Related papers: Diffusing polygons and SLE($\kappa,\rho$)
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
In this article, we study multiple $SLE_\kappa$, for $\kappa\in(0,4]$, driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Sutherland model. We prove the Carath\'eodory…
The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…
We prove that SLE$_\kappa$ for $\kappa \in (4,8)$ on an independent $\gamma=4/\sqrt{\kappa}$-Liouville quantum gravity (LQG) surface is uniquely characterized by the form of its LQG boundary length process and the form of the conditional…
We consider the Schramm-Loewner evolution (SLE$_\kappa$) for $\kappa \in (4,8)$, which is the regime that the curve is self-intersecting but not space-filling. We let ${\mathcal K}$ be the set of $\kappa \in (4,8)$ for which the adjacency…
We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assumptions on the parameters of the model (opening of the wedge,…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…
The Lie group Sol(p,q) is the semidirect product induced by the action of the real numbers R on the plane R^2 which is given by (x,y) --> (exp{p z} x, exp{-q z} y), where z is in R. Viewing Sol(p,q) as a 3-dimensional manifold, it carries a…
Dynamics of a one-dimensional system of Brownian particles with short-range repulsive interaction (diameter sigma) is studied with a liquid-theoretical approach. The mean square displacement, the two-particle displacement correlation, and…
Using results from Schramm Loewner evolution (SLE), we give the expression of the fluctuation-induced force exerted by a polymer on a small impenetrable disk, in various 2-dimensional domain geometries. We generalize to two polymers and…
In the first part of the paper we propose and study the approximation of the $SLE_\kappa$ trace via the Ninomiya-Victoir splitting algorithm. We prove the uniform convergence in probability with respect to the sup-norm to the distance…
We consider multiple radial SLE curves with various time parameterizations and possible spiraling behavior. We construct them by tilting independent radial SLEs with a suitable local martingale, generalizing the earlier construction by…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…
We demonstrate a systematic implementation of coupling between a scalar field and the geometry of the space (curve, surface, etc.) which carries the field. This naturally gives rise to a feedback mechanism between the field and 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 work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…