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Introduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
Related publications (13)
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles. When the non-tagged particles have non-nearest-neighbor jump rates , we show that the tagged particle can have a speed whic ...
We photoexcite high-energy holon-doublon pairs as a way to alter the magnetic free energy landscape and resulting phase diagram of the frustrated honeycomb magnet ??-RuCl3. The pair recombination through multimagnon emission is tracked through the time evo ...
alpha-RuCl3 is a promising candidate material to realize the so far elusive quantum spin liquid ground state. However, at low temperatures, the coexistence of different exchange interactions couple the effective pseudospins into an antiferromagnetically zi ...