相关论文: Coupling all the L\'{e}vy stochastic areas of mult…

We study a class of multitype branching L\'evy processes, where particles move according to type-dependent L\'evy processes, switch types via an irreducible Markov chain, and branch according to type-dependent laws. This framework…

We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…

We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

We propose a new formulation of time-dependent coupled cluster with adaptive basis functions and division of the one-particle space into active and secondary subspaces. The formalism is fully bivariational in the sense of a real-valued…

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an…

A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic…

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

Under the hypotheses of analyticity, locality, Lorentz covariance, and Poincare invariance of the deformations, combined with the requirement that the interaction vertices contain at most two space-time derivatives of the fields, we…

Dynamical systems can be coupled in a manner that is designed to drive the resulting dynamics onto a specified lower dimensional submanifold in the phase space of the combined system. On the submanifold, the variables of the two systems…

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

We consider conformal four-point Feynman integrals to investigate how much of their mathematical structure in two spacetime dimensions carries over to higher dimensions. In particular, we discuss recursions in the loop order and spacetime…

The Levy transform of a Brownian motion B is the Brownian motion B't, the integral over (O,t) of sign of Bs with respect to dBs. Call T the corresponding transformation on the Wiener space W. We establish that a.s. the orbit of w in W under…

A technique to combine codes to solve barely coupled multiphysics problems has been developed. Each field is advanced separately until a stop is triggered. This could be due to a preset time increment, a preset number of timesteps, a preset…

A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…

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 give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

This paper deals with the merging problem of segments of a composite B\'ezier curve, with the endpoints continuity constraints. We present a novel method which is based on the idea of using constrained dual Bernstein polynomial basis (P.…

By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with coefficients in spaces with mixed-norm, which extends Krylov…

Following the approach and the terminology introduced in [A. Deya and R. Schott, On the rough paths approach to non-commutative stochastic calculus, J. Funct. Anal., 2013], we construct a product L{\'e}vy area above the $q$-Brownian motion…