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We investigate lower and upper bounds for the blowup times of a system of semilinear SPDEs. Under certain conditions on the system parameters, we obtain explicit solutions of a related system of random PDEs, which allows us to use a formula due to Yor to o ...
This paper presents a new intrinsic calibration method that allows us to calibrate a generic single-view point camera just by waving it around. From the video sequence obtained while the camera undergoes random motion, we compute the pairwise time correlat ...
Let Q be a Riemannian G-manifold. This paper is concerned with the symmetry reduction of Brownian motion in Q and ramifications thereof in a Hamiltonian context. Specializing to the case of polar actions, we discuss various versions of the stochastic Hamil ...
This article is devoted to the analysis of a Monte Carlo method to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. We consider the case of independent and identically distributed coefficients, and adopt the p ...
Assume that a stochastic process can be approximated, when some scale parameter gets large, by a fluid limit (also called mean field limit", or hydrodynamic limit"). A common practice, often called the ``fixed point approximation" consists in approxima ...
We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at -∞ 1. We show that these processes do not have to have the distribution of st ...
We propose a new approach to the study of diffusion dynamics in vibrated granular systems. The dynamic of a granular material is mainly defined by dry friction interactions. This type of interaction is difficult to model for a large quantity of particles. ...
Transport of suprathermal ions is examined from the Levy walk perspective in a simple magnetized toroidal plasma. Depending on their energy, these suprathermal ions exhibit superdiffusive, diffusive, or subdiffusive dispersion as a result of the complex in ...
Motivated by the analog nature of real-world signals, we investigate continuous-time random processes. For this purpose, we consider the stochastic processes that can be whitened by linear transformations and we show that the distribution of their samples ...
The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...