activity
19992022
most citedA multi-layer extension of the stochastic heat equation

42 citations · 140 across the 21 of their papers we have counts for

collaborators

23 papers

math.PR2022★ 1 cited

At the edge of a cloud of Brownian particles

Dom Brockington, Jon Warren

We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law o…

math.PR2021

The Bethe Ansatz for Sticky Brownian Motions

Dom Brockington, Jon Warren

We consider a diffusion in whose coordinates each behave as one-dimensional Brownian motions, that behave independently when apart, but have a sticky interaction whe…

math.PR2019

Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions

Will FitzGerald, Jon Warren

This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discr…

math.PR2016★ 14 cited

Interlacing Diffusions

Theodoros Assiotis, Neil O'Connell, Jon Warren

We study in some generality intertwinings between -transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals…

math.PR2016★ 4 cited

The stochastic heat equation, 2D Toda equations and dynamics for the multilayer process

Chin Hang Lun, Jon Warren

We show that solutions of the stochastic heat equation driven by space-time white noise, although not smooth, meaningfully solve the two-dimensional Toda equations. Then by extendi…

math.PR2015

Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

Chin Hang Lun, Jon Warren

We prove the continuity and strict positivity of the multi-layer extension to the stochastic heat equation introduced in [OW11] which form a hierarchy of partition functions for th…