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Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations (2022)
Journal Article
da Costa, C., Freitas Paulo da Costa, B., & Valesin, D. (2023). Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations. Journal of Theoretical Probability, 36, 1059–1087. https://doi.org/10.1007/s10959-022-01187-9

We establish the existence of solutions to a class of nonlinear stochastic differential equations of reaction–diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the sca... Read More about Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations.

Random walk in cooling random environment: recurrence versus transience and mixed fluctuations (2022)
Journal Article
Avena, L., Chino, Y., da Costa, C., & den Hollander, F. (2022). Random walk in cooling random environment: recurrence versus transience and mixed fluctuations. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 58(2), 967-1009. https://doi.org/10.1214/21-aihp1184

This is the third in a series of papers in which we consider one-dimensional Random Walk in Cooling Random Environment (RWCRE). The latter is obtained by starting from one-dimensional Random Walk in Random Environment (RWRE) and resampling the enviro... Read More about Random walk in cooling random environment: recurrence versus transience and mixed fluctuations.

Random walk in cooling random environment: ergodic limits and concentration inequalities (2019)
Journal Article
Avena, L., Chino, Y., da Costa, C., & den Hollander, F. (2019). Random walk in cooling random environment: ergodic limits and concentration inequalities. Electronic Journal of Probability, 24, Article 38. https://doi.org/10.1214/19-ejp296

In previous work by Avena and den Hollander [3], a model of a random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a given sequence of times. In the regime where the increments of t... Read More about Random walk in cooling random environment: ergodic limits and concentration inequalities.