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Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
The Sierpinski gasket is known to support an exotic stochastic process called the asymptotically one-dimensional diffusion. This process displays local anisotropy, as there is a preferred direction of motion which dominates at the…
Without higher moment assumptions, this note establishes the decay of the Kolmogorov distance in a central limit theorem for L\'evy processes. This theorem can be viewed as a continuous-time extension of the classical random walk result by…
This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…
The non-local degenerate Cahn-Hilliard equation is derived from the Vlasov equation with long-range attraction. We study the local limit as the delocalization parameter converges to 0. The difficulty arises from the degeneracy which…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
In this paper we study the exponential decay of posterior probability of a set of sources and conditioning by rare sources for both uniform and general prior distributions of sources. The decay rate is determined by $L$-divergence and rare…
While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…
Two-scale homogenization limits of parabolic cross-diffusion systems in a heterogeneous medium with no-flux boundary conditions are proved. The heterogeneity of the medium is reflected in the diffusion coefficients or by the perforated…
We address the inverse problem of recovering a degeneracy point within the diffusion coefficient of a one-dimensional complex parabolic equation by observing the normal derivative at one point of the boundary. The strongly degenerate case…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated…