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This paper studies countable systems of linearly and hierarchically interacting diffusions taking values in the positive quadrant. These systems arise in population dynamics for two types of individuals migrating between and interacting…
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…
We are interested in studying the stationary solutions and phase transitions of aggregation equations with degenerate diffusion of porous medium-type, with exponent $1 < m < \infty$. We first prove the existence of possibly infinitely many…
Multidimensional affine diffusions have been studied in detail for the case of a canonical state space. We present results for general state spaces and provide a complete characterization of all possible affine diffusions with polyhedral…
In this paper we study limit behavior for a Markov-modulated (MM) binomial counting process, also called a binomial counting process under regime switching. Such a process naturally appears in the context of credit risk when multiple…
In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…
We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
The concept of cross diffusion is applied to some biological systems. The conditions for persistence and Turing instability in the presence of cross diffusion are derived. Many examples including: predator-prey, epidemics (with and without…
Reaction-diffusion processes can be adopted to model a large number of dynamics on complex networks, such as transport processes or epidemic outbreaks. In most cases, however, they have been studied from a fermionic perspective, in which…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We provide a sufficient criterion for the recurrence of spatial random graphs on the real line based on the scarceness of long-edges. In particular, this complements earlier recurrence results obtained by Gracar et al. (Electron. J. Probab.…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
Recently, a new formalism describing the anomalous diffusion processes, based on the Onsager-Machlup fluctuation theory, has been suggested \cite{Smain, Spub}. We study particles performing this new type of motion, under the action of…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
In this paper we investigate peculiarities of phase transition high-symmetry - incommensurate phase in inhomogeneous systems. We obtain the nonlinear dispersion law and then present a renormalization group analysis of phase transitions in…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…