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For an Ornstein-Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is remarkable and can be extended to investigate…

Probability · Mathematics 2016-03-25 Jiang Zhou , Lan Wu

Superdiffusions corresponding to differential operators of the form $\LL u+\beta u-\alpha u^{2}$ with large mass creation term $\beta$ are studied. Our construction for superdiffusions with large mass creations works for the branching…

Probability · Mathematics 2017-06-30 Zhen-Qing Chen , Janos Englander

In this work, we study asymptotics of the genealogy of Galton-Watson processes. Thus we consider a offspring distribution such that the rescaled Galton-Watson processes converges to a continuous state branching process (CSBP) with jumps.…

Probability · Mathematics 2017-06-20 Ibrahima Drame , Etienne Pardoux

We study an open-boundary version of the on-off zero-range process introduced in Hirschberg et al. [Phys. Rev. Lett. 103, 090602 (2009)]. This model includes temporal correlations which can promote the condensation of particles, a situation…

Statistical Mechanics · Physics 2015-08-25 Massimo Cavallaro , Raúl J. Mondragón , Rosemary J. Harris

We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The…

Probability · Mathematics 2012-12-24 M. C. Fittipaldi , J. Fontbona

It is well known that, starting with finite mass, the super-Brownian motion dies out in finite time. The goal of this article is to show that with some additional work, one can prove finite time die-out for two types of systems of…

Probability · Mathematics 2015-06-26 C. Mueller , E. Perkins

In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on $-\infty\leq a<b\leq \infty$ in terms of their ability to access the boundary (Feller's test for explosions) and to enter the interior from the…

Probability · Mathematics 2020-01-22 Leif Doering , Andreas E. Kyprianou

The aim of this paper is to apply the modified potential well method and some new differential inequalities to study the asymptotic behavior of solutions to the initial homogeneous $\hbox{Neumann}$ problem of a nonlinear diffusion equation…

Analysis of PDEs · Mathematics 2020-09-11 Bin Guo , Jingjing Zhang , Menglan Liao

We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…

Probability · Mathematics 2012-07-03 Leonid Koralov , Stanislav Molchanov

Spatially dependent birth-death processes can be modelled by kinetic models such as the BBGKY hierarchy. Diffusion in infinite dimensional systems can be modelled with Brownian motion in Hilbert space. In this work Doi field theoretic…

Mathematical Physics · Physics 2020-10-28 Chris D Greenman

We study a continuous time Mutually Catalytic Branching model on the $\mathbb{Z}^{d}$. The model describes the behavior of two different populations of particles, performing random walk on the lattice in the presence of branching, that is,…

Probability · Mathematics 2026-01-14 Alexandra Jamchi Fugenfirov , Leonid Mytnik

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

We study quasi-stationary distribution of the continuous-state branching process with competition introduced in Berestycki, Fittipaldi and Fontbona\ (Probab. Theory Relat. Fields, 2018). This process is constructed as the unique strong…

Probability · Mathematics 2023-08-29 Pei-Sen Li , Jian Wang , Xiaowen Zhou

A study of the gas dynamics of a dilute collection of the inelastically colliding hard spheres is presented. When diffusive processes are neglected the gas density blows up in a finite time. The blowup is the mathematical expression for one…

Soft Condensed Matter · Physics 2008-12-09 Itzhak Fouxon

We consider a model of cell motion with boundary signal production which describes some aspects of eukaryotic cell migration. Generic polarity markers located in the cell are transported by actin which they help to polymerize. This leads to…

Analysis of PDEs · Mathematics 2025-04-30 Nicolas Meunier , Philippe Souplet

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

Probability · Mathematics 2015-04-21 Vladimir Vatutin , Elena Dyakonova

We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…

Computational Finance · Quantitative Finance 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

For a Dawson-Watanabe superprocess $X$ on $\mathbb{R}^d$, it is shown in Perkins (1990) that if the underlying spatial motion belongs to a certain class of L\'evy processes that admit jumps, then with probability one the closed support of…

Probability · Mathematics 2023-12-08 Jieliang Hong , Leonid Mytnik

For a Dawson-Watanabe superprocess $X$ on $\mathbb{R}^d$, it is shown in Perkins (1990) that if the underlying spatial motion belongs to a certain class of L\'evy processes that admit jumps, then with probability one the closed support of…

Probability · Mathematics 2023-12-08 Jieliang Hong , Leonid Mytnik

Turbulence locally created in laminar pipe flows shows sudden decay or splitting after a stochastic waiting time. In laboratory experiments, the mean waiting time was observed to increase double-exponentially as the Reynolds number (Re)…

Fluid Dynamics · Physics 2021-02-16 Takahiro Nemoto , Alexandros Alexakis
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