James R. Norris

From MaRDI portal
Revision as of 12:03, 6 October 2023 by Import231006081045 (talk | contribs) (Created automatically from import231006081045)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:537123

Available identifiers

zbMath Open norris.james-rDBLP30/401WikidataQ6141696 ScholiaQ6141696MaRDI QIDQ537123

List of research outcomes





PublicationDate of PublicationType
Stability of regularized Hastings-Levitov aggregation in the subcritical regime2024-03-26Paper
Scaling limits for planar aggregation with subcritical fluctuations2023-12-02Paper
Small-time fluctuations for the bridge of a sub-Riemannian diffusion2022-01-06Paper
Yang-Mills measure and the master field on the sphere2020-06-24Paper
Influence in product spaces2019-09-23Paper
Diffusion in small time in incomplete sub-Riemannian manifolds2018-10-15Paper
Yang-Mills measure and the master field on the sphere2017-03-30Paper
A consistency estimate for Kac's model of elastic collisions in a dilute gas2016-06-09Paper
Diffusivity of a random walk on random walks2015-10-12Paper
Weak convergence of the localized disturbance flow to the coalescing Brownian flow2015-07-06Paper
Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory2013-05-10Paper
Hastings-Levitov aggregation in the small-particle limit2012-12-20Paper
A stochastic min-driven coalescence process and its hydrodynamical limit2011-05-19Paper
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation2011-03-16Paper
Two-parameter stochastic calculus and Malliavin's integration-by-parts formula on Wiener space2010-08-09Paper
Differential equation approximations for Markov chains2010-06-29Paper
https://portal.mardi4nfdi.de/entity/Q36214062009-04-21Paper
Planar aggregation and the coalescing Brownian flow2008-10-01Paper
https://portal.mardi4nfdi.de/entity/Q54465192008-03-06Paper
Large deviations for the Yang-Mills measure on a compact surface2006-03-21Paper
Brownian coagulation2006-02-08Paper
Strong approximation for the supermarket model2005-11-08Paper
Structure of large random hypergraphs2005-04-29Paper
Essential edges in Poisson random hypergraphs2004-08-06Paper
Continuous and discontinuous phase transitions in hypergraph processes2004-08-06Paper
Structure of large random hypergraphs2001-09-04Paper
Cluster coagulation2001-01-29Paper
Ornstein-Uhlenbeck processes indexed by the circle2000-07-11Paper
Smoluchowski's coagulation equation: Uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent1999-10-05Paper
Long-time behaviour of heat flow: Global estimates and exact asymptotics1998-11-17Paper
Markov Chains1998-10-20Paper
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds1998-09-30Paper
https://portal.mardi4nfdi.de/entity/Q43492221997-08-11Paper
Markov Chains1997-05-26Paper
Twisted sheets1996-10-08Paper
https://portal.mardi4nfdi.de/entity/Q48783431996-09-29Paper
Path integral formulae for heat kernels and their derivatives1994-05-18Paper
Heat Kernel Bounds and Homogenization of Elliptic Operators1994-05-03Paper
https://portal.mardi4nfdi.de/entity/Q40289771993-03-28Paper
Estimates on the Fundamental Solution to Heat Flows With Uniformly Elliptic Coefficients1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37950151988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38039251988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38145111988-01-01Paper
Self-avoiding random walk: A Brownian motion model with local time drift1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37498601986-01-01Paper
Brownian Motions of Ellipsoids1986-01-01Paper

Research outcomes over time

This page was built for person: James R. Norris