Related papers: On occupation times of one-dimensional diffusions
We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation…
Diffusion generative models have recently been applied to domains where the available data can be seen as a discretization of an underlying function, such as audio signals or time series. However, these models operate directly on the…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term function, then the (matrix-valued) diffusion function given…
The dispersion phenomenon of mass and heat transport in oscillatory flows has wide applications in environmental, physiological and microfluidic flows. The method of concentration moments is a powerful theoretical tool for analyzing…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We reexamine several issues related to the physics of scaling in electron scattering from nuclei. A basic model is presented in which an assumed form for the momentum distribution having both long- and short-range contributions is…
We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
We analyze the time reversed dynamics of generative diffusion models. If the exact empirical score function is used in a regime of large dimension and exponentially large number of samples, these models are known to undergo transitions…
We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…
In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative L\'evy processes. New analytical identities for scale functions are derived and therefore the results are…
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…