Related papers: A density for the local time of the Brox diffusion
Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
Existing energy balance models, which estimate maximum droplet spreading, insufficiently capture the droplet spreading from low to high Weber and Reynolds numbers and contact angles. This is mainly due to the simplified definition of the…
For a substance diffusing on a curved surface, we obtain an explicit relation valid for very small values of the time, between the local concentration, the diffusion coefficient, the intrinsic spatial curvature and the time. We recover the…
We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…
An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…
It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion.…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…
Diffusion in the crowded environments of the biological membranes or materials interfaces often involves intermittent binding to surface proteins or defects. To account for this situation we study a 2-dimensional lattice gas in a field of…
We consider the use of the energy density for describing a localization of relativistic particles. This method is consistent with the causality requirements. The related positive operator valued measure is presented. The probability…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
We prove that for a standard Brownian motion, there exists a first-passage-time density function through a locally H\"older continuous curve with exponent greater than 1/2. By using a property of local time of a standard Brownian motion and…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…
We investigate the statistical correlation between the first-reaction time of a diffusing particle and its boundary local time accumulated until the reaction event. Since the reaction event occurs after multiple encounters of the particle…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…