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Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
The symbiotic branching model is a spatial population model describing the dynamics of two interacting types that can only branch if both types are present. A classical result for the underlying stochastic partial differential equation…
We consider a stochastic volatility model with jumps where the underlying asset price is driven by the process sum of a 2-dimensional Brownian motion and a 2-dimensional compensated Poisson process. The market is incomplete, resulting in…
IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…
The quantum jump approach allows to characterize the stochastic dynamics associated to an open quantum system submitted to a continuous measurement action. In this paper we show that this formalism can consistently be extended to…
The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
Using quantum parallelism on random walks as original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers -- with internal degrees of freedom which serve as…
The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…
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…
We consider the dynamics of a continuously monitored qubit in the limit of strong measurement rate where the quantum trajectory is described by a stochastic master equation with Poisson noise. Such limits are expected to give rise to…
We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…
We study the nonequilibrium dynamics of quantum jumps in a one-dimensional chain of atoms. Each atom is driven on a strong transition to a short-lived state and on a weak transition to a metastable state. We choose the metastable state to…
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
In this paper, we examine a stochastic linear-quadratic control problem characterized by regime switching and Poisson jumps. All the coefficients in the problem are random processes adapted to the filtration generated by Brownian motion and…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…