Discrete approximations to solution flows of Tanaka's SDE related to Walsh Brownian motion

Keywords : Critical and Generalized Korteweg-de Vries equations, wave operator, large data, solitons, linear-non linear interaction... For such a solution, one has conservation of

It is a unitary operator-valued L´evy process with re- spect to the free multiplicative convolution of probability measures on the unit circle T (or equivalently the multiplication

Using the terminology of Dunkl processes, π(X) is often called the W -invariant or radial part of the initial Brownian motion X ([4],[5]), yet should not be confused with the

We focus here on results of Berestycki, Berestycki and Schweinsberg [5] concerning the branching Brownian motion in a strip, where particles move according to a Brownian motion

This is to say, we get an expression for the Itô excursion measure of the reflected Langevin process as a limit of known measures.. This result resembles the classical approximation

Collected in this section are several estimates for simple random walks on graphs, which are used in proving the convergence of the local times of jump processes on finite trees

Zhang, Large deviations and support theorem for diffusion processes via rough paths, Stochastic

– We consider the set of Gibbs measures relative to Brownian motion for given potential V.. V is assumed to be Kato-decomposable but