相关论文: A chaotic representation property of the multidime…

We extend the result of Nualart and Schoutens on chaotic decomposition of the $L^2$-space of a L\'evy process to the case of a generalized stochastic processes with independent values.

A model of a discrete pregeometry on a microscopic scale is introduced. This model is a finite network of finite elementary processes. The mathematical description is a d-graph that is a generalization of a graph. This is the particular…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…

In an M-type 2 Banach space, firstly we explore some properties of the set-valued stochastic integral associated with the stationary Poisson point process. By using the Hahn decomposition theorem and bounded linear functional, we obtain the…

We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…

An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of…

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

We have considered a disordered driven-diffusive system defined on a ring. This system can be mapped onto a heterogeneous zero-range process. We have shown that the grand-canonical partition function of this process can be obtained using a…

Fractal basin boundaries provide an important means of characterizing chaotic systems. We apply these ideas to general relativity, where other properties such as Lyapunov exponents are difficult to define in an observer independent manner.…

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…

We model Lagrangian lateral mixing and transport of passive scalars in meandering oceanic jet currents by two-dimensional advection equations with a kinematic stream function with a time-dependent amplitude of a meander imposed. The…

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…

We consider scattering and capture of circular cosmic strings by a Schwarzschild black hole. Although being a priori a very simple axially symmetric two-body problem, it shows all the features of chaotic scattering. In particular, it…

This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…

We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that Martingale stochastic…