Related papers: Convergence of switching diffusions
Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
We deduce stability results for finite control set and mixed-integer model predictive control with a downstream oversampling phase. The presentation rests upon the inherent robustness of model predictive control with stabilizing terminal…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…
The paper addresses the bistability caused by spontaneous symmetry breaking bifurcation in a one-dimensional periodically corrugated nonlinear waveguide pumped by coherent light at normal incidence. The formation and the stability of the…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
In this paper,under an abstract setting we establish the existence of spatially inhomogeneous steady states and the asymptotic propagation properties for a large class of monotone evolution systems without spatial translation invariance.…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
The position of propagating population fronts fluctuates because of the discreteness of the individuals and stochastic character of processes of birth, death and migration. Here we consider a Markov model of a population front propagating…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…
This study investigates transient wave dynamics in Turing pattern formation, focusing on waves emerging from localised disturbances. While the traditional focus of diffusion-driven instability has primarily centred on stationary solutions,…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…