Related papers: Joint densities of first hitting times of a diffus…

Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…

The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…

We investigate spreading properties of solutions of a large class of two-component reaction-diffusion systems, including prey-predator systems as a special case. By spreading properties we mean the long time behaviour of solution fronts…

In this paper we present a comprehensive analysis of the solution of the classical problem of finding the distribution density of a random variable - the first passage time to a given domain by the trajectory of a $p$-adic Markov stochastic…

We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

For a diffusion X_t in a one-dimensional Wiener medium W, it is known that there is a certain process b_x(W) that depends only on the environment W, so that X_t-b_{logt}(W) converges in distribution as t goes to infinity. We prove that,…

For a finite state Markov process and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. We derive explicit/recursive formulas for the joint…

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

In this paper we detail the mechanisms that drive substitutional binary diffusion and derive appropriate governing equations. We focus on the one-dimensional case with insulated boundary conditions. Asymptotic expansions are used in order…

We examine the long time behaviour of A+B->0 reaction diffusion systems with initially segregated species A and B. All of our analysis is carried out for arbitrary (positive) values of the diffusion constants $D_A$, $D_B$, and initial…

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Let $(\{X_i(t)\}_{i\in \mathbb{Z}^d})_{t\geq 0}$ be the system of interacting diffusions on $[0,\infty)$ defined by the following collection of coupled stochastic differential equations: \begin{eqnarray}dX_i(t)=\sum\limits_{j\in…

We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Let f_1,f_2,..., be functions chosen independently and uniformly from the set of all functions from a set of cardinality n into itself. Let g_t be the composition of the first t functions, and let T be the smallest t for which g_t is…

The problem of one-dimensional randomly forced Burgers turbulence is considered in terms of (1+1) directed polymers. In the limit of strong turbulence (which corresponds to the zero temperature limit for the directed polymer system) using…

We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…