相关论文: Absolute continuity of Brownian bridges under cert…
We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…
We construct a unitarily invariant Hermitian matrix ensemble whose fixed-time eigenvalue law coincides with the Karlin--McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities at both endpoints. This provides…
We consider the defocusing nonlinear Schr\"odinger equation on $\mathbb{T}^2$ with Wick ordered power nonlinearity, and prove almost sure global well-posedness with respect to the associated Gibbs measure. The heart of the matter is the…
In this paper we construct a Gibbs measure for the derivative Schr\"odinger equation on the circle. The construction uses some renormalisations of Gaussian series and Wiener chaos estimates, ideas which have already been used by the second…
We prove the invariance of the Gibbs measure for the defocusing quintic nonlinear Schr\"odinger equation on the real line. This builds on earlier work by Bourgain, who treated the cubic nonlinearity. The key new ingredient is a growth…
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
We consider the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we prove that the mean-zero Gaussian measures on Sobolev spaces $H^s(\mathbb{T})$, $s > \frac34$, are quasi-invariant under the flow.
We construct Gaussian invariant measures for the two-dimensional Euler equation on the plane. We show the existence of solution with initial conditions in the support of the measures, namely $H^\beta_{loc}(\R^2)$ with $\beta<-1$. Uniqueness…
We show that the spectrum of a Schr\"odinger operator on $\mathbb{R}^n$, $n\ge 3$, with a periodic smooth Riemannian metric, whose conformal multiple has a product structure with one Euclidean direction, and with a periodic electric…
We consider the one dimensional cubic nonlinear Schr{\"o}dinger equation with trapping potential behaving like |x| s (s > 1) at infinity. We construct Gibbs measures associated to the equation and prove that the Cauchy problem is globally…
I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
In this paper, we build a Gibbs measure for the cubic defocusing Schr\"odinger equation on the real line with a decreasing interaction potential, in the sense that the non linearity $|u|^2u$ is multiplied by a function $\chi$ which we…
We establish the continuity of the Markovian semigroup associated with strong solutions of the stochastic 3D Primitive Equations, and prove the existence of an invariant measure. The proof is based on new moment bounds for strong solutions.…
We prove the quasi-invariance of gaussian measures (supported by functions of increasing Sobolev regularity) under the flow of one dimensional Hamiltonian PDE's such as the regularized long wave (BBM) equation.
The Wiener measure induces a measure of closed, convex, (d-1)-dimensional, Euclidean (hyper-)surfaces that are the convex hulls of closed d-dimensional Brownian bridges. I present arguments and numerical evidence that this measure, for odd…
We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…
In a seminal paper (1996), Bourgain proved invariance of the Gibbs measure for the defocusing cubic nonlinear Schr\"odinger equation on the two-dimensional torus by constructing local-in-time solutions in a probabilistic manner. In this…
We provide mathematical foundations for the Schwarzian Field Theory as a finite Borel measure on $\mathrm{Diff}^1(\mathbb{T})/\mathrm{PSL}(2,\mathbb{R})$, a quotient of the space of circle reparametrisations. The measure is defined by a…
We extend recent results of Genovese-Luca-Tzvetkov (2022) regarding the quasi-invariance of Gaussian measures under the flow of the periodic Benjamin-Ono-BBM (BO-BBM) equation to the full range where BO-BBM is globally well-posed. The main…