6 citations · 6 across the 3 of their papers we have counts for
4 papers
Self-Interacting Diffusions : Symmetric Interactions
Michel Benaim, Olivier Raimond
Let be a compact Riemannian manifold. A {\em self-interacting diffusion} on is a stochastic process solution to $$dX_t = dW_t(X_t) - \frac{1}{t}(\int_0^t \nabla V_{X_s}(X_t…
The noise of a Brownian sticky flow is black
Yves Le Jan, Olivier Raimond
In this note, it is proved that the noise (in the sense of Tsirelson) generated by a Brownian sticky flow (as defined in math.PR/0211387) is black.
Sticky flows on the circle
Yves Le Jan, Olivier Raimond
The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescin…
Integration of Brownian vector fields
Yves Le Jan, Olivier Raimond
Using the Wiener chaos decomposition, we show that strong solutions of non Lipschitzian S.D.E.'s are given by random Markovian kernels. The example of Sobolev flows is studied in s…