We prove that the density fluctuations for a zero-range process evolving on the $d$-dimensional supercritical percolation cluster, with $d\geq{3}$, are given by a generalized Ornstein-Uhlenbeck process in the space of distributions $\mathscr{S}'(\mathbb{R}^d)$.

We consider the first-passage percolation problem on effectively one-dimensional graphs with vertex set $\{1,\dots,n\}\times\{0,1\}$ and translation-invariant edge-structure. For three of six non-trivial cases we obtain exact expressions for the asymptotic percolation rate $\chi$ by solving certain recursive distributional equations and…

We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.

In this paper we propose a refinement of Mineka's coupling inequality that gives a better upper bound for $d_{TV}\left({\cal L}\left(W\right),{\cal L}\left(W+1\right)\right)$, where $W$ is a sum of $n$ independent integer valued random variables, in the case when $\text{Var} W\gg n$.

We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion

We study the problem of directed polymers in gaussian environments in $\mathbb{Z}^d$ from the viewpoint of a gaussian family indexed by the set of random walk paths. In the zero-temperature case, we give a numerical bound on the maximum of…

We show that Varadhan's small time asymptotics for densities of the solution of a stochastic differential equation in $\mathbb{R}^n$ carries over to a Hilbert space-valued Ornstein-Uhlenbeck process whose transition semigroup is strongly Feller and symmetric. In the Hilbert space setting,…

For an irreducible Markov chain $(X_n)_{n\ge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $\frac {1}{n} \sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large…

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13]. The strong Feller property for the corresponding segment process is also obtained.

We give a new representation of fractional Brownian motion with Hurst parameter $H\leq\frac{1}{2}$ using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually available for fractional Brownian motion.…