Existence of Scaling Limit Phase Transition in a Two-dimensional Random Polymer Model
In this paper we prove a scaling limit phase transition for a class of two-dimensional random polymers.
math-ph↗
arXiv subjects
Luis R. Lucinger
Publications and source records attributed to Luis R. Lucinger.
Stochastic symmetries and transformations of stochastic differential equations
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the ordinary case, we give necessary conditions in order to obtain such symmetries. These conditions involve the infinitesimal generator of the flow and the coefficients of the equation. Moreover, we show how to obtain necessary conditions in order to find an application that transforms a stochastic differential equation that one would like to solve into a target equation that one previously know how to solve.
math.PR↗