Related papers: Regularity of transition densities and ergodicity …
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…
The study of pattern-forming instabilities in reaction-diffusion systems on growing or otherwise time-dependent domains arises in a variety of settings, including applications in developmental biology, spatial ecology, and experimental…
We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…
We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then the strong Feller properties of these processes are…
We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with $\alpha\in(1,2)$. Explicit lower bounds for ergodic convergence rates are given.
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…
We consider the statistics of density number of filaments for the propagation of a laser beam subjected to multiple filamentation in a closed area with reflecting boundaries. Dissipation arrests the catastrophic collapse of filaments,…
The goal of this article is to investigate infinite dimensional affine diffusion processes on the canonical state space. This includes a derivation of the corresponding system of Riccati differential equations and an existence proof for…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We demonstrate the existence of an anomalous structure in the data on the diffractive elastic scattering of hadrons at high energies and small momentum transfer. We analyze five sets of experimental data on $p(\overline{p})-p $ scattering…
We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^\alpha$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…