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The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

In two recent papers [5] and [6], we generalized some classical results of Harmonic Analysis using probabilistic approach by means of a d- dimensional rotationally symmetric stable process. These results allow one to discuss some…

Probability · Mathematics 2017-04-07 Deniz Karli

We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{\gamma X(z)}\,dz^2$, $\gamma<\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to…

Probability · Mathematics 2016-09-05 Christophe Garban , Rémi Rhodes , Vincent Vargas

This paper mainly investigates reflected stochastic recursive control problems governed by jump-diffusion dynamics. The system's state evolution is described by a stochastic differential equation driven by both Brownian motion and Poisson…

Optimization and Control · Mathematics 2025-05-15 Lu Liu , Qingmeng Wei

We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks. We consider a case where there are two different spatial…

Probability · Mathematics 2020-07-10 Arnaud Debussche , Mac Jugal Nguepedja Nankep

We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a…

Probability · Mathematics 2019-11-21 Dirk Becherer , Martin Büttner , Klebert Kentia

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…

Mathematical Physics · Physics 2015-05-27 Michel Bauer , Denis Bernard

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…

Probability · Mathematics 2010-09-30 Inés Armendáriz

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on…

Probability · Mathematics 2012-10-04 Iddo Ben-Ari

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We consider Glauber-type stochastic dynamics of continuous systems \cite{BCC02}, \cite{KL03}, a particular case of spatial birth-and-death processes. The dynamics is defined by a Markov generator in such a way that Gibbs measures of Ruelle…

Mathematical Physics · Physics 2007-05-23 Yuri G. Kondratiev , Maria João Oliveira

We provide a general probabilistic framework within which we establish scaling limits for a class of continuous-time stochastic volatility models with self-exciting jump dynamics. In the scaling limit, the joint dynamics of asset returns…

Mathematical Finance · Quantitative Finance 2019-12-02 Ulrich Horst , Wei Xu

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

Probability · Mathematics 2021-03-18 Yuri Kozitsky , Michael Röckner

We develop a dynamical framework for quantum measurement based on stochastic but unitary evolution in projective state space. Random Hamiltonians drawn from the Gaussian Unitary Ensemble generate stochastic unitary dynamics of the quantum…

Quantum Physics · Physics 2026-01-27 Alexey A. Kryukov

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

Methodology · Statistics 2017-05-03 Romain Azaïs , Alexandre Genadot

We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…

Machine Learning · Statistics 2016-05-16 Anastasis Georgoulas , Jane Hillston , Guido Sanguinetti

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

Probability · Mathematics 2015-09-03 Mathav Murugan , Laurent Saloff-Coste
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