Related papers: Onsager-Machlup functional for uniformly elliptic …
The Ricci iteration is a discrete analogue of the Ricci flow. According to Perelman, the Ricci flow converges to a Kahler-Einstein metric whenever one exists, and it has been conjectured that the Ricci iteration should behave similarly.…
Anomalous diffusion exists widely in polymer and biological systems. Pulsed field gradient (PFG) techniques have been increasingly used to study anomalous diffusion in NMR and MRI. However, the interpretation of PFG anomalous diffusion is…
We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…
Occupied diffusions offer a Markovian framework for path-dependent dynamics by lifting the state space with a flow of occupation measures. Because this additional feature is infinite-dimensional, the simulation of these processes remains…
Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
The diffusive motion of colloidal particles dispersed in a premelting solid is analyzed within the framework of irreversible thermodynamics. We determine the mass diffusion coefficient, thermal diffusion coefficient and Soret coefficient of…
A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
The main goal of this work is to establish quantitative nondivergence estimates for flows on homogeneous spaces of products of real and $p$-adic Lie groups. These results have applications both to ergodic theory and to Diophantine…
We study the dynamics of capillary filling in tubes of regular polygon cross-section. Using Onsager variational principle, we derive a coupled ordinary differential equation and partial differential equation, which respectively describe…
The Rytov approximation has been commonly used to obtain reconstructed images for optical tomography. However, the method requires linearization of the nonlinear inverse problem. Here, we demonstrate nonlinear Rytov approximations by…
Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
In this article we study the K\"ahler Ricci flow, the corresponding parabolic Monge Amp\`{e}re equation and complete non-compact K\"ahler Ricci flat manifolds. In our main result Theorem \ref{mainthm} we prove that if $(M, g)$ is…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…