相关论文: Duals and inverse flows of generalized Ornstein-Uh…

Based on an integration by parts formula for closed and convex subsets $\Gamma$ of a separable real Hilbert space $H$ with respect to a Gaussian measure, we first construct and identify the infinite dimensional analogue of the obliquely…

We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…

There are two different spectral flows on the N=2 superconformal algebras (four in the case of the Topological algebra). The usual spectral flow, first considered by Schwimmer and Seiberg, is an even transformation, whereas the spectral…

Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…

Feigenbaum universality is shown to occur in subcritical shear flows. Our testing ground is the counter-rotation regime of the Taylor-Couette flow, where numerical calculations are performed within a small periodic domain. The accurate…

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

In this short note, the identity in law, which was obtained by P. Salminen, between on one hand, the Ornstein-Uhlenbeck process with parameter gamma, killed when it reaches 0, and on the other hand, the 3-dimensional radial…

This paper contributes to the exploration of a recently introduced computational paradigm known as second-order flows, which are characterized by novel dissipative hyperbolic partial differential equations extending accelerated gradient…

In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

Oftentimes observed divergence of numerical solutions to benchmark flows of the UCM viscoelastic fluid is a known and widely discussed issue. Some authors consider such singularities 'invincible'. Following the previous research, the…

In this paper, we consider the problem of statistical inference for generalized Ornstein-Uhlenbeck processes of the type \[ X_{t} = e^{-\xi_{t}} \left( X_{0} + \int_{0}^{t} e^{\xi_{u-}} d u \right), \] where \(\xi_s\) is a L{\'e}vy process.…

Contrary to the theory of Markov processes, no general theory exists for the so called nonlinear Markov processes. We study an example of "nonlinear Markov process" related to classical probability theory, merely to random walks. This model…

Tempered fractional Brownian motion is revisited from the viewpoint of reduced fractional Ornstein-Uhlenbeck process. Many of the basic properties of the tempered fractional Brownian motion can be shown to be direct consequences or…

We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…

In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with respect to Levy processes. This characterization defines a…

Partially observed stochastic systems can appear (almost) time-reversal symmetric while in fact operating far from equilibrium. The present work extends the perturbative framework introduced in [Phys. Rev. Lett. 136, 198302 (2026)] to…

We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…

Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…

We consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is known to fulfil a…