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We study a mechanical model known as Galton board { a particle rolling on a tilted plane under gravitation and bouncing o a periodic array of rigid obstacles (pegs). This model is also identical to...
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a...
Motion in a random force field     movement  Gay force field       2015/9/29
We consider the motion of a particle in a random isotropic force field. Assuming that the force field arises from a Poisson field in Rd, d  4, and the initial velocity of the part...
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ∈ (0, 1). We establish a diffusive homogenization limit for the tracer when th...
In the paper, the Bismut derivative formula is established for multidimensional SDEs driven by additive fractional noise ($1/2moreover the Harnack inequality is given. Through a Lamperti t...
A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic...
We study Farber's topological complexity (TC) of Davis' projective product spaces (PPS's). We show that, in many non-trivial instances, the TC of PPS's coming from at least two sphere factors is (much...
Center manifold analysis can be used in order to investigate the stability of the stationary solutions of various PDEs. This can be done by considering the PDE as an ODE between certain Banach spaces ...
This paper is devoted to the construction of a solution for the "Inhomogenous skew Brownian motion" equation, which first appeared in a seminal paper by Sophie Weinryb, and recently, studied by \'{E}t...
Abstract: In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary ...
Abstract: This paper investigates cooperative estimation of 3D target object motion for visual sensor networks. In particular, we consider the situation where multiple smart vision cameras see a group...
Abstract: Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand ...
Abstract: Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u...
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
Abstract: This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigat...

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