Related papers: Binary jumps in continuum. II. Non-equilibrium pro…
We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…
After defining non-Gaussian L\'evy processes for two-sided time, stochastic differential equations with such L\'evy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in…
Starting with the Vlasov-Boltzmann equation for a binary fluid mixture, we derive an equation for the velocity field $\bm{u}$ when the system is segregated into two phases (at low temperatures) with a sharp interface between them. $\bm{u}$…
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…
One of the major challenges in neuroscience is to determine how noise that is present at the molecular and cellular levels affects dynamics and information processing at the macroscopic level of synaptically coupled neuronal populations.…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
This paper discusses tractable development and statistical estimation of a continuous time stochastic process with a finite state space having non-Markov property. The process is formed by a finite mixture of right-continuous Markov jump…
The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…
We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $\mathbb R^d$, $d \ge 1$. Starting point is an $N$-particle stochastic dynamic with…
We review recent results on the dynamics of continuous collapse models (or equivalently continuous measurement models) on finite dimensional Hilbert spaces. We mainly study the pure collapse dynamics, and the competition between collapse…
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…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
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,…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We study the dynamics of condensation in a misanthrope process with nonlinear jump rates and factorized stationary states. For large enough density, it is known that such models have a phase separated state, with a non-zero fraction of the…