We 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
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jac...
We prove an invariance principle for a class of tilted 1+1-dimensional SOS models or, equivalently, ...
Final version to appear in Communications in Mathematical Physics (includes minor updates done at pr...
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 prove existence of invariant measures for the Markovian semigroup generated by the solution to a ...
We provide the explicit solutions of linear, left-invariant, diffusion equations and the correspondi...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jac...
We prove an invariance principle for a class of tilted 1+1-dimensional SOS models or, equivalently, ...
Final version to appear in Communications in Mathematical Physics (includes minor updates done at pr...
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 prove existence of invariant measures for the Markovian semigroup generated by the solution to a ...
We provide the explicit solutions of linear, left-invariant, diffusion equations and the correspondi...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jac...