Related papers: Note on radial Dunkl processes
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…
Weyl gravity has been advanced in the recent past as an alternative to General Relativity (GR). The theory has had some success in fitting galactic rotation curves without the need for copious amounts of dark matter. To check the viability…
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…
We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…
We prove existence and uniqueness of travelling waves for a reaction-diffusion system coupling a classical reaction-diffusion equation in a strip with a diffusion equation on a line. To do this we use a continuation method which leads to…
Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
This paper studies the properties of weak solutions to a class of space-time fractional parabolic-elliptic Keller-Segel equations with logistic source terms in $\mathbb{R}^{n}$, $n\geq 2$. The global existence and $L^{\infty}$-bound of weak…
We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…
In a previous work [8], it was shown that the joint law of a diffusion process and the running supremum of its first component is absolutely continuous, and that its density satisfies a non standard weak partial differential equation (PDE).…
The waiting time distribution (WTD) is a common tool for analysing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete,…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with an asymptotically vanishing damping term. The system under consideration…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…
We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…
In this paper, we investigate the existence of infinitely many solutions for the following fractional Hamiltonian systems: \begin{eqnarray}\label{eq00} _{t}D_{\infty}^{\alpha}(_{-\infty}D_{t}^{\alpha}u(t)) + L(t)u(t) = & \nabla W(t,u(t))\\…
The slow dynamics for a colloidal suspension of particles interacting with a hard-core repulsion complemented by a short-ranged attraction is discussed within the frame of mode-coupling theory for ideal glass transitions for parameter…
In this paper, we investigate the long time existence and uniqueness of small solution to $d,$ for $d=2,3,$ dimensional Prandtl system with small initial data which is analytic in the horizontal variables. In particular, we prove that $d$…