Related papers: On a Feynman-Kac approach to growth-fragmentation …
The growth-fragmentation equation models systems of particles that grow and reproduce as time passes. An important question concerns the asymptotic behaviour of its solutions. Bertoin and Watson ($2018$) developed a probabilistic approach…
The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…
Growth-fragmentation processes describe the evolution of systems of cells which grow continuously and fragment suddenly; they are used in models of cell division and protein polymerisation. Typically, we may expect that in the long run, the…
The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…
Methods were initiated by Mark Kac and Richard Feynman to evaluate random functionals of the form $\int^t_0V(X_s)ds$ for a nonnegative $V$ and a Markov process $X_t$. Their results evolved into the well known Feynman Kac formula.…
In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…
We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…
In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of…
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial…
We study a variant of the Cucker-Smale system with distributed reaction delays. Using backward-forward and stability estimates on the quadratic velocity fluctuations we derive sufficient conditions for asymptotic flocking of the solutions.…
In this note, we give an estimate for the dimension of the image of the unit circle under a quasiconformal mapping whose dilatation has small support. We also prove an analogous estimate for the rate of growth of a solution of a…
We study a size-structured population model in which individual cells grow at a rate determined by a fluctuating internal variable (e.g., gene expression levels). Many previous models of phenotypically heterogeneous populations can be…
The Feynman-Kac formula provides a way to understand solutions to elliptic partial differential equations in terms of expectations of continuous time Markov processes. This connection allows for the creation of numerical schemes for…