Related papers: Barycenters of measures transported by stochastic …
We consider the area-preserving Willmore evolution of surfaces that are close to a half-sphere with a small radius, sliding on the boundary S of a domain while meeting it orthogonally. We prove that the flow exists for all times and keeps a…
We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
Consider a complete Riemannian manifold $(M, g)$ and optimal transport problems on it with cost functions of the form $c(x,y) = h(d_{{g}}(x,y))$. We study the absolute continuity of the corresponding generalized Wasserstein barycenters of…
We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…
In this paper, based on the Fr{\'e}chet mean, we define a notion of barycenter corresponding to a usual notion of statistical mean. We prove the existence of Wasserstein barycenters of random distributions defined on a geodesic space (E,…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We introduce the notions of \textit{conformal barycenter} and \textit{holomorphic barycenter} of a measurable set $D$ in the hyperbolic ball. The two barycenters coincide in the disk, but they differ in multidimensional balls $\mathbb{C}^m…
We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
We study the existence and uniqueness of the barycenter of a signed distribution of probability measures on a Hilbert space. The barycenter is found, as usual, as a minimum of a functional. In the case where the positive part of the signed…
We perform a coarse-graining analysis of the paradigmatic active matter model, Active Brownian Particles, yielding a continuum description in terms of balance laws for mass, linear and angular momentum, and energy. The derivation of the…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given \beta in (0,\infty], a stochastic flow for Z_t in H is introduced so that the law of the eigenvalues \lambda_t of the…