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9 papers · 1 filter
Scaling limits for symmetric Ito-Levy processes in random medium
Remi Rhodes, Vincent Vargas
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We s…
Multivariate utility maximization with proportional transaction costs
Luciano Campi, Mark P. Owen
We present an optimal investment theorem for a currency exchange model with random and possibly discontinuous proportional transaction costs. The investor's preferences are represe…
Dark energy constraints and correlations with systematics from CFHTLS weak lensing, SNLS supernovae Ia and WMAP5
M. Kilbinger, K. Benabed, J. Guy +15
We combine measurements of weak gravitational lensing from the CFHTLS-Wide survey, supernovae Ia from CFHT SNLS and CMB anisotropies from WMAP5 to obtain joint constraints on cosmo…
Heat Conduction and Entropy Production in Anharmonic Crystals with Self-Consistent Stochastic Reservoirs
Federico Bonetto, Joel L. Lebowitz, Jani Lukkarinen +1
We investigate a class of anharmonic crystals in dimensions, , coupled to both external and internal heat baths of the Ornstein-Uhlenbeck type. The external heat baths,…
Hydrodynamic turbulence and intermittent random fields
Raoul Robert, Vincent Vargas
In this article, we construct two families of nonsymmetrical multifractal fields. One of these families is used for the modelization of the velocity field of turbulent flows.
Energy transport in stochastically perturbed lattice dynamics
Giada Basile, Stefano Olla, Herbert Spohn
We consider lattice dynamics with a small stochastic perturbation of order ε and prove that for a space-time scale of order \varepsilon\^-1 the local spectral density (Wigner…