Related papers: Bounds for the Transition Density of Time-Homogene…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
This paper develops a general approach to the derivation of the boundary conditions for hydrodynamic equations for charged and neutral plasma components. It includes both a well-known classical case for pure diffusion, and considers the…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
The paper deals with a three-dimensional family of diffusion processes on an infinite-dimensional simplex. These processes were constructed by Borodin and Olshanski (arXiv:0706.1034; arXiv:0902.3395), and they include, as limit objects, the…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…
We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…
From the Poisson-Dirichlet diffusions to the $Z$-measure diffusions, they all have explicit transition densities. In this paper, we will show that the transition densities of the $Z$-measure diffusions can also be expressed as a mixture of…
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…
In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…
Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…
The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
Bound-bound transitions can occur when localized atomic orbitals are thermally depleted, allowing excitations that would otherwise be forbidden at zero temperature. We predict signatures of bound-bound transitions in x-ray Thomson…
A thermodynamic approach to rapid phase transformations within a diffuse interface in a binary system is developed. Assuming an extended set of independent thermodynamic variables formed by the union of the classic set of slow variables and…
An asymptotic analysis for a system with equation and dynamic boundary condition of Cahn-Hilliard type is carried out as the coefficient of the surface diffusion acting on the phase variable tends to 0, thus obtaining a forward-backward…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…