Related papers: A class of d-dimensional directed polymers in a Ga…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…
We present an exactly solvable model of a Gaussian (flexible) polymer chain in a quenched random medium. This is the case when the random medium obeys very long range quadratic correlations. The model is solved in $d$ spatial dimensions…
We present results about large deviations and laws of large numbers for various polymer related quantities. In a completely general setting and strictly positive temperature, we present results about large deviations for directed polymers…
In this paper we introduce a class of polygonal complexes for which we can define a notion of sectional combinatorial curvature. These complexes can be viewed as generalizations of 2-dimensional Euclidean and hyperbolic buildings. We focus…
We study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing a necessary and sufficient condition of Gaussian noise source. Our…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
In this paper we prove the well-posedness of the generalized Dean--Kawasaki equation driven by noise that is white in time and colored in space. The results treat diffusion coefficients that are only locally 1/2-H\"older continuous,…
In this article we study a \emph{non-directed} polymer model in dimension $d\ge 2$: we consider a simple symmetric random walk on $\mathbb{Z}^d$ which interacts with a random environment, represented by i.i.d. random variables…
We consider a spinless particle moving in a random potential on a d-dimensional torus. Introducing the gradient of the logarithm of the wave-function transforms the time independent Schroedinger equation into a stochastic differential…
We show that two semi-infinite positive temperature polymers coalesce on the scale predicted by KPZ (Kardar-Parisi-Zhang) universality. The two polymer paths have the same asymptotic direction and evolve in the same environment,…
We study a directed polymer model in a random environment on infinite binary trees. The model is characterized by a phase transition depending on the inverse temperature. We concentrate on the asymptotics of the partition function in the…
We proposed the modified version of quantum-mechanical theory of continuous measurements for the case of classical open systems. In our approach the influence of measurement on evolution of distribution function of an open system is…
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…
We study the phase transitions of a random copolymer chain with quenched disorder. We apply a replica variational approach based on a Gaussian trial Hamiltonian in terms of the correlation functions of monomer Fourier coordinates. This…
The transport phenomenon of active particles confined in 3D(three dimensional) corrugated confined channel with Gaussian noises is investigated. Large noise intensity perpendicular to the symmetry axis is good for the diffusion and current…
These notes are devoted to the statistical mechanics of directed polymers interacting with one-dimensional spatial defects. We are interested in particular in the situation where frozen disorder is present. These polymer models undergo a…
The conformational states of a semiflexible polymer enclosed in a compact domain of typical size $a$ are studied as stochastic realizations of paths defined by the Frenet equations under the assumption that stochastic "curvature" satisfies…