Related papers: Martingale measure associated with the critical $2…
Critical phase transitions contain a variety of deep and universal physics, and are intimately tied to thermodynamic quantities through scaling relations. Yet, these notions are challenged in the context of non-Hermiticity, where spatial or…
We study the statistical mechanics of supercooled liquids when the system evolves at a temperature $T$ with a field $\epsilon$ linearly coupled to its overlap with a reference configuration of the same liquid sampled at a temperature $T_0$.…
In this paper, the instability of shallow water shear flow with a sheared parallel magnetic field is studied. Waves propagating in such magnetic shear flows encounter critical levels where the phase velocity relative to the basic flow…
We show that under a certain moderate deviation scaling, the multiplicative-noise stochastic heat equation (SHE) arises as the fluctuations of the quenched density of a 1D random walk whose transition probabilities are iid [0,1]-valued…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice in the critical region are investigated. We study numerically two scaling functions:…
We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…
This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…
We carry out simulations of gravitationally unstable discs using a Smoothed Particle Hydrodynamics (SPH) code and a grid-based hydrodynamics code, FARGO, to understand the previous non-convergent results reported by Meru & Bate (2011a). We…
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that…
We derive limit theorems for the empirical distribution function of "devolatilized" increments of an It\^{o} semimartingale observed at high frequencies. These "devolatilized" increments are formed by suitably rescaling and truncating the…
We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…
We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
The hyperscaling property implies that spatially isotropic critical quantum states in $d$ spatial dimensions have a specific heat which scales with temperature as $T^{d/z}$, and an optical conductivity which scales with frequency as…
The convective Brinkman-Forchheimer equations describe the motion of incompressible fluid flows in a saturated porous medium. This work examines the multiscale stochastic convective Brinkman-Forchheimer (SCBF) equations perturbed by…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as continuous-time analogues of branching random walks with…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…