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We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…
We prove optimal boundary regularity for bounded positive weak solutions of fast diffusion equations in smooth bounded domains. This solves a problem raised by Berryman and Holland in 1980 for these equations in the subcritical and critical…
For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…
Boundaries occur naturally in kinetic equations and boundary effects are crucial for dynamics of dilute gases governed by the Boltzmann equation. We develop a mathematical theory to study the time decay and continuity of Boltzmann solutions…
We study a $d$-dimensional branching Brownian motion inside subdiffusively expanding balls, where the boundary of the ball is deactivating in the sense that once a particle hits the moving boundary, it is instantly deactivated but is…
We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…