Related papers: Long-time behavior for a class of Feller processes
The time that waves spend inside 1D random media with the possibility of performing L\'evy walks is experimentally and theoretically studied. The dynamics of quantum and classical wave diffusion has been investigated in canonical disordered…
Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has…
In condensed matter systems, coherent backscattering and quantum interference in the presence of time-reversal symmetry lead to well-known phenomena such as weak localization (WL) and universal conductance fluctuations (UCF). Here we use…
A general method for proving continuity of the von Neumann entropy on subsets of positive trace-class operators is considered. This makes it possible to re-derive the known conditions for continuity of the entropy in more general forms and…
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
In this manuscript, we are interested in the long-term behaviour of branching processes with pairwise interactions (BPI-processes). A process in this class behaves as a pure branching process with the difference that competition and…
We study the regularity of a diffusion on a simplex with singular drift and reflecting boundary condition which describes a finite system of particles on an interval with Coulomb interaction and reflection between nearest neighbors. As our…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
In this paper, the relevance of the Feller conditions in discrete time macro-finance term structure models is investigated. The Feller conditions are usually imposed on a continuous time multivariate square root process to ensure that the…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…
We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different behavior in two…
We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second order perturbation theory the quantum master equation for a \textit{Levy-like particle}that moves along a lattice…
Projects are finite terminating endeavors with distinctive outcomes, usually, occurring under transient conditions. Nevertheless, most estimation, planning, and scheduling approaches overlook the dynamics of project-based systems in…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…