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The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
We derive a quantitative version of the hydrodynamic limit for an interacting particle system inspired by integrate-and-fire neuron models. More precisely, we show that the $L^2$-speed of convergence of the empirical density of states in a…
In this paper we introduce a PDE system which aims at describing the dynamics of a dispersed phase of particles moving into an incompressible perfect fluid, in two space dimensions. The system couples a Vlasov-type equation and an…
We calculate the diffusion coefficient of an active tracer in a schematic crowded environment, represented as a lattice gas of passive particles with hardcore interactions. Starting from the master equation of the problem, we put forward a…
We investigate Turing instability and pattern formation in two-dimensional domains for two reaction-diffusion models, obtained as diffusive limits of kinetic equations for mixtures of monatomic and polyatomic gases. The first model is of…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
By combining methods of kinetic and density functional theory, we present a description of molecular fluids which accounts for their microscopic structure and thermodynamic properties as well as for the hydrodynamic behavior. We focus on…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
The method of distributions is developed for systems that are governed by hyperbolic conservation laws with stochastic forcing. The method yields a deterministic equation for the cumulative density distribution (CDF) of a system state,…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…