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For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

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 consider line ensembles of non-intersecting random walks constrained by a hard wall, each tilted by the area underneath it with geometrically growing pre-factors $\mathfrak{b}^i$ where $\mathfrak{b}>1$. This is a model for the level…

This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…

We solve exactly the general one-dimensional $O(N)$-invariant spin model taking values in the sphere $S^{N-1}$, with nearest-neighbor interactions, in finite volume with periodic boundary conditions, by an expansion in hyperspherical…

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

The d-inverse is a generalized notion of inverse of a stochastic process having a certain tendency of increasing expectations. Scaling limit of the d-inverse of Brownian motion with functional drift is studied. Except for degenerate case,…

We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…

We study the asymptotic behavior of the maximum likelihood estimator corresponding to the observation of a trajectory of a Skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the…

We consider wetting models in $1+1$ dimensions on a shrinking strip with a general pinning function. We show that under diffusive scaling, the interface converges in law to to the reflected Brownian motion, whenever the strip size is…

In this paper we investigate three discrete or semi-discrete approximation schemes for reflected Brownian motion on bounded Euclidean domains. For a class of bounded domains $D$ in $\mathbb{R}^n$ that includes all bounded Lipschitz domains…

We prove that the interface separating $+1$ and $-1$ spins in the critical planar Ising model with Dobrushin boundary conditions perturbed by an external magnetic field has a scaling limit. This result holds when the Ising model is defined…

We consider continuous time interlacements on Z^d, with d bigger or equal to 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian…

We consider a class of non-integrable 2D Ising models obtained by perturbing the nearest-neighbor model via a weak, finite range potential which preserves translation and spin-flip symmetry, and we study its critical theory in the…

Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb…

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

We study the possible scaling limits of percolation interfaces in two dimensions on the triangular lattice. When one lets the percolation parameter p(N) vary with the size N of the box that one is considering, three possibilities arise in…

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…