Related papers: Non-explosion of diffusion processes on manifolds …

We construct a rotationally invariant Ricci flow through surgery starting at any closed rotationally invariant Riemannian manifold. We demonstrate that a sequence of such Ricci flows with surgery converges to a Ricci flow spacetime in the…

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

We presented a methodology to approximate the entropy production for Brownian motion in a tilted periodic potential. The approximation stems from the well known thermodynamic uncertainty relation. By applying a virial-like expansion, we…

We show that, given an immortal solution to the Ricci flow on a closed manifold with uniformly bounded curvature and diameter, the Ricci tensor goes to zero as t goes to infinity. We also show that if there exists an immortal solution on a…

We consider complete (possibly non-compact) three dimensional Riemannian manifolds (M,g) such that: a) (M,g) is non-collapsed, b) the Ricci curvature of (M,g) is bounded from below, c) the geometry of (M,g) at infinity is not too extreme.…

In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between…

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Iterated Brownian motion $Z_{t}$ serves as a physical model for diffusions in a crack. If $\tau_{D}(Z) $ is the first exit time of this processes from a domain $D \subset \RR{R}^{n}$, started at $z\in D$, then $P_{z}[\tau_{D}(Z)>t]$ is the…

Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

We consider a kinetic model whose evolution is described by a Boltzmann-like equation for the one-particle phase space distribution $f(x,v,t)$. There are hard-sphere collisions between the particles as well as collisions with randomly fixed…

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Three approaches are considered to solve the equation which describes the time-dependent diffusive shock acceleration of test particles at the non-relativistic shocks. At first, the solution of Drury (1983) for the particle distribution…

Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…

We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…

We consider an $N$-particle system of noncolliding Brownian motion starting from $x_1 \leq x_2 \leq ... \leq x_N$ with drift coefficients $\nu_j, 1 \leq j \leq N$ satisfying $\nu_1 \leq \nu_2 \leq ... \leq \nu_N$. When all of the initial…

This paper considers multi-dimensional affine processes with continuous sample paths. By analyzing the Riccati system, which is associated with affine processes via the transform formula, we fully characterize the regions of exponents in…

We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

We construct the classical mechanics associated with a conformally flat Riemannian metric on a compact, n-dimensional manifold without boundary. The corresponding gradient Ricci flow equation turns out to equal the time-dependent…