2 citations · 3 across the 4 of their papers we have counts for
6 papers · 1 filter
The Multiplicative Chaos of Fractional Brownian Fields
Paul Hager, Eyal Neuman
We consider a family of fractional Brownian fields on , where denotes their Hurst parameter. We first define a rich class of normalizin…
Scaling Properties of a Moving Polymer
Carl Mueller, Eyal Neuman
We set up an SPDE model for a moving, weakly self-avoiding polymer with intrinsic length taking values in . Our main result states that the effective radius of the…
An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation
C. Mueller, E. Neuman, M. Salins +1
We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. \begin{align*} dX_t&=Y_tdt \\ dY_t&=|X_{t}|^αdB_t \end{align*} and $X_0=x_0,Y_…
On the Maximal Displacement of Near-critical Branching Random Walks
Eyal Neuman, Xinghua Zheng
We consider a branching random walk on started by particles at the origin, where each particle disperses according to a mean-zero random walk with bounded support…
Hitting Probabilities of a Brownian flow with Radial Drift
Jong Jun Lee, Carl Mueller, Eyal Neuman
We consider a stochastic flow in with initial point , driven by a single -dimensional Brownian motion, and with an outward radial drift of…
On Uniqueness and Blowup Properties for a Class of Second Order SDEs
Alejandro Gomez, Jong Jun Lee, Carl Mueller +2
As the first step for approaching the uniqueness and blowup properties of the solutions of the stochastic wave equations with multiplicative noise, we analyze the conditions for th…