Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Pacheco, Carlos G."'
We investigate the hydrodynamical behavior of a system of random walks with zero-range interactions moving in a common `Sinai-type' random environment on a one dimensional torus. The hydrodynamic equation found is a quasilinear SPDE with a `rough' ra
Externí odkaz:
http://arxiv.org/abs/2006.00583
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points of the diff
Externí odkaz:
http://arxiv.org/abs/1909.06290
We analyze two weak random operators, initially motivated from processes in random environment. Intuitively speaking these operators are ill-defined, but using bilinear forms one can deal with them in a rigorous way. This point of view can be found f
Externí odkaz:
http://arxiv.org/abs/1909.06257
We carry out an study of the Brox diffusion with killing. It turns out that when leaving fixed the environment one is able to recast some theory of diffusion and differential operators to deal with the ill-posed generator of the Brox diffusion. Our f
Externí odkaz:
http://arxiv.org/abs/1909.05839
Autor:
Pacheco, Carlos G.
We find explicitly the Green kernel of a random Schr\"odinger operator with Brownian white noise. To do this, we first handle the random operator by defining it weakly using the inner product of a Hilbert space. Then, using classic Sturm-Liouville th
Externí odkaz:
http://arxiv.org/abs/1510.03786
Autor:
Pacheco, Carlos G.
Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the solution of a sto
Externí odkaz:
http://arxiv.org/abs/1505.03485
Autor:
Gutiérrez-Pavón, Jonathan1 (AUTHOR), Pacheco, Carlos G.2 (AUTHOR)
Publikováno v:
Stochastic Models. 2022, Vol. 38 Issue 4, p582-604. 23p.
Publikováno v:
TOP; Oct2023, Vol. 31 Issue 3, p562-583, 22p
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