Related papers: Two-sided boundary functionals for Kou process
We give rigorous analytical results on the temporal behavior of two-point correlation functions --also known as dynamical response functions or Green's functions-- in closed many-body quantum systems. We show that in a large class of…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
We give a general overview of the role and interpretation of fragmentation functions in hard processes. Transverse momentum dependence gives rise to time-reversal odd fragmentation functions contributing at leading order. Final state…
A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
This work is concerned with numerically recovering multiple parameters simultaneously in the subdiffusion model from one single lateral measurement on a part of the boundary, while in an incompletely known medium. We prove that the boundary…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
On a two-dimensional circular domain, we analyze the formation of spatio-temporal patterns for a class of coupled bulk-surface reaction-diffusion models for which a passive diffusion process occurring in the interior bulk domain is linearly…
We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant of the plane in the transient case. Our main result determines a general explicit integral expression for the moment generating function of…
Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We study gradient bounds and other functional inequalities for the diffusion semigroup generated by Kolmogorov type operators. The focus is on two different methods: coupling techniques and generalized $\Gamma$-calculus techniques. The…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
We develop a theory of electron transport in a double quantum dot device recently proposed for the observation of the two-channel Kondo effect. Our theory provides a strategy for tuning the device to the non-Fermi-liquid fixed point, which…
In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the joint distribution of the first exit time from the interval…
This work extends Perron's method for the porous medium equation in the slow diffusion case. The main result shows that nonnegative continuous boundary functions are resolutive in a general cylindrical domain.
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
The paper analyses the sensitivity of the finite time horizon boundary non-crossing probability $F(g)$ of a general time-inhomogeneous diffusion process to perturbations of the boundary $g$. We prove that, for boundaries $g\in C^2,$ this…
In this paper the distribution of charged particles is constructed under the approximation of ambipolar diffusion. The results of mathematical modelling in two-dimensional case taking into account the velocities of the system are presented.
The reduction algorithms for functional determinants of differential operators on spacetime manifolds of different topological types are presented, which were recently used for the calculation of the no-boundary wavefunction and the…