonal periodic function. The use of Levy noises…
Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…
Schramm-Loewner evolution appears as the scaling limit of interfaces in lattice models at critical point. Critical behavior of these models can be described by minimal models of conformal field theory. Certain CFT correlation functions are…
The most general single species autonomous reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced. The stationary solutions of such models, as well as their dynamics, are discussed. To study dynamics of…
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…