Related papers: Captive Jump Processes
In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
Confined granular fluids, placed in a shallow box that is vibrated vertically, can achieve homogeneous stationary states thanks to energy injection mechanisms that take place throughout the system. These states can be stable even at high…
Monitored quantum many-body systems display a rich pattern of entanglement dynamics, which is unique to this non-unitary setting. This work studies the effect of quantum jumps on the entanglement dynamics beyond the no-click limit…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
We explore air invasion in an initially water-filled dead-end compliant microchannel containing a constriction. The phenomenon is driven by the pervaporation of the liquid present in the channel through the surrounding medium. The…
By exploiting the complexity intrinsic to quantum dynamics, quantum technologies promise a whole host of computational advantages. One such advantage lies in the field of stochastic modelling, where it has been shown that quantum stochastic…
We uncover a dynamical entanglement transition in a monitored quantum system that is heralded by a local order parameter. Classically, chaotic systems can be stochastically controlled onto unstable periodic orbits and exhibit controlled and…
A simple fluid, described by point-like particles interacting via the Lennard-Jones potential, is considered under confinement in a slit geometry between two walls at distance Lz apart for densities inside the vapor-liquid coexistence…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
Integrable systems possess stable families of quasiparticles, which are composite objects (bound states) of elementary excitations. Motivated by recent quantum computer experiments, we investigate bound-state transport in the spin-$1/2$…
This paper is devoted to studying an infinite time horizon stochastic recursive control problem with jumps, where infinite time horizon stochastic differential equation and backward stochastic differential equation with jumps describe the…
We describe how to characterize dynamical phase transitions in open quantum systems from a purely dynamical perspective, namely, through the statistical behavior of quantum jump trajectories. This approach goes beyond considering only…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…