Related papers: Rescaling the spatial lambda Fleming-Viot process …
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…
In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model, introduced by Etheridge and Fleischmann [Stochastic Process. Appl. 114 (2004) 127--160] into two regimes. Using…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
Previous work in the literature had built a formalism for spatially averaged equations for the scale factor, giving rise to an averaged Raychaudhuri equation and averaged Hamiltonian constraint, which involve a backreaction source term. The…
In recent years, a growing momentum has been gained by the emergent gravity framework. Within the latter, the very concepts of geometry and gravitational interaction are not seen as elementary aspects of Nature but rather as collective…
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(\pm T)=0 conditioned to stay above the semicircle c_T(t)=\sqrtT^2-t^2. In the limit of large T, the fluctuation scale of b(t)-c_T(t) is T^{1/3} and its…
We introduce a designer approach for extended Brans-Dicke gravity that allows us to obtain the evolution of the scalar field by fixing the Hubble parameter to that of a $w$CDM model. We obtain analytical approximations for $\phi$ as a…
We construct and describe the extremal process for variable speed branching Brownian motion, studied recently by Fang and Zeitouni, for the case of piecewise constant speeds; in fact for simplicity we concentrate on the case when the speed…
A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe…
We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…
A (n + 1)-dimensional Einstein-Gauss-Bonnet (EGB) model is considered. For diagonal cosmological-type metrics, the equations of motion are reduced to a set of Lagrange equations. The effective Lagrangian contains two "minisuperspace"…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
Systems exhibiting the Hilbert-space fragmentation are nonergodic, and their Hamiltonians decompose into exponentially many blocks in the computational basis. In many cases, these blocks can be labeled by eigenvalues of statistically…
The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…
A super-Brownian motion in two and three dimensions is constructed where "particles" give birth at a higher rate, if they approach the origin. Via a log-Laplace approach, the construction is based on Albeverio et al. (1995) who calculated…
In this article, we present a fermionic extension of the scalar Born-Infeld equation, which has been derived from the Nambu-Goto superstring action in (2+1) dimensions through the Cartesian parameterization. It is demonstrated that in the…