Related papers: Branching random walk solutions to the Wigner equa…

Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…

We consider quantum random walks in an infinite-dimensional phase space constructed using Weyl representation of the coordinate and momentum operators in the space of functions on a Hilbert space which are square integrable with respect to…

We consider a new model of a branching random walk on a multidimensional lattice with continuous time and one source of particle reproduction and death, as well as an infinite number of sources in which, in addition to the walk, only…

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…

By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023),…

We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}\epsilon_j N_j$, where $N_j$ is the…

Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like…

Lock step walker model is a one-dimensional integer lattice walker model in discrete time. Suppose that initially there are infinitely many walkers on the non-negative even integer sites. At each tick of time, each walker moves either to…

We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…

We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

We consider a branching random walk on a multi($Q$)-type, supercritical Galton-Watson tree which satisfies Kesten-Stigum condition. We assume that the displacements associated with the particles of type $Q$ have regularly varying tails of…

We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…

We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…

We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial differential equations and prove the Harnack inequality for…

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

We study a nonlocal version of the two-phase Stefan problem, which models a phase transition problem between two distinct phases evolving to distinct heat equations. Mathematically speaking, this consists in deriving a theory for…

The analysis of a physical problem simplifies considerably when one uses a suitable coordinate system. We apply this approach to the discrete-time quantum walks with coins given by $2j+1$-dimensional Wigner rotation matrices (Wigner walks),…

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…