Related papers: Conditioning super-Brownian motion on its boundary…
We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…
The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-extinction is equivalent to the total progeny of the population…
The fundamental solution of a pseudo-differential equation for functions defined on the $d$-fold product of the $p$-adic numbers, $\mathbb{Q}_p$, induces an analogue of the Wiener process in $\mathbb{Q}_p^d$. As in the real setting, the…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
The purpose of this paper is to construct a Brownian motion $X := (X_t)_{t\geq 0}$ taking values in a Riemannian manifold $M$, together with a compact valued process $D:= (D_t)_{t\geq 0}$ such that, at least for small enough ${\mathscr…
We derive the complete orbit of boundary conditions for supergravity models which is closed under the action of all local symmetries of these models, and which eliminates spurious field equations on the boundary. We show that the…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
We calculate the steady state distribution $P_{\text{SSD}}(\boldsymbol{X})$ of the position of a Brownian particle under an intermittent confining potential that switches on and off with a constant rate $\gamma$. We assume the external…
As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…
We generalize the twisted quantum double model of topological orders in two dimensions to the case with boundaries by systematically constructing the boundary Hamiltonians. Given the bulk Hamiltonian defined by a gauge group $G$ and a…
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…
Schroedinger equation on a Hilbert space ${\cal H}$, represents a linear Hamiltonian dynamical system on the space of quantum pure states, the projective Hilbert space $P {\cal H}$. Separable states of a bipartite quantum system form a…
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…
In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…
Consider a two-type reducible branching Brownian motion in which particles' diffusion coefficients and branching rates are influenced by their types. Here reducible means that type 1 particles can produce particles of type 1 and type 2, but…
Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a…
For a fractional Brownian motion $B^H$ with Hurst parameter $H\in]{1/4},{1/2}[\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the…