概率论
In this paper, we obtain L\'{e}vy's martingale characterization of $G$-Brownian motion without the nondegenerate condition. Base on this characterization, we prove the reflection principle of $G$-Brownian motion. Furthermore, we use…
In the present paper we show that the processes $X_n = \{X_n(t) \colon t \in [0,1]\}$, $n \in \mathbb{N}$, defined by $X_n(t) = \sqrt{n}C\int_0^t (-1)^{L(nu)} du$, where $L = \{L(t) \colon t \geq 0\}$ is a renewal processes whose…
In previous works, Bardina and Rovira (2023) constructed a family of processes that converge strongly towards Brownian motion, defined from renewal processes, are constructed. In this paper we prove that some of these processes can be…
This work concerns the limit behavior of the quartic variation (i.e., the power variation of order four) with respect to the time variable of the solution to the semilinear stochastic heat equation with space-time white noise. In a first…
In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…
This article presents the precise asymptotical distribution of two types of critical transmission radii, defined in terms of k-connectivity and the minimum vertex degree, for random geometry graphs distributed over three-dimensional…
For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion together with the contractivity of the solutions, which…
We study a minimal stochastic individual-based model for a microbial population challenged by a persistent (lytic) virus epidemic. We focus on the situation in which the resident microbial host population and the virus population are in…
We consider infinite-dimensional random diffusion dynamics for the Asakura--Oosawa model of interacting hard spheres of two different sizes. We construct a solution to the corresponding SDE with collision local times, analyse its reversible…
The dynamics of a general structured population is modelled using a general stochastic differential equation (SDE) with an infinite decomposability property. This property allows the population to be divided into an arbitrary number of…
The goal of this paper is to prove singularity of three natural fields in QFT with respect to their natural base measure. The fields we consider are the following ones: (1) The near-critical limit of the $2d$ Ising model (in the…
Water quantity and quality are vital indices for assessing fluvial environments. These indices are highly variable over time and include sub-exponential memory, where the influences of past events persist over long durations. Moreover,…
Stochastic processes with long memories, known as long memory processes, are ubiquitous in various science and engineering problems. Superposing Markovian stochastic processes generates a non-Markovian long memory process serving as…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
We investigate a degree-biased cutting process on random recursive trees, where each vertex is deleted with probability proportional to its degree. We establish the splitting property and derive the explicit distribution of the number of…
This note is about a drift-diffusion process $X$ with a time-independent, divergence-free drift $b$, where $b$ is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the…
We provide an existence and uniqueness result for mild solutions to rough partial differential equations in the framework of the semigroup approach. Applications to stochastic partial differential equations driven by infinite dimensional…
We analyze the large-time asymptotics of a passive tracer with drift equal to the curl of the Gaussian free field in two dimensions with ultra-violet cut-off at scale unity. We prove that the mean-squared displacement scales like $t…
In this paper, we study uniform rooted plane trees with given degree sequence. We show, under some natural hypotheses on the degree sequence, that these trees converge toward the so-called Inhomogeneous Continuum Random Tree after…
"Guess Who?" is a popular two player game where players ask "Yes"/"No" questions to search for their opponent's secret identity from a pool of possible candidates. This is modeled as a simple stochastic game. Using this model, the optimal…