The abstract Riemannian path space.
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Feyel, Denis, de La Pradelle, Arnaud (2000)
Electronic Journal of Probability [electronic only]
D. Erhard, F. den Hollander, G. Maillard (2014)
Annales de l'I.H.P. Probabilités et statistiques
In this paper we study the parabolic Anderson equation , , , where the -field and the -field are -valued, is the diffusion constant, and is the discrete Laplacian. The -field plays the role of adynamic random environmentthat drives the equation. The initial condition , , is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump...
Feyel, D., Üstünel, A.S., Zakai, M. (2006)
Probability Surveys [electronic only]
Laure Dumaz, Bálint Virág (2013)
Annales de l'I.H.P. Probabilités et statistiques
The Tracy–Widom distribution is the large dimensional limit of the top eigenvalue of random matrix ensembles. We use the stochastic Airy operator representation to show that as the tail of the Tracy–Widom distribution satisfies
F. Kolaneci (1994)
Δελτίο της Ελληνικής Μαθηματικής Εταιρίας
Fabio Martinelli (1985)
Annales de l'I.H.P. Physique théorique
Kurtz, Thomas G. (2007)
Electronic Journal of Probability [electronic only]
Yves Le Jan, Olivier Raimond (2014)
Annales de l'I.H.P. Probabilités et statistiques
We show that the only flow solving the stochastic differential equation (SDE) on
Bruno, G., Pankov, A., Pankova, T. (2000)
Abstract and Applied Analysis
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