Final version to appear in Communications in Mathematical Physics (includes minor updates done at proofreading stage)International audienceWe prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated singular Sturm-Liouville operators. In the case of a linear area tilt, we recover the Ferrari-Spohn diffusion with log-Airy drift, which was derived by Ferrari and Spohn in the context of Brownian motions conditioned to stay above circular and parabolic barriers
A series of recent articles introduced a method to construct stochastic partial differential equatio...
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39 pages. We added a section where the result is extended for coefficients which are only bounded an...
We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently...
We prove an invariance principle for a class of tilted 1+1-dimensional SOS models or, equivalently, ...
We consider families of non-colliding random walks above a hard wall, which are subject to a self-po...
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in...
We study a symmetric diffusion X on ℝd in divergence form in a stationary and ergodic environment, w...
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AbstractIn this paper, we consider families of time Markov fields (or reciprocal classes) which have...
We provide the explicit solutions of linear, left-invariant, diffusion equations and the correspondi...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
A series of recent articles introduced a method to construct stochastic partial differential equatio...
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jac...
39 pages. We added a section where the result is extended for coefficients which are only bounded an...
We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently...
We prove an invariance principle for a class of tilted 1+1-dimensional SOS models or, equivalently, ...
We consider families of non-colliding random walks above a hard wall, which are subject to a self-po...
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in...
We study a symmetric diffusion X on ℝd in divergence form in a stationary and ergodic environment, w...
AbstractReaction random walk systems are hyperbolic models for the description of spatial motion (in...
A variety of phenomena in physics and other fields can be modeled as Brownian motion in a heat bath ...
In this paper we consider families of time Markov fields (or reciprocal classes) which have the same...
AbstractWe study a singular diffusion on Euclidean space which is characterized by the solution of a...
AbstractIn this paper, we consider families of time Markov fields (or reciprocal classes) which have...
We provide the explicit solutions of linear, left-invariant, diffusion equations and the correspondi...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
A series of recent articles introduced a method to construct stochastic partial differential equatio...
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jac...
39 pages. We added a section where the result is extended for coefficients which are only bounded an...