相关论文: Smoothness of Local Times and Self-Intersection Lo…
Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…
We consider Einstein Gravity coupled to dynamical matter consisting of a gauge field with any compact gauge group and minimally coupled scalar fields. We investigate the conditions under which a free specification of a spatial field…
The decay of Burgers turbulence with compactly supported Gaussian "white noise" initial conditions is studied in the limit of vanishing viscosity and large time. Probability distribution functions and moments for both velocities and…
In previous works, we proposed a method to characterize jointly self-similarity and anisotropy properties of a large class of self--similar Gaussian random fields. We provide here a mathematical analysis of our approach, proving that the…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…
We obtain the leading orders of the maximum and the minimum of local times for the simple random walk on the two-dimensional torus at time proportional to the cover time. We also estimate the number of points with large (or small) values of…
In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…
This letter is concerned with solving continuous-discrete Gaussian smoothing problems by using the Taylor moment expansion (TME) scheme. In the proposed smoothing method, we apply the TME method to approximate the transition density of the…
In this paper, we study the notion of local time and Tanaka formula for the G-Brownian motion. Moreover, the joint continuity of the local time of the G-Brownian motion is obtained and its quadratic variation is proven. As an application,…
In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…
This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…
We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…
We establish a multiparameter extension of the stochastic sewing lemma. This allows us to derive novel regularity estimates on the local time of locally non-deterministic Gaussian fields. These estimates are sufficiently strong to derive…
This paper is concerned with two dual aspects of the regularity question of the Navier-Stokes equations. First, we prove a local in time localized smoothing effect for local energy solutions. More precisely, if the initial data restricted…
An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…
We investigate the conditions under which cosmological variations in physical `constants' and scalar fields are detectable on the surface of local gravitationally-bound systems, such as planets, in non-spherically symmetric background…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…