Nature

Gradient Flows and Large Deviations in Stochastic Processes

The study of gradient flows and large deviations in stochastic processes forms a vital link between microscopic randomness and macroscopic determinism. By characterising how systems evolve in response ...
JSTOR Daily

Barycenters of Measures Transported by Stochastic Flows

The Annals of Probability, Vol. 33, No. 4 (Jul., 2005), pp. 1509-1543 (35 pages) We investigate the evolution of barycenters of masses transported by stochastic flows. The state spaces under ...
CU Boulder News & Events

A Nonlinear Dynamical Systems-Based Modeling Approach for Stochastic Simulation of Streamflow and Understanding Predictability

1 Civil, Environmental and Architectural Engineering, University of Colorado Boulder, Boulder, CO, USA, 2 Cooperative Institute for Research in Environmental Sciences (CIRES), University of Colorado ...
JSTOR Daily

Sample Path Properties of the Stochastic Flows

We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential ...