Related papers: Loewner traces driven by Levy processes
A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…
The equations of Loewner type can be derived in two very different contexts: one of them is complex analysis and the theory of parametric conformal maps and the other one is the theory of integrable systems. In this paper we compare the…
We consider a Markov process $X$, which is the solution of a stochastic differential equation driven by a L\'{e}vy process $Z$ and an independent Wiener process $W$. Under some regularity conditions, including non-degeneracy of the…
The relation between level lines of Gaussian free fields (GFF) and SLE(4)-type curves was discovered by O. Schramm and S. Sheffield. A weak interpretation of this relation is the existence of a coupling of the GFF and a random curve, in…
We investigate the local dynamics of a proper superattracting holomorphic germ $f$ in $(\mathbb{C}^2,0)$ possessing a totally invariant line $L$ such that $f^*L = d L$ with $d\ge 2$, and such that $f|_L$ has a superattracting fixed point at…
Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate L\'evy process. In the asymptotic regime the sampling frequencies increase to infinity and the limiting…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with…
Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…
The Loewner equation describes the time development of an analytic map into the upper half of the complex plane in the presence of a "forcing", a defined singularity moving around the real axis. The applications of this equation use the…
In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…
We construct random locally compact real trees called Levy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton-Watson trees with i.i.d.…
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
We set out to compute the longitudinal magnetoconductivity for an isolated and isotropic Kramers-Weyl node (KWN), existing in chiral crystals, which forms an exotic cousin of the conventional Weyl nodes resulting from band-inversions. The…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…