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Stochastic processses

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Roughness Evolution Induced by Third-Body Wear

Jean-François Molinari, Tobias Brink, Antonio Joaquin Garcia Suarez

Surface roughness is a key factor when it comes to friction and wear, as well as to other physical properties. These phenomena are controlled by mechanisms acting at small scales, in which the topography of apparently flat surfaces is revealed. Roughness i ...

2024

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Cheuk Yin Lee

We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterm ...

INT STATISTICAL INST2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Atomic scale volume and grain boundary diffusion elucidated by in situ STEM

Johann Michler, Xavier Maeder, Amit Sharma, Laszlo Pethö

Diffusion is one of the most important phenomena studied in science ranging from physics to biology and, in abstract form, even in social sciences. In the field of materials science, diffusion in crystalline solids is of particular interest as it plays a p ...

Nature Portfolio2023

Brownian half-plane excursion and critical Liouville quantum gravity

Juhan Aru, Xin Sun

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be obtained by gluing together a pair of Brownian motions. In this paper, we study the coun ...

WILEY2022

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

François Gaston Ged

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

Skew-Brownian motion and pricing European exchange options br

Puneet Pasricha

This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...

ELSEVIER SCIENCE INC2022

The exploration process of critical Boltzmann planar maps decorated by a triangular O(n) loop model

Aleksandra Korzhenkova

In this paper we investigate pointed (q, g, n)-Boltzmann loop-decorated maps with loops traversing only inner triangular faces. Using peeling exploration Budd (2018) modified to this setting we show that its law in the non-generic critical phase can be cod ...

IMPA2022

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