Related papers: Krylov-Safonov estimates for a degenerate diffusio…
Diffusion over a network refers to the phenomenon of a change of state of a cross-sectional unit in one period leading to a change of state of its neighbors in the network in the next period. One may estimate or test for diffusion by…
A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We are concerned with a class of degenerate diffusion equations with time delay describing population dynamics with age structure. In our recent study [{\em Nonlinearity}, 33 (2020), 4013--4029], we established the existence and uniqueness…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We consider chains of one-dimensional, piecewise linear, chaotic maps with uniform slope. We study the diffusive behaviour of an initially nonuniform distribution of points as a function of the slope of the map by solving Frobenius-Perron…
We study chaotic plane sections of some particular family of triply periodic surfaces. The question about possible behavior of such sections was posed by S. P. Novikov. We prove some estimations on the diffusion rate of these sections using…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
We establish Krylov-Safonov type H\"older regularity theory for solutions to quite general discrete dynamic programming equations or equivalently discrete stochastic processes on random geometric graphs. Such graphs arise for example from…
We consider pattern spaces of aperiodic and repetitive Delone sets of finite local complexity. These spaces are compact metric spaces and constitute a special class of foliated spaces. We define new Sobolev spaces with respect to the unique…
It is widely known that the paradigmatic Chirikov-Taylor model presents enhanced diffusion for specific intervals of its stochasticity parameter due to islands of stability, which are elliptic orbits surrounding accelerator mode fixed…
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…
In this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian $L$ as a product $f(L^T) \boldsymbol{b}$, where $f$ is a…
We consider the limit of solutions of scaled linear kinetic equations with a reflection-transmission-absorption condition at the interface. Both the coefficient describing the probability of absorption and the scattering kernel degenerate.…
We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…