We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established by Funaki and Sasada (2010) [9], for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and derive linear stochastic partial...

We study the discrete massless Gaussian free field on Zd, d≥2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. Under minimal...

In this paper we study the existence and uniqueness of the Lρ2p(Rd;R1)×Lρ2(Rd;Rd) valued solutions of backward doubly stochastic differential equations (BDSDEs) with polynomial growth coefficients using weak convergence, equivalence of norm principle and Wiener–Sobolev compactness arguments....

We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain “associated” semigroup operator, although, not a “natural” one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish...

In the Brownian case, the links between dynamic risk measures and BSDEs have been widely studied. In this paper, we consider the case with jumps. We first study the properties of BSDEs driven by a Brownian motion and a Poisson random measure. In particular, we provide a comparison theorem under...

We perform various changes of measure in the lookdown particle system of Donnelly and Kurtz. The first example is a product type h-transform related to conditioning a Generalized Fleming–Viot process without mutation on coexistence of some genetic types in remote time. We give a pathwise...

The goal of this paper is two-fold: (1) We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. (2) We discuss recent concepts of heavy-tailed time series, including regular variation and max-stable processes.

In this paper, large deviations and their connections with several other fundamental topics are investigated for absorbing Markov chains. A variational representation for the Dirichlet principal eigenvalues is given by the large deviation approach. Kingman’s decay parameters and mean ratio...

Let (Ut,Vt) be a bivariate Lévy process, where Vt is a subordinator and Ut is a Lévy process formed by randomly weighting each jump of Vt by an independent random variable Xt having cdf F. We investigate the asymptotic distribution of the self-normalized Lévy process Ut/Vt at 0 and at ∞. We...

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic solution which is well suited for degenerate parabolic...