Related papers: Killing (absorption) versus survival in random mot…
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…
We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…
This paper investigates the problem to determine whether a given stochastic process generates a sampled Brownian filtration. A fairly general sufficient condition is obtained by applying the Frank H. Clarke contraction criteria to a…
We computationally study suspensions of slow and fast active Brownian particles that have undergone motility induced phase separation and are at steady state. Such mixtures, of varying non-zero activity, remain largely unexplored even…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We study the Brownian dynamics and linear response of a particle with inertia moving in a 2-dimensional helical landscape imprinted on a cylindrical surface. In the harmonic well approximation, the deterministic motion separates into free…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
We introduce and construct on/off super-Brownian motion (on/off SBM) as a measure-valued scaling limit of critical on/off branching Brownian motions. The distinguishing feature of this process is that its infinitesimal particles can switch…
Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…
We carry out an study of the Brox diffusion with killing. It turns out that when leaving fixed the environment one is able to recast some theory of diffusion and differential operators to deal with the ill-posed generator of the Brox…
We investigate several fundamental properties of kinetic Langevin processes in $\mathbb{R}^{2d}$, defined as solutions to the following system: $$dx\_t = v\_t \, dt, \qquad dv\_t = \mathbf{B}(x\_t, v\_t) \, dt + dL\_t$$ where $(L\_t, t \ge…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…