Related papers: Captive Jump Processes
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…
A recent experiment by Minev et. al [arXiv:1803.00545] demonstrated that in a dissipative (artificial) 3-level atom with strongly intermittent dynamics it is possible to "catch and reverse" a quantum jump "mid-flight": by the conditional…
Stochastic hybrid systems are dynamic systems that undergo both random continuous-time flows and random discrete jumps. Depending on how randomness is introduced into the continuous dynamics, discrete transitions, or both, stochastic hybrid…
Glass-forming materials are characterized by an intermittent motion at the microscopic scale. Particles spend most of their time rattling within the cages formed by their neighbors, and seldom jump to a different cage. In molecular glass…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
This paper analyses the impact of collisions in a system of $N$ identical hard-core particles driven according to a velocity jump process. The physical space is essentially a channel in $\mathbb{R}$ with a probability of occupants being…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…
We study a binary Lennard-Jones system below the glass transition with molecular dynamics simulations. To investigate the dynamics we focus on events ("jumps") where a particle escapes the cage formed by its neighbors. Using single particle…
The statistical properties of infrequent particle displacements, greater than a certain distance, is known as jump dynamics in the context of structural glass formers. We generalize the concept of jump to the case of a spin glass, by…
We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…
We provide a general probabilistic framework within which we establish scaling limits for a class of continuous-time stochastic volatility models with self-exciting jump dynamics. In the scaling limit, the joint dynamics of asset returns…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…
The misanthrope process is a class of stochastic interacting particle systems, generalizing the simple exclusion process. It allows each site of the lattice to accommodate more than one particle. We consider a special case of the one…