Related papers: Natural decomposition of processes and weak Dirich…
We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…
Studies of D and B mesons decays into hadrons have been used to test the standard model in the last fifteen years. A heavy meson decay involves the combined effects of a primary weak vertex and subsequent hadronic final state interactions,…
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$…
In this paper, we derive a new model for the description of liquid crystalline flows. While microscopic Doi type models suffer from the high dimensionality of the underlying product space, the more macroscopic Ericksen--Leslie type models…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
The theory of nucleation with depletion zones is discussed. The approach of stochastic effects of solitary droplet is analyzed. The negative features of a solution with fixed boundary are outlined. A new solution with effective fixed…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
I present a review of using rare B decays to search for physics beyond the Standard Model. B decays that proceed either through annihilation or loop topologies at leading order in the Standard Model provide unique probes in the search for…
We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale…
In a four dimensional manifold formalism we study the evolutionary behavior as well as the ultimate fate of the universe, in the course of which the contribution of dark energy in these phases are investigated. At one stage we get a…
Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
Top physics provides a fertile ground for new-physics searches. At present, most top observables appear to be in good agreement with the respective Standard Model predictions. However, in the case of decay modes that are suppressed in the…
It is known that for a sequence of independent and identically distributed random variables $(X_{n})$ the regular variation condition is equivalent to weak convergence of partial maxima $M_{n}= \max\{X_{1}, \ldots, X_{n}\}$, appropriately…
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…