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In this paper, we consider the problem of estimating the drift parameter of solution to the stochastic differential equation driven by a fractional Brownian motion with Hurst parameter less than $1/2$ under complete observation. We derive a…
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…
Drift analysis aims at translating the expected progress of an evolutionary algorithm (or more generally, a random process) into a probabilistic guarantee on its run time (hitting time). So far, drift arguments have been successfully…
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…
The motion of a particle in a correlated random potential under the influence of a driving force is investigated in mean field theory. The correlations of the disorder are characterized by a short distance cutoff and a power law decay with…
We study symmetry-breaking line defects in the Wilson-Fisher theory with $O(2N+1)$ global symmetry near four dimensions and symmetry-preserving surface defects in a cubic model with $O(2N)$ global symmetry near six dimensions. We introduce…
The growth of ballistic aggregates on deterministic fractal substrates is studied by means of numerical simulations. First, we attempt the description of the evolving interface of the aggregates by applying the well-established…
We study the nonconserved phase ordering dynamics of the d = 2, 3 random field Ising model, quenched to below the critical temperature. Motivated by the puzzling results of previous work in two and three di- mensions, reporting a crossover…
We study strong approximation of scalar additive noise driven stochastic differential equations (SDEs) at time point $1$ in the case that the drift coefficient is bounded and has Sobolev regularity $s\in(0,1)$. Recently, it has been shown…
We consider a finite horizon stochastic optimal control problem for nearest-neighbor random walk $\{X_i\}$ on the set of integers. The cost function is the expectation of exponential of the path sum of a random stationary and ergodic…
In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…
We present a model to describe the concentration-dependent growth of protein filaments. Our model contains two states, a low entropy/high affinity ordered state and a high entropy/low affinity disordered state. Consistent with experiments,…
SLE_k stochastic processes describe growth of random curves which, in some cases, may be identified with boundaries of two dimensional critical percolating clusters. By generalizing SLE_k growths to formal Markov processes on the central…
The energy-energy correlation (EEC) measures the angular distribution of the energy that flows through two calorimeters separated by some relative angle in the final state created by a source. We study this observable in the limit of small…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…
We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…
In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…
We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…
In this thesis, we consider two approaches to the study of correlation functions in one-dimensional defect Conformal Field Theories (dCFT$_1$), in particular those defined by 1/2-BPS Wilson line defects in the three- and four-dimensional…