6 papers
A Rough Functional Breuer-Major Theorem
Henri Elad Altman, Tom Klose, Nicolas Perkowski
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Mal…
Scaling Limits of Line Models in Degenerate Environment
Jean-Dominique Deuschel, Henri Elad Altman
We consider a 2-dimensional model of random walk in random environment known as line model. The environment is described by two independent families of i.i.d. random variables dict…
Taylor Estimates for the laws of pinned Bessel bridges, and Integration by Parts
Henri Elad Altman
In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very ge…
Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions
Henri Elad Altman
In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges obtained in a recent work by Elad Altman and Zambotti to linear functionals. Our…
Bessel SPDEs with general Dirichlet boundary conditions
Henri Elad Altman
We generalise the integration by parts formulae obtained in arXiv:1811.00518v5 [math.PR] to Bessel bridges on with arbitrary boundary values, as well as Bessel processes wi…
On the gradient dynamics associated with wetting models
Jean-Dominique Deuschel, Henri Elad Altman, Tal Orenshtein
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian…