Related papers: Geometric Stable processes and related fractional …
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
Let $\alpha\in(0,2)$ and $X_t$ be a symmetric $\alpha$-stable process. We define the scattering length $\Gamma(v)$ of the positive potential $v$ and prove several of its basic properties. We use the scattering length to findestimates for…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
The Gray-Scott (GS) model represents the dynamics and steady state pattern formation in reaction-diffusion systems and has been extensively studied in the past. In this paper, we consider the effects of anomalous diffusion on pattern…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
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…
Starting from Enskog equation of hard spheres of mass m and diameter D under the gravity g, we first derive the exact equation of motion for the equilibrium density profile at a temperature T and examine its solutions via the gradient…
Quantum mechanics provides extraordinarily accurate probabilistic predictions, yet the framework remains silent on what distinguishes quantum systems from definite measurement outcomes. This paper develops a measurement-theoretic framework…
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…
It is well-known that an extremely accurate parametrization of the growth function of matter density perturbations in $\Lambda$CDM cosmology, with errors below $0.25 \%$, is given by $f(a)=\Omega_{m}^{\gamma} \,(a)$ with $\gamma \simeq…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
In this paper, we investigate the spectral stability of periodic traveling waves in the two dimensional gravity-capillary water wave problem. We derive a stability criterion based on an index function, whose sign determines the spectral…
Gaussian Process State Space Models (GP-SSM) are a data-driven stochastic model class suitable to represent nonlinear dynamics. They have become increasingly popular in non-parametric modeling approaches since they provide not only a…
We analyze the statistical physics of self-propelled particles from a general theoretical framework that properly describes the most salient characteristic of active motion, $persistence$, in arbitrary spatial dimensions. Such a framework…
This paper presents original and close to optimal stability conditions linking the time step and the space step, stronger than the CFL criterion: $\delta t\leq C\delta x^\alpha$ with $\alpha=\frac{2r}{2r-1}$, $r$ an integer, for some…
We study stability of the eigenvalues of the generator of a one dimensional reversible diffusion process satisfying some natural conditions. The proof is based on Stein's method. In particular, these results are applied to the Normal…
We study a stochastic differential equation driven by a gamma process, for which we give results on the existence of weak solutions under conditions on the volatility function. To that end we provide results on the density process between…
A model of the thin shell expanding into a uniform ambient medium is developed. Density perturbations are described using equations with linear and quadratic terms, and the linear and the nonlinear solutions are compared. We follow the time…
The hard phase model describes a relativistic barotropic fluid with sound speed equal to the speed of light. In the framework of general relativity, the motion of the fluid is coupled to the Einstein equations which describe the structure…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…