Related papers: Radial Dunkl Processes : Existence and uniqueness,…

In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L\'evy process (RGBDSDELs, in short) with one continuous barrier. Under uniformly Lipschitz…

The forward and backward scattering off linear systems with discrete rotational symmetries R_z (2{\pi} /n) with n $\ge$ 3 are shown to be restricted by symmetry reasons. Along the symmetry axis, forward scattering can only be helicity…

We consider real-valued random variables R satisfying the distributional equation R \eqdist \sum_{k=1}^{N}T_k R_k + Q, where R_1,R_2,... are iid copies of R and independent of T=(Q, (T_k)_{k \ge 1}). N is the number of nonzero weights T_k…

Most diffusion models assume that the reverse process adheres to a Gaussian distribution. However, this approximation has not been rigorously validated, especially at singularities, where t=0 and t=1. Improperly dealing with such…

We study the melting of a domain wall in the quantum simple exclusion process with all-to-all hoppings (a.k.a. the charged SYK$_2$ model). We show that the real-time dynamics of physical quantities of interest can be obtained exploiting…

Let $n\ge 3$, $0<m<\frac{n-2}{n}$, $\rho_1>0$, $\eta>0$, $\beta>\frac{m\rho_1}{n-2-nm}$, $\alpha=\alpha_m=\frac{2\beta+\rho_1}{1-m}$, $\beta_0>0$ and $\alpha_0=2\beta_0+1$. We use fixed point argument to give a new proof for the existence…

A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…

For the symmetric case of space-fractional diffusion processes (whose basic analytic theory has been developed in 1952 by Feller via inversion of Riesz potential operators) we present three random walk models discrete in space and time. We…

Fading is the time-dependent variation in transmitted signal strength through a complex medium, due to interference or temporally evolving multipath scattering. In this paper we use random matrix theory (RMT) to establish a first-principles…

We study Jacobi processes $(X_{t})_{t\ge0}$ on the compact spaces $[-1,1]^N$ and on the noncompact spaces $[1,\infty[^N$ which are motivated by the Heckman-Opdam theory for the root systems of type BC and associated integrable particle…

We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal…

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

This study develops a unified mathematical framework for the analysis of radial differential equations, revealing a fundamental connection between three distinct classes of problems: the nonlinear Riccati equation, the linear Schr\"odinger…

In this work, we introduce the $\beta$-semigroup for $\beta > 0$, which unifies and extends the classical Poisson (for $\beta=1$) and heat (for $\beta=2$) semigroups within the Dunkl analysis framework. Leveraging this semigroup, we derive…

The Wigner-Smith time-delay of flux conserving systems is a real quantity that measures how long an excitation resides in an interaction region. The complex generalization of time-delay to non-Hermitian systems is still under development,…

We extend the peeling exploration introduced in arxiv:1506.01590 to the setting of Boltzmann planar maps coupled to a rigid $O(n)$ loop model. Its law is related to a class of discrete Markov processes obtained by confining random walks to…

We study the single-species diffusion-annihilation process with a time-dependent reaction rate, lambda(t)=lambda_0 t^-omega. Scaling arguments show that there is a critical value of the decay exponent omega_c(d) separating a…

We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…

In this paper we study the joint distributions of the telegraph process and its maximum conditioned on the number of changes of direction and the initial velocity. We prove that in the case of positive starting velocity, a form of the…

For a scattering system $\{A_\Theta,A_0\}$ consisting of selfadjoint extensions $A_\Theta$ and $A_0$ of a symmetric operator $A$ with finite deficiency indices, the scattering matrix $\{S_\gT(\gl)\}$ and a spectral shift function…