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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…
In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
New analytical representations of the Stokes flows due to periodic arrays of point singularities in a two-dimensional no-slip channel and in the half-plane near a no-slip wall are derived. The analysis makes use of a conformal mapping from…
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…
Fourier expansion of the integrand in the path integral formula for the partition function of quantum systems leads to a deterministic expression which, though still quite complex, is easier to process than the original functional integral.…
In this expository note we highlight the correlation function method as a unified approach in proving both hydrodynamic limits and fluctuation limits for reaction diffusion particle systems. For simplicity we focus on the case when the…
In this paper, we observe a set of functionals of metrics which are all decrease under the Calabi flow and have uniform lower bound along the flow, which give rise to a set of integral estimates on the curvature flow. Using these estimates,…
The theory of flows was used as a crucial tool in the recent proof by Margolis, Rhodes and Schilling that Krohn-Rhodes complexity is decidable. In this paper we begin a systematic study of aperiodic flows. We give the foundations of the…
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…
Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…
We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
We present a new Aumann-like integral for a H\"older multifunction with respect to a H\"older signal, based on the Young integral of a particular set of H\"older selections. This restricted Aumann integral has continuity properties that…
A new definition of a fractional derivative has recently been developed, making use of a fractional Dirac delta function as its integral kernel. This derivative allows for the definition of a distributional fractional derivative, and as…
We study the steady state motion of incompressible and viscous fluid flow in a rotating reference frame where vortices may take place. An approximated analytic solution of the Stokes flow problem is proposed for situations where the…
The aggregation equation arises naturally in kinetic theory in the study of granular media, and its interpretation as a 2-Wasserstein gradient flow for the nonlocal interaction energy is well-known. Starting from the spatially homogeneous…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…