Mathias Beiglböck,Alexander M G Cox,Martin Huesmann
Mathias Beiglböck
The Skorokhod Embedding Problem is one of the classical problems in the theory of stochastic processes, with applications in many different fields [cf. the surveys (Hobson in: Paris-Princeton lectures on mathematical finance 2010, Volume 20...
Mark Holmes,Edwin Perkins
Mark Holmes
We investigate the scaling limit of the range (the set of visited vertices) for a general class of critical lattice models, starting from a single initial particle at the origin. Conditions are given on the random sets and an associated "an...
Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket [0.03%]
与Sierpinski垫片上Dirichlet形式相关的抛物型方程
Xuan Liu,Zhongmin Qian
Xuan Liu
By using analytic tools from stochastic analysis, we initiate a study of some non-linear parabolic equations on Sierpinski gasket, motivated by modellings of fluid flows along fractals (which can be considered as models of simplified rough ...
Adam Bowditch
Adam Bowditch
We study biased random walk on subcritical and supercritical Galton-Watson trees conditioned to survive in the transient, sub-ballistic regime. By considering offspring laws with infinite variance, we extend previously known results for the...
Omer Angel,Gourab Ray
Omer Angel
We prove that the half plane version of the uniform infinite planar triangulation (UIPT) is recurrent. The key ingredients of the proof are a construction of a new full plane extension of the half plane UIPT, based on a natural decompositio...
Alessandra Cipriani,Rajat Subhra Hazra,Wioletta M Ruszel
Alessandra Cipriani
In a recent work Levine et al. (Ann Henri Poincaré 17:1677-1711, 2016. 10.1007/s00023-015-0433-x) prove that the odometer function of a divisible sandpile model on a finite graph can be expressed as a shifted discrete bilaplacian Gaussian ...
The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach [0.03%]
多边际嵌入问题的根解：最优停止和时间反演方法
Alexander M G Cox,Jan Obłój,Nizar Touzi
Alexander M G Cox
We provide a complete characterisation of the Root solution to the Skorokhod embedding problem (SEP) by means of an optimal stopping formulation. Our methods are purely probabilistic and the analysis relies on a tailored time-reversal argum...
Dmitry Beliaev,Igor Wigman
Dmitry Beliaev
We study the volume distribution of nodal domains of families of naturally arising Gaussian random fields on generic manifolds, namely random band-limited functions. It is found that in the high energy limit a typical instance obeys a deter...
Mathias Beiglböck,Manu Eder,Christiane Elgert et al.
Mathias Beiglböck et al.
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times τ of Brownian motion subject to the constraint that the distribution of τ is a given...
Quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation [0.03%]
三立方次非线性薛定谔方程的准不变高斯测度
Tadahiro Oh,Nikolay Tzvetkov
Tadahiro Oh
We consider the cubic fourth order nonlinear Schrödinger equation on the circle. In particular, we prove that the mean-zero Gaussian measures on Sobolev spaces [Formula: see text], [Formula: see text], are quasi-invariant under the flow. ...