Related papers: Stochastic Loewner evolution driven by Levy proces…
A result of A.M. Davie [Int. Math. Res. Not. 2007] states that a multidimensional stochastic equation $dX_t = b(t, X_t)\,dt + dW_t$, $X_0=x$, driven by a Wiener process $W= (W_t)$ with a coefficient $b$ which is only bounded and measurable…
L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…
Similar to the well-known phases of SLE, the Loewner differential equation with Lip(1/2) driving terms is known to have a phase transition at norm 4, when traces change from simple to non-simple curves. We establish the deterministic analog…
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…
We study the time evolution of quantum one-dimensional gapless systems evolving from initial states with a domain-wall. We generalize the path-integral imaginary time approach that together with boundary conformal field theory allows to…
Trust is the invisible glue that holds together the fabric of societies, economic systems, and political institutions. Yet, its dynamics-especially in real-world settings remain unpredictable and difficult to control. While classical trust…
The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
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…
The Rohde--Schramm theorem states that Schramm--Loewner Evolution with parameter $\kappa$ (or SLE$_\kappa$ for short) exists as a random curve, almost surely, if $\kappa \neq 8$. Here we give a new and concise proof of the result, based on…
This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
We numerically show that the statistical properties of the shortest path on critical percolation clusters are consistent with the ones predicted for Schramm-Loewner evolution (SLE) curves for $\kappa=1.04\pm0.02$. The shortest path results…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
It is known that the implied volatility skew of FX options demonstrates a stochastic behavior which is called stochastic skew. In this paper we create stochastic skew by assuming the spot/instantaneous variance correlation to be stochastic.…
We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…
Many growth processes lead to intriguing stochastic patterns and complex fractal structures which exhibit local scale invariance properties. Such structures can often be described effectively by space-time trajectories of interacting…
In this paper, we provide a framework of estimates for describing 2D scaling limits by Schramm's SLE curves. In particular, we show that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a…
We suggest how to give a physical interpretation of Stochastic Loewner Evolution traces approaching a marked point in the upper half plane. We show that this may be related to the fusion of boundary with bulk fields in Conformal Field…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…