Related papers: Superdiffusions with large mass creation --- const…

A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

We introduce beta diffusion, a novel generative modeling method that integrates demasking and denoising to generate data within bounded ranges. Using scaled and shifted beta distributions, beta diffusion utilizes multiplicative transitions…

The Stochastic Burgers Equation (SBE) is a singular, non-linear Stochastic Partial Differential Equation (SPDE) that describes, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with a conserved scalar quantity.…

In this work, the transition between diffusion-limited and ballistic aggregation models was revisited using a model in which biased random walks simulate the particle trajectories. The bias is controlled by a parameter $\lambda$, which…

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Assume that $N_m(x)$ denotes the density of the population at a point $x$ at the beginning of the reproductive season in the $m$th year. We study the following impulsive reaction-diffusion model for any $m\in \mathbb Z^+$…

It is advocated that the superembedding approach is a generic covariant method for the description of superbranes as models of (partial) spontaneous supersymmetry breaking. As an illustration we construct (in the framework of…

We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…

We consider the semilinear diffusion equation $\partial$ t u = Au + |u| $\alpha$ u in the half-space R N + := R N --1 x (0, +$\infty$), where A is a linear diffusion operator, which may be the classical Laplace operator, or a fractional…

We consider the initial value problem for the thermal-diffusive combustion systems of the form: $u_{1,t}= Delta_{x}u_1 - u_1 u_2^m$, $u_{2,t}= d Delta_{x} u_2 + u_1 u_2^m$, $x in R^{n}$, $n geq 1$, $m geq 1$, $d > 1$, with bounded uniformly…

The Cambrian explosion of easily accessible pre-trained diffusion models suggests a demand for methods that combine multiple different pre-trained diffusion models without incurring the significant computational burden of re-training a…

The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

Denoising Diffusion Probabilistic Models (DDPMs) provide the foundation for the recent breakthroughs in generative modeling. Their Markovian structure makes it difficult to define DDPMs with distributions other than Gaussian or discrete. In…

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

Diffusion-Limited Aggregation (DLA), the canonical model for non-equilibrium fractal growth, emerges from the simple rule of irreversible attachment by random walkers. Despite four decades of study, a unified computational framework…

We study the blow-up dynamics for the $L^2$-critical focusing half-wave equation on the real line, a nonlocal dispersive PDE arising in various physical models. As in other mass-critical models, the ground state solution becomes a threshold…

We build blowing-up solutions to the critical elliptic system with Neumann boundary condition, \begin{equation*} \begin{cases} -\Delta u_1 + \lambda u_1 = u_1^{3} -\beta u_1u_2^2 & \text{in } \Omega, -\Delta u_2 + \lambda u_2 = u_2^{3}…