AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Petersson metric is established. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in C requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S1). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales, together with a Douady–Earle type conformal extension of vector fields on the circle to the disk
In this report the effects of a curved spacetime geometry on Brownian motion are explored. A recent...
We give an explicit description of the jointly invariant measures for the KPZ equation. These are co...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Pe...
In this paper existence of the Brownian measure on Jordan curves with respect to the Weil-Petersson ...
AbstractA Cameron–Martin-type theorem is proved for the canonical Brownian motion on the group of ho...
AbstractA.A. Kirillov has given a parametrization of the space U∞ of univalent functions on the clos...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operat...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
International audienceWe construct a stochastic process, called the Liouville Brownian motion which ...
Let γ t denote a one-parameter family of Jordan curves on the Riemann sphere depending real-analytic...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Department of Probability and Mathematical StatisticsKatedra pravděpodobnosti a matematické statisti...
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in ...
In this report the effects of a curved spacetime geometry on Brownian motion are explored. A recent...
We give an explicit description of the jointly invariant measures for the KPZ equation. These are co...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Pe...
In this paper existence of the Brownian measure on Jordan curves with respect to the Weil-Petersson ...
AbstractA Cameron–Martin-type theorem is proved for the canonical Brownian motion on the group of ho...
AbstractA.A. Kirillov has given a parametrization of the space U∞ of univalent functions on the clos...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operat...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
International audienceWe construct a stochastic process, called the Liouville Brownian motion which ...
Let γ t denote a one-parameter family of Jordan curves on the Riemann sphere depending real-analytic...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Department of Probability and Mathematical StatisticsKatedra pravděpodobnosti a matematické statisti...
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in ...
In this report the effects of a curved spacetime geometry on Brownian motion are explored. A recent...
We give an explicit description of the jointly invariant measures for the KPZ equation. These are co...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...