Related papers: Long time behaviour of 1/2 H\"older diffusion popu…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
Let X be an arbitrary centered Gaussian process whose trajectories are, with probability one, continuous nowhere differentiable functions. It follows from a classical result, derived from zero-one law, that, with probability one, the…
We consider linear age-structured population equations with diffusion. Supposing maximal regularity of the diffusion operator, we characterize the generator and its spectral properties of the associated strongly continuous semigroup. In…
We analyze the long-term stability of a stochastic model designed to illustrate the adaptation of a population to variation in its environment. A piecewise-deterministic process modeling adaptation is coupled to a Feller logistic diffusion…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…
We elucidate that the diffusive systems, which are widely found in nature, can be a new platform of the bulk-edge correspondence, a representative topological phenomenon. Using a discretized diffusion equation, we demonstrate the emergence…
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
The dynamics of spin at finite temperature in the spin-1/2 Heisenberg chain was found to be superdiffusive in numerous recent numerical and experimental studies. Theoretical approaches to this problem have emphasized the role of nonabelian…
We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…
Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…
The number of extant individuals within a lineage, as exemplified by counts of species numbers across genera in a higher taxonomic category, is known to be a highly skewed distribution. Because the sublineages (such as genera in a clade)…
The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…
We demonstrate aging behavior in a simple non-linear system. Our model is a chaotic map which generates deterministically sub-diffusion. Asymptotic behaviors of the diffusion process are described using aging continuous time random walks,…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…