Related papers: Stochastic processes on non-Archimedean spaces. II…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
Stochastic processes are commonly used models to describe dynamics of a wide variety of nonequilibrium phenomena ranging from electrical transport to biological motion. The transition matrix describing a stochastic process can be regarded…
People organize in groups and contagions spread across them. A simple stochastic process, yet complex to model due to dynamical correlations within and between groups. Moreover, groups can evolve if agents join or leave in response to…
This study delves into the exploration of the limiting shape theorem for subadditive processes on finitely generated groups with polynomial growth, commonly referred to as virtually nilpotent groups. Investigating the algebraic structures…
In this thesis, we analyse the generalisations of the Ornstein-Uhlenbeck (OU) semigroup and study them in both quantum and classical setups. In the first three chapters, we analyse the dissipative dynamics on noncommutative/quantum spaces,…
Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
It is shown how to model any automorphism of a totally disconnected, locally compact group by a symbolic dynamical system. The model is an inverse limit of a product of a full-shift, on a finite number of symbols, with one of two types of…
This paper focuses on flow-adapted point-shifts of point processes on topological groups, which map points of a point process to other points of the point process in a translation invariant way. Foliations and connected components generated…
Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…
We consider analytic coupled map lattices over $\Z^d$ with exponentially decaying interaction. We introduce Banach spaces for the infinite-dimensional system that include measures with analytic, exponentially bounded finite dimensional…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…
This article deals with non-adiabatic processes (i.e. processes excluded by the adiabatic theorem) from the geometrical (group-theoretical) point of view. An approximated formula for the probabilities of the non-adiabatic transitions is…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
This is an expository article on properties of actions on Lie groups by subgroups of their automorphism groups. After recalling various results on the structure of the automorphism groups, we discuss actions with dense orbits, invariant and…
In this paper we lay the foundations for the Morse theoretical study of strongly indefinite functionals on Banach manifolds by developing the local theory for a specific model class that captures several key analytical features also arising…
For small perturbations of linear Random Dynamical Systems evolving on a Banach space and exhibiting a generalized form of trichotomy, we prove the existence of invariant center manifolds, both in continuous and discrete-time. Furthermore,…
We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…