Related papers: Ergodic Density Estimates for some diffusion proce…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…
We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…
We study the ergodic control problem for a class of jump diffusions in $\mathbb{R}^d$, which are controlled through the drift with bounded controls. The Levy measure is finite, but has no particular structure; it can be anisotropic and…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the…
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…
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…
Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
For an ergodic hyperbolic measure $\omega$ of a $C^{1+{\alpha}}$ diffeomorphism, there is an $\omega$ full-measured set $\tilde\Lambda$ such that every nonempty, compact and connected subset $V$ of $\mathbb{M}_{inv}(\tilde\Lambda)$…
Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
A well-known question in planar first-passage percolation concerns the convergence of the empirical distribution of weights as seen along geodesics. We demonstrate this convergence for an explicit model, directed last-passage percolation on…
In this paper, we study the number of ergodic measures of maximal entropy for partially hyperbolic diffeomorphisms defined on $3-$torus with compact center leaves. Assuming the existence of a periodic leaf with Morse-Smale dynamics we prove…
For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.