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10 papers · 2 filters
A Sobolev inequality and the individual invariance principle for diffusions in a periodic potential
Moustapha Ba, Pierre Mathieu
We consider a diffusion process in with a generator of the form where is measurable and periodic. We only assume th…
Convergence of clock processes on infinite graphs and aging in Bouchaud's asymmetric trap model on
Véronique Gayrard, Adela Svejda
Using a method developed by Durrett and Resnick [22] we establish general criteria for the convergence of properly rescaled clock processes of random dynamics in random environment…
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
Khaled Bahlali, Lucian Maticiuc, Adrian Zalinescu
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neuma…
The quenched limiting distributions of a one-dimensional random walk in random scenery
Nadine Guillotin-Plantard, Yueyun Hu, Bruno Schapira
For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of the iterated logarithm. As a consequ…
Homogenization of a periodic semilinear elliptic degenerate PDE
Etienne Pardoux, Ahmadou Bamba Sow
In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the…
Renewal theory for random walks on surface groups
Peter Haissinsky, Pierre Mathieu, Sebastian Mueller
We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leave…