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We develop an agent-based model on a lattice to investigate territorial development motivated by markings such as graffiti, generalizing a previously-published model to account for $K$ groups instead of two groups. We then analyze this…
We propose a simple mathematical model to describe the evolution of violent crimes. For such purpose, we built a model based on ordinary differential equations that take into account the number of violent crimes and the number of legal and…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
In the last decades, the notion that cities are in a state of equilibrium with a centralised organisation has given place to the viewpoint of cities in disequilibrium and organised from bottom to up. In this perspective, cities are evolving…
Spatio-temporal extensions of familiar compartment models for disease transmission incorporating diffusive behavior, or interactions between individuals at separate locations, are explored. The models considered have the character of…
We study a one-dimensional model for granular gases, the so-called Inelastic Maxwell Model. We show theoretically the existence of stationary solutions of the unforced case, that are characterized by an infinite average energy per particle.…
The dynamic spatial redistribution of individuals is a key driving force of various spatiotemporal phenomena on geographical scales. It can synchronise populations of interacting species, stabilise them, and diversify gene pools [1-3].…
Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
A lattice-based model for continuum percolation is applied to the case of randomly located, partially aligned sticks with unequal lengths in 2D which are allowed to cross each other. Results are obtained for the critical number of sticks…
We study the statistics of increments in record values in a time series $\{x_0=0,x_1, x_2, \ldots, x_n\}$ generated by the positions of a random walk (discrete time, continuous space) of duration $n$ steps. For arbitrary jump length…
An epidemic model, where the dispersal is approximated by nonlocal diffusion operator and spatial domain has one ?xed boundary and one free boundary, is considered in this paper. Firstly, using some elementary analysis instead of…
We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under…
We propose a nonlocal epidemic model whose spatial domain evolves over time and is represented by $[0,h(t)]$ with $h(t)$ standing for the spreading front of epidemic. It is assumed that the agents can cross the fixed boundary $x=0$, but…
The spreading of evolutionary novelties across populations is the central element of adaptation. Unless population are well-mixed (like bacteria in a shaken test tube), the spreading dynamics not only depends on fitness differences but also…
Video diffusion models have recently shown promise for world modeling through autoregressive frame prediction conditioned on actions. However, they struggle to maintain long-term memory due to the high computational cost associated with…
Motivated by the pricing of lookback options in exponential L\'evy models, we study the difference between the continuous and discrete supremum of L\'evy processes. In particular, we extend the results of Broadie et al. (1999) to…
We develop two statistical models for space-time abundance data based on a stochastic underlying continuous individual movement. In contrast to current models for abundance in statistical ecology, our models exploit the explicit connection…