Related papers: Binary jumps in continuum. I. Equilibrium processe…
In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…
We model a quantum walk of identical particles that can change their exchange statistics by hopping across a domain wall in a 1D lattice. Such a "statistical boundary" is transparent to single particles and affects the dynamics only by…
A continuum individual-based model of hopping and coalescing particles is introduced and studied. Its microscopic dynamics are described by a hierarchy of evolution equations obtained in the paper. Then the passage from the micro- to…
We study the dynamics of the separation (gap) between a pair of interacting run and tumble particles (RTPs) moving in one dimension in the presence of additional thermal noise. On a ring geometry the distribution of the gap approaches a…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
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.…
In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…
The dynamics of an infinite continuum system of randomly jumping and coalescing point particles is studied. The states of the system are probability measures on the corresponding configuration space $\Gamma$ the evolution of which is…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended…
So far it has been shown that the quantum dynamics cannot be described as a classical Markov process unless the number of classical states is uncountably infinite. In this paper, we present a stochastic model with time-correlated noise that…
We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…