Related papers: Almost sure asymptotics for the maximum local time…

In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart. We provide two…

Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…

We study one-dimensional multi-particle Diffusion Limited Aggregation (MDLA) at its critical density $\lambda=1$. Previous works have verified that the size of the aggregate $X_t$ at time $t$ is $t^{1/2}$ in the subcritical regime and…

Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

In this paper, we consider a one-dimensional Cox-Ingersoll-Ross (CIR) process whose drift coefficient depends on unknown parameters. Considering the process discretely observed at high frequency, we prove the local asymptotic normality…

Consider the motion of a Brownian particle in two or more dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, one of the coordinate processes gets a…

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic…

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…

In this paper we study the maximal position process of branching Brownian motion in random spatial environment. The random environment is given by a process $\xi = \left(\xi(x)\right)_{x\in\mathbb{R}}$ satisfying certain conditions. We show…

We consider the Anderson polymer partition function $$ u(t):=\mathbb{E}^X\Bigl[e^{\int_0^t \mathrm{d}B^{X(s)}_s}\Bigr]\,, $$ where $\{B^{x}_t\,;\, t\geq0\}_{x\in\mathbb{Z}^d}$ is a family of independent fractional Brownian motions all with…

We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…

We consider large time asymptotics for damped nonlinear Schr\"{o}dinger equations. It is known that the nonlinear solution asymptotically behaves like a linear solution when time $t$ tends to infinity in the energy space. We prove that its…

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

If $L^x$ is the total occupation local time of $d$-dimensional super-Brownian motion, $X$, for $d=2$ and $d=3$, we construct a random measure $\mathcal{L}$, called the boundary local time measure, as a rescaling of $L^x e^{-\lambda L^x} dx$…

We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…

We analyze the rate of convergence of the local statistics of Dyson Brownian motion to the GOE/GUE for short times $t=o(1)$ with deterministic initial data V . Our main result states that if the density of states of $V$ is bounded both…

We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…