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A model for autonomous feedback control of particle transport through a large number of channels is introduced. Interactions among the particles can lead to a strong suppression of fluctuations in the particle number statistics. Within a…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
The non-Markovianity of open quantum system dynamics is often associated with the bidirectional interchange of information between the system and its environment, and it is thought to be a resource for various quantum information tasks. We…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
A small quantum scattering system (the microsystem) is studied in interaction with a large quantum system (the macrosystem) described by unknown stochastic variables. The interaction between the two systems is diagonal for the microsystem…
The present paper is devoted to the study of a simple model of interacting electrons in a random background. In a large interval $\Lambda$, we consider $n$ one dimensional particles whose evolution is driven by the Luttinger-Sy model, i.e.,…
We investigate the dynamics of continuous-time two-particle quantum walks on a one-dimensional noisy lattice. Depending on the initial condition, we show how the interplay between particle indistinguishability and interaction determines…
A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…
The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…