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Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…
Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in the simple exclusion process. We consider here general exclusion…
We consider mean-reverting CIR/CEV processes with delay and jumps used as models on the financial markets. These processes are solutions of stochastic differential equations with jumps, which have no explicit solutions. We prove the…
We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…
In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…
We establish selection of critical pulled fronts in invasion processes. Our result shows convergence to a pulled front with a logarithmic shift for open sets of steep initial data, including one-sided compactly supported initial conditions.…
This paper summarizes results and some open problems about the large-scale and long-time behavior of asymmetric, disordered exclusion and zero-range processes. These processes have randomly chosen jump rates at the sites of the underlying…
In this paper we determine bounds and exact asymptotics of the ruin probability for risk process with arrivals given by a linear marked Hawkes process. We consider the light-tailed and heavy-tailed case of the claim sizes. Main technique is…
The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…
We study the discrete time risk process modelled by the skip-free random walk and we derive the results connected to the ruin probability, such as crossing the fixed level, for this kind of process. We use the method relying on the…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…
This paper focuses on the escape problem of a harmonically-forced classical particle from a purely-quartic truncated potential well. The latter corresponds to various engineering systems that involve purely cubic restoring force and absence…
Variational formulas for the Laplace transform of the exit time from an open set of a Hunt process generated by a regular lower bounded semi-Dirichlet form are established. While for symmetric Markov processes, variational formulas are…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…
In the quest for signatures of coherent transport we consider exciton trapping in the continuous-time quantum walk framework. The survival probability displays different decay domains, related to distinct regions of the spectrum of the…
The problem of estimating the probability of a random process reaching a certain level is well known. In this article, two-sided estimates are established for the probability that a regenerative process reaches a high level. Two auxiliary…
There is a natural connection between two types of recurrence law: hitting times to shrinking targets, and hitting times to a fixed target (usually seen as escape through a hole). We show that for systems which mix exponentially fast, one…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
We start by showing that the finite-time absolute ruin probability in the classical risk model with constant interest force can be expressed in terms of the transition probability of a positive Ornstein-Uhlenbeck type process, say X. Our…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…