activity
20122026
most citedDoob--Meyer for rough paths

16 citations · 34 across the 13 of their papers we have counts for

collaborators

16 papers

math.PR2026

Locally finite fixed points of branching Brownian motion

Xinxin Chen, Arnab Chowdhury, Atul Shekhar +1

We give a full characterization of the fixed points of Branching Brownian motion with critical and supercritical drifts under no additional assumptions besides it being locally fin…

math.PR2026

Asymptotics of the Number of Components of Random Polynomial Lemniscates

Subhajit Ghosh, Koushik Ramachandran, Atul Shekhar

Consider a sequence of random polynomials , where are i.i.d. random variables distributed uniformly on the unit disc . Le…

math.PR2023

Large Deviation Principle for complex solution to squared Bessel SDE

Arnab Chowdhury, Atul Shekhar

Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm-Loewner evolutions. We prove a large deviation principle for such solutions as the dimension parame…

math.PR2023

Domain of attraction of the fixed points of Branching Brownian motion

Xinxin Chen, Christophe Garban, Atul Shekhar

We give a complete characterisation of the domain of attraction of fixed points of branching Brownian motion (BBM) with critical drift. Prior to this classification, we introduce a…

math.PR2021

On Loewner chains driven by semimartingales and complex Bessel-type SDEs

Vlad Margarint, Atul Shekhar, Yizheng Yuan

We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show…

math.PR2020

The fixed points of Branching Brownian Motion

Xinxin Chen, Christophe Garban, Atul Shekhar

In this work, we characterize all the point processes on which are left invariant under branching Brownian motions with critical dri…

math.PR2020★ 4 cited

A new proof of Liggett's theorem for non-interacting Brownian motions

Xinxin Chen, Christophe Garban, Atul Shekhar

In this note, we give a new proof of Liggett's theorem on the invariant measures of independent particle systems from [Lig78] in the particular case of independent drifted Brownian…

math.PR2020

Continuity of Zero-Hitting Times of Bessel Processes and Welding Homeomorphisms of SLE

Dmitry Beliaev, Atul Shekhar, Vlad Margarint

We consider a family of Bessel Processes that depend on the starting point and dimension , but are driven by the same Brownian motion. Our main result is that almost surely…

math.PR2020★ 1 cited

Complex Solutions to Bessel SDEs and SLEs

Atul Shekhar, Vlad Margarint

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We estab…

math.CV2019

Remarks on the regularity of quasislits

Lukas Schoug, Atul Shekhar, Fredrik Viklund

A quasislit is the image of a vertical line segment [0, iy], y > 0, under a quasiconformal homeomorphism of the upper half-plane fixing infinity. Quasislits correspond precisely to…

math.PR2018

Smoothing of Boundary Behaviour in Stochastic Planar Evolutions

Atul Shekhar

Motivated by the study of trace for Schramm-Loewner evolutions, we consider evolutions of planar domains governed by ordinary differential equations with holomorphic vector fields…

math.CV2017★ 11 cited

Remarks on Loewner Chains Driven by Finite Variation Functions

Atul Shekhar, Huy Tran, Yilin Wang

To explore the relation between properties of Loewner chains and properties of their driving functions, we study Loewner chains driven by functions of finite total variation. U…

math.PR2017★ 2 cited

Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations

Siva Athreya, Suprio Bhar, Atul Shekhar

We consider the stochastic differential equation with , , $f: \mathbb{R}^d \rightarrow…

math.PR2015

On the existence of SLE trace: finite energy drivers and non-constant

Peter K. Friz, Atul Shekhar

Existence of Loewner trace is revisited. We identify finite energy paths (the "skeleton of Wiener measure") as natural class of regular drivers for which we find simple and natural…

math.PR2012

General Rough integration, Levy Rough paths and a Levy--Kintchine type formula

Peter Friz, Atul Shekhar

We consider rough paths with jumps. In particular, the analogue of Lyons' extension theorem and rough integration are established in a jump setting, offering a pathwise view on sto…

math.PR2012★ 16 cited

Doob--Meyer for rough paths

Peter Friz, Atul Shekhar

Recently, Hairer--Pillai proposed the notion of -roughness of a path which leads to a deterministic Norris lemma. In the Gubinelli framework (Hoelder, level 2) of rough paths, t…