Related papers: Exact soliton-like probability measures for intera…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
The misanthrope process is a class of stochastic interacting particle systems, generalizing the simple exclusion process. It allows each site of the lattice to accommodate more than one particle. We consider a special case of the one…
This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
A fully analytical theory of a traveling soliton in a one-dimensional fermionic superfluid is developed within the framework of time-dependent self-consistent Bogoliubov-de Gennes equations, which are solved exactly in the Andreev…
Algebraic soliton interactions with a periodic or quasi-periodic random force are investigated using the Benjamin-Ono equation. The random force is modeled as a Fourier series with a finite number of modes and random phases uniformly…
In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
There exist methods for determining effective conservative interactions in coarse grained particle based mesoscopic simulations. The resulting models can be used to capture thermal equilibrium behavior, but in the model system we study do…
We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron…
A general method to find an effective potential of interaction between far separated 2D and 3D solitons is elaborated, including the case of 2D vortex solitons. The method is based on explicit calculation of the overlapping term in the full…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
The temperature and pressure jump coefficients at a liquid-vapor interface are calculated from the solution of the Shakhov kinetic model for the linearized Boltzmann equation. Complete and partial evaporation/condensation at the…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…