相关论文: Smoothness of Local Times and Self-Intersection Lo…
We consider the numerical approximation of Gaussian random fields on closed surfaces defined as the solution to a fractional stochastic partial differential equation (SPDE) with additive white noise. The SPDE involves two parameters…
We prove a local-in-time existence and uniqueness theorem for a smooth classical solution to the spatially homogeneous Boltzmann equation with cutoff soft potentials. Our proof is based on a series of bilinear estimates for the…
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…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
This paper deals with the evolution of the Einstein gravitational fields which are coupled to a perfect fluid. We consider the Einstein--Euler system in asymptotically flat spacestimes and therefore use the condition that the energy density…
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties…
Three concepts of local times for deterministic c{\`a}dl{\`a}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown that their sample paths a.s. satisfy all three pathwise…
We show that local times of super-Brownian motion, or of Brownian motion indexed by the Brownian tree, satisfy an explicit stochastic differential equation. Our proofs rely on both excursion theory for the Brownian snake and tools from the…
We introduce a new type of boundary conditions, {\it smooth boundary conditions}, for numerical studies of quantum lattice systems. In a number of circumstances, these boundary conditions have substantially smaller finite-size effects than…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
In this paper, we obtain upper and lower bounds for the moments of the solution to a class of fractional stochastic heat equations on the ball driven by a Gaussian noise which is white in time, and with a spatial correlation in space of…
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…
The notions of time in the theories of Newton and Einstein are reviewed so that the difficulty which impedes the unification of quantum mechanics (QM) and general relativity (GR) is clarified. It is seen that GR by itself contains an…
In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show that a fractional Brownian motion and the related…
The Gaussian Free Field (GFF) is a canonical random surface in probability theory generalizing Brownian motion to higher dimensions. In two dimensions, it is critical in several senses, and is expected to be the universal scaling limit of a…
In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…
Following our previous work [68], this paper continues to investigate the evolution dynamics of local times of spectrally positive L\'evy processes with Gaussian components in the spatial direction. We prove that conditioned on the…