Related papers: Stochastic Loewner evolution driven by Levy proces…
Various features of the two-parameter family of Schramm-Loewner evolutions SLE(\kappa,\rho) are studied. In particular, we derive certain restriction properties that lead to a ``strong duality'' conjecture, which is an identity in law…
In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…
We characterize and describe all random subsets $K$ of a given simply connected planar domain (the upper half-plane $\H$, say) which satisfy the ``conformal restriction'' property, i.e., $K$ connects two fixed boundary points (0 and…
Schramm-Loewner Evolutions (SLEs) describe a one-parameter family of growth processes in the plane that have particular conformal invariance properties. For instance, SLE can define simple random curves in a simply connected domain. In this…
Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…
In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
This paper concerns a random walk on a planar graph and presents certain estimates concerning the harmonic measures for the walk in a grid domain which estimates are useful for showing the convergence of a LERW (loop-erased random walk) to…
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…
This article pertains to the classification of multiple Schramm-Loewner evolutions (SLE). We construct the pure partition functions of multiple SLE$(\kappa)$ with $\kappa \in (0,4]$ and relate them to certain extremal multiple SLE measures,…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…
In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…
Schramm-Loewner Evolutions ($\SLE$) are random curves in planar simply connected domains; the massless (Euclidean) free field in such a domain is a random distribution. Both have conformal invariance properties in law. In the present…
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…
The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form \cite{Solomon96a} $w_i (t+1) = \lambda(t) w_i (t) + a {\bar w (t)} - b w_i (t) {\bar w(t)}$ is studied by computer simulations. The variables $w_i$,…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
This paper is devoted to the characterization of an extended family of CARMA (continuous-time autoregressive moving average) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are…