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9 papers · 2 filters
Convex ordering for stochastic Volterra equations and their Euler schemes
Benjamin Jourdain, Gilles Pagès
In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous -valued paths and for the monotonic c…
Speed of convergence of time Euler schemes for a stochastic 2D Boussinesq model
Hakima Bessaih, Annie Millet
We prove that an implicit time Euler scheme for the 2D-Boussinesq model on the torus converges. Various moment of the -norms of the velocity and temperature, as well a…
Marches aléatoires dans un cône et fonctions discrètes harmoniques
Kilian Raschel, Pierre Tarrago
Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combi…
Does a portion of dimer configuration determines its domain of definition?
Antoine Bannier, Benoit Laslier
Critical models are, almost by definition, supposed to feature both slow decay of correlations for local observables while retaining some mixing even for macroscopic observables. A…
Limit of the environment viewed from Sinaï's walk
Francis Comets, Oleg Loukianov, Dasha Loukianova
For Sinaï's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is expl…
Harmonic functions for singular quadrant walks
Viet Hung Hoang, Kilian Raschel, Pierre Tarrago
We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions with and small negative jumps, i.e., $i,j \geq…