Related papers: Escape from bounded domains driven by multi-variat…
An important open problem in the theory of L\'evy flights concerns the analytically tractable formulation of absorbing boundary conditions. Although numerical studies using the correctly defined nonlocal approach have yielded substantial…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…
Motivated by recent studies in human balance control, we study a delayed random walk with an unstable fixed point. It is observed that the random walker moves away from the unstable fixed point more slowly than is observed in the absence of…
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…
Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…
We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…
Resonant activation is one of classical effects demonstrating constructive role of noise. In resonant activation cooperative action of barrier modulation process and noise lead to the optimal escape kinetics as measured by the mean first…
Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored.…
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…
In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time L\'evy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear…
A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…
We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…