Related papers: Diffusivity bounds for 1D Brownian polymers
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
This paper leads with a random polymer model in $\Z^2$ having long-range self-repulsive interactions. By comparison with a long range one-dimensional ferromagnetic Ising model we shown that the polymer models we considered here undergo a…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
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…
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
Schreiber and Yukich [Ann. Probab. 36 (2008) 363-396] establish an asymptotic representation for random convex polytope geometry in the unit ball $\mathbb{B}^d, d\geq2$, in terms of the general theory of stabilizing functionals of Poisson…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…