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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…

Probability · Mathematics 2025-04-08 Zaniar Ahmadi , Xiaowen Zhou

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…

Mesoscale and Nanoscale Physics · Physics 2008-02-13 Christian Heiliger , Michael Czerner , Bogdan Yu. Yavorsky , Ingrid Mertig , Mark D. Stiles

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…

Probability · Mathematics 2011-10-04 Hatem Hajri

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…

Probability · Mathematics 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel

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…

Probability · Mathematics 2019-10-15 Terry J. Lyons , Vlad Margarint , Sina Nejad

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…

Probability · Mathematics 2007-05-23 Eugene Wong

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…

Probability · Mathematics 2007-08-29 Thomas Cass , Peter Friz

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…

Nuclear Theory · Physics 2024-09-06 Gabriele Riva , Pina Romaniello , J. Arjan Berger

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…

Probability · Mathematics 2025-02-06 El Mehdi Haress , Alexandre Richard

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.…

Probability · Mathematics 2007-05-23 F. Baudoin , M. Hairer

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…

Computational Physics · Physics 2020-03-03 Randall T. Swimm

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,…

Probability · Mathematics 2025-11-20 Peter S. Morfe , Felix Otto , Christian Wagner

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…

Probability · Mathematics 2015-01-20 Johannes Rueß

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…

Probability · Mathematics 2010-10-27 Tom Kennedy

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…

Probability · Mathematics 2025-08-12 Shuo Fan

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…

Probability · Mathematics 2024-12-02 Rofeide Jabbari , Pablo Olivares

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…

Statistical Mechanics · Physics 2009-11-10 Tadeusz Kosztolowicz

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…

Mathematical Physics · Physics 2012-02-10 Anton Nazarov

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…

Mathematical Physics · Physics 2014-07-22 Mohammad Khorrami , Amir Aghamohammadi

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…

Statistical Mechanics · Physics 2009-10-31 E. Lutz