Related papers: Existence of an endogenously complete equilibrium …
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
We study an infinite-horizon discrete-time optimal stopping problem under non-exponential discounting. A new method, which we call the iterative approach, is developed to find subgame perfect Nash equilibria. When the discount function…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
For a dynamical system, it is known that the existence of a Lyapunov-type density function, called Lyapunov density or Rantzer's density function, implies convergence of Lebesgue almost all solutions to an equilibrium. Using the duality…
For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
In optimal stopping problems, a Markov structure guarantees Markovian optimal stopping times (first exit times). Surprisingly, there is no analogous result for Markovian stopping games once randomization is required. This paper addresses…
It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We study discrete linear divergence-form operators with random coefficients, also known as the random conductance model. We assume that the conductances are bounded, independent and stationary; the law of a conductance may depend on the…
It is shown that stochastic processes of diffusion type possess, in all generality, a structure of uncertainty relations and of coherent and squeezed states. This fact is used to obtain, via Nelson stochastic formulation of quantum…
Particles are injected to a large planar rectangle through the boundary. Assuming that the particles move independently from one another and the boundary is also absorbing, we identify a set of abstract conditions which imply the local…
In this article we study a reaction diffusion system with $m$ unknown concentration. The non-linearity in our study comes from an underlying reversible chemical reaction and triangular in nature. Our objective is to understand the large…
The global existence of renormalised solutions and convergence to equilibrium for reaction-diffusion systems with non-linear diffusion are investigated. The system is assumed to have quasi-positive non-linearities and to satisfy an entropy…
We study a lattice model describing the non-equilibrium dynamics emerging from the pulling of a tracer particle through a disordered medium occupied by randomly placed obstacles. The model is considered in a restricted geometry pertinent…
We study equilibrium configurations of swarming biological organisms subject to exogenous and pairwise endogenous forces. Beginning with a discrete dynamical model, we derive a variational description of the corresponding continuum…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We consider a fitness-driven model of dispersal of $N$ interacting populations, which was previously studied merely in the case $N=1$. Based on some optimal transport distance recently introduced, we identify the model as a gradient flow in…