Related papers: Competing particle systems evolving by interacting…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…
In this paper a general theorem of constructing infinite particle systems of jump types with long range interactions is presented. It can be applied to the system that each particle undergoes an $\alpha$-stable process and interaction…
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…
We study a stochastic $N$-particle system representing economic agents in a population randomly exchanging their money, which is associated to a class of one-dimensional kinetic equations modelling the evolution of the distribution of…
We study a one-dimensional particles system, in the overdamped limit, where nearest particles attract with a force inversely proportional to a power of their distance and coalesce upon encounter. The detailed shape of the distribution…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
In this paper we consider a ring of $N\ge 1$ queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
We study point processes on the real line whose configurations X can be ordered decreasingly and evolve by increments which are functions of correlated gaussian variables. The correlations are intrinsic to the points and quantified by a…
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…
We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…
The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…