Related papers: Quasilimiting behavior for one-dimensional diffusi…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

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 consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

We present a new a-priori estimate for discrete coagulation-fragmentation systems with size-dependent diffusion within a bounded, regular domain confined by homogeneous Neumann boundary conditions. Following from a duality argument, this…

Motivated by the idea of entanglement loss along Renormalization Group flows, analytical majorization relations are proven for the ground state of (1+1)-dimensional conformal field theories. For any of these theories, majorization is proven…

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

In this paper, we propose a general mechanism for the existence of quasicrystals in spatially extended systems (partial differential equations with Euclidean symmetry). We argue that the existence of quasicrystals with higher order…

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Using a combination of numerically exact and renormalization-group techniques we study the nonequilibrium transport of electrons in an one-dimensional interacting system subject to a quasiperiodic potential. For this purpose we calculate…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…

I present a first-principles theory of diffusion-limited aggregation in two dimensions. A renormalized mean-field approximation gives the form of the unstable manifold for branch competition, following the method of Halsey and Leibig [Phys.…

Quasidiffusion is an extension of regular diffusion which can be described as a Feller process on $\mathbb{R}$ with infinitesimal operator $L=\frac{1}{2}D_mD_s$. Here, $s(x) = x$ and $m$ refers to the (not necessarily fully supported) speed…

For a generalized scale function of standard processes, we characterize it as a unique solution to a Volterra type integral equation. This allows us to extend it to an entire function and to derive a useful identity that we call the…

A reaction-diffusion equation on a family of three dimensional thin domains, collapsing onto a two dimensional subspace, is considered. In \cite{\rfa pr..} it was proved that, as the thickness of the domains tends to zero, the solutions of…