Related papers: On $ h $-transforms of one-dimensional diffusions …
The concept of the diffraction limit put forth by Ernst Abbe and others has been an important guiding principle limiting our ability to tightly focus classical waves, such as light and sound, in the far field. In the past decade, numerous…
For the one-dimensional Facilitated Exclusion Process with initial state a product measure of density $\rho=1/2-\delta$, $\delta\ge0$, there exists an infinite-time limiting state $\nu_\rho$ in which all particles are isolated and hence…
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…
If $u(t,x)$ is a solution of a one--dimensional, parabolic, second--order, linear partial differential equation (PDE), then it is known that, under suitable conditions, the number of zero--crossings of the function $u(t,\cdot)$ decreases…
This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…
A reaction-diffusion equation on a family of three dimensional thin domains, collapsing onto a two dimensional subspace, is considered. In \cite{\rfa pr..} it was proved that, as the thickness of the domains tends to zero, the solutions of…
We consider the quadrupolar glass model with infinite-range random interaction. Introducing a simple one-step replica symmetry breaking ansatz we investigate the para-glass continuous (discontinuous) transition which occurs below (above) a…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…
We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
We study the persistence and propagation (or blocking) phenomena for a species in periodically hostile environments. The problem is described by a reaction-diffusion equation with zero Dirichlet boundary condition. We first derive the…
The zero-range process is a stochastic interacting particle system that exhibits a condensation transition under certain conditions on the dynamics. It has recently been found that a small perturbation of a generic class of jump rates leads…
In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…
Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…
In this work we study the one-dimensional contact process with diffusion using two different approaches to research the critical properties of this model: the supercritical series expansions and finite-size exact solutions. With special…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
We look for similarity transformations which yield mappings between different one-dimensional reaction-diffusion processes. In this way results obtained for special systems can be generalized to equivalent reaction-diffusion models. The…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…