相关论文: SLE with Jumps and Conformal Null Vectors
In the last few years, new insights have permitted unexpected progress in the study of fractal shapes in two dimensions. A new approach, called Schramm-Loewner evolution, or SLE, has arisen through analytic function theory and probability…
We study scalar and vector modulation instabilities induced by the vacuum fluctuations in birefringent optical fibers. To this end, stochastic coupled nonlinear Schrodinger equations are derived. The stochastic model is equivalent to the…
We consider estimation of a functional of the data distribution based on i.i.d. observations. We assume the target function can be defined as the minimizer of the expectation of a loss function over a class of $d$-variate real valued cadlag…
Schramm-Loewner evolution appears as the scaling limit of interfaces in lattice models at critical point. Critical behavior of these models can be described by minimal models of conformal field theory. Certain CFT correlation functions are…
In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise $L=\sum_{k=1}^\infty l_k(t)e_k$ on a Hilbert space $\h$. Here $\{l_k, k\in \mathbb{N}\}$ is a family of independent and…
These lecture notes provide a (almost) self-contained account on conformal invariance of the planar critical Ising and FK-Ising models. They present the theory of discrete holomorphic functions and its applications to planar statistical…
We demonstrate that any scale-invariant mechanics of one variable exhibits not only 0+1 conformal symmetry, but also the symmetries of a full Virasoro algebra. We discuss the implications for the adS/CFT correspondence.
Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical finance, biology, engineering and so on. In this paper, we apply…
We find explicit SLE(8) partition functions for the scaling limits of Peano curves in the uniform spanning tree (UST) in topological polygons with general boundary conditions. They are given in terms of Coulomb gas integral formulas, which…
In this paper we investigate general linear stochastic volatility models with correlated Brownian noises. In such models the asset price satisfies a linear SDE with coefficient of linearity being the volatility process. This class contains…
Neural Network Field Theories (NN-FTs) typically describe Generalized Free Fields that lack a local stress-energy tensor in two dimensions, obstructing the realization of Virasoro symmetry. We present the ``Log-Kernel'' (LK) architecture,…
This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the square integrable pure-jump Levy process as the fractional…
This is the first part of a work aimed at constructing the stress-energy tensor of conformal field theory as a local "object" in conformal loop ensembles (CLE). This work lies in the wider context of re-constructing quantum field theory…
We study systems with a crossover parameter lambda, such as the temperature T, which has a threshold value lambda* across which the correlation function changes from exhibiting fixed wavelength (or time period) modulations to continuously…
Scale invariance provides a principled reason for the physical importance of Hilbert space, the Virasoro algebra, the string mode expansion, canonical commutators and Schroedinger evolution of states, independent of the assumptions of…
Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\H$. As an evolutionary…
We consider collections of $N$ chordal random curves obtained from a critical lattice model on a planar graph, in the limit when a fine-mesh graph approximates a simply-connected domain. We define and study candidates for such limits in…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
Stochastic Loewner evolution also called Schramm Loewner evolution (abbreviated, SLE) is a rigorous tool in mathematics and statistical physics for generating and studying scale invariant or fractal random curves in two dimensions. The…