Related papers: One version of the Clark representation theorem fo…
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.
An analytical approach to convolution of functions, which appear in perturbative calculations, is discussed. An extended list of integrals is presented.
This paper presents a family of new integral representations and asymptotic series of the multiple gamma function. The numerical schemes for high-precision computation of the Barnes gamma function and Glaisher's constant are also discussed.
A novel representation is developed as a measure for multilinear fractional embedding. Corresponding extensions are given for the Bourgain-Brezis-Mironescu theorem and Pitt's inequality. New results are obtained for diagonal trace…
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…
We present a dynamic density functional theory (dDFT) which takes into accou nt the advection of the particles by a flowing solvent. For potential flows we can use the same closure as in the absence of solvent flow. The structure of the…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
To go beyond Gaussian approximation to the Hohenberg-Kohn free energy playing the key role in the density functional theory (DFT), the density functional \textit{integral} representation would be relevant, because field theoretical approach…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
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…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
In this paper we have constructed an approximation for the Harris flow and the Arratia flow using a sequence of independent stationary Gaussian processes as a perturbation. We have established what should be the relationship between the…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to…
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…
We establish stochastic functional integral representations for solutions of Oberbeck-Boussinesq equations in the form of McKean-Vlasov-type mean field equations, which can be used to design numerical schemes for calculating solutions and…
We show that if a random variable is the final value of an adapted log-H\"{o}lder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…