Add to ORKGThe solution of the equation for a passive scalar advetcted by an external velocity field can be expressed as the expectation value of the initial condition over the transition probability density of a stochastic differential equation backward in time whose drift field is the one appearing in the equation for the passive scalar. This observation allows to derive the Hopf identities and the Richardson scaling for models where the the velocity is a Brownian field
This dissertation is concentrating on characterizing the symmetry properties of the distribution for...
The stochastic expansion of Cameron, Martin, and Wiener is used for the velocity and concentration f...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
AbstractWe formulate a stochastic differential equation describing the Lagrangian environment proces...
The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedu...
We present a backward diffusion flow (i.e., a backward-in-time stochastic differential equation) who...
We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a speci...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
The Brownian motion of a classical particle can be described by a Fokker-Planck-like equation. Its s...
In the present article we consider a motion of a passive tracer particle, whose trajectory satis es ...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
AbstractA diffusion {xt}, 0≤ t ≤ 1, is considered and its semimartingale decomposition obtained when...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractThe effect of a fixed discontinuity on a travelling Gaussian density is modelled using a sim...
Backward stochastic differential equations extend the martingale representation theorem to the nonli...
This dissertation is concentrating on characterizing the symmetry properties of the distribution for...
The stochastic expansion of Cameron, Martin, and Wiener is used for the velocity and concentration f...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
AbstractWe formulate a stochastic differential equation describing the Lagrangian environment proces...
The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedu...
We present a backward diffusion flow (i.e., a backward-in-time stochastic differential equation) who...
We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a speci...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
The Brownian motion of a classical particle can be described by a Fokker-Planck-like equation. Its s...
In the present article we consider a motion of a passive tracer particle, whose trajectory satis es ...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
AbstractA diffusion {xt}, 0≤ t ≤ 1, is considered and its semimartingale decomposition obtained when...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractThe effect of a fixed discontinuity on a travelling Gaussian density is modelled using a sim...
Backward stochastic differential equations extend the martingale representation theorem to the nonli...
This dissertation is concentrating on characterizing the symmetry properties of the distribution for...
The stochastic expansion of Cameron, Martin, and Wiener is used for the velocity and concentration f...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...