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Search: authors:"Peter K. Friz"

5 papers found.
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Regularity of SLE in $$(t,\kappa )$$ ( t , κ ) and refined GRR estimates

Schramm–Loewner evolution ( $$\hbox {SLE}_\kappa $$ ) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $$\sqrt{\kappa }$$ times Brownian motion. This yields a (half-plane) valued random field $$\gamma = \gamma (t, \kappa ; \omega )$$ . (Hölder) regularity of in $$\gamma (\cdot ,\kappa ;\omega $$ ), a.k.a. SLE trace, has been...

Superdiffusive limits for deterministic fast–slow dynamical systems

We consider deterministic fast–slow dynamical systems on $$\mathbb {R}^m\times Y$$ of the form $$\begin{aligned} {\left\{ \begin{array}{ll} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a\big (x_k^{(n)}\big ) + n^{-1/\alpha } b\big (x_k^{(n)}\big ) v(y_k), \\ y_{k+1} = f(y_k), \end{array}\right. } \end{aligned}$$ where $$\alpha \in (1,2)$$ . Under certain assumptions we prove convergence of...

Eikonal equations and pathwise solutions to fully non-linear SPDEs

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.

Eikonal equations and pathwise solutions to fully non-linear SPDEs

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.

Eikonal equations and pathwise solutions to fully non-linear SPDEs

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.