Related papers: A note on stable point processes occurring in bran…
We discuss the approximate phenomenological description of the motion of a single second-class particle in a two-species totally asymmetric simple exclusion process (TASEP) on a 1D lattice. Initially, the second class particle is located at…
Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor normalization. By an adaptation of this method, we…
For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…
The aim of this paper is two-fold. On one hand, we will study the distorted Brownian motion on $\mathbb{R}$, i.e. the diffusion process $X$ associated with a regular and strongly local Dirichlet form obtained by the closure of…
Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The "points" of the process represent sleeping frogs. In addition, there is one active frog initially located…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…
We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…
The skew Brownian motion is a strong Markov process which behaves like a Brownian motion until hitting zero and exhibits an asymmetry at zero. We address the following question: what is a natural counterpart of the skew Brownian motion in…
In Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replacing the constant parameter $H$ of the fractional Brownian motion (fBm) by a smooth enough functional parameter $H(.)$ depending on the time $t$.…
We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…
It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…
We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…
We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…
In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…
The classical result due tof Williams states that a Brownian motion with positive drift $\mu$ and issued from the origin is equal in law to a Brownian motion with unit negative drift, $-\mu$, run until it hits a negative threshold, whose…
Let $\bb T_L = \bb Z/L \bb Z$ be the one-dimensional torus with $L$ points. For $\alpha >0$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) = [k/(k-1)]^\alpha$, $k\ge 2$. Consider the totally asymmetric zero range process…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…