Related papers: Description of random fields by systems of conditi…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…
Spatial random permutations were originally studied due to their connections to Bose-Einstein condensation, but they possess many interesting properties of their own. For random permutations of a regular lattice with periodic boundary…
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
We study transmission problems with free interfaces from one random medium to another. Solutions are required to solve distinct partial differential equations, $\mbox{L}_{+}$ and $\mbox{L}_{-}$, within their positive and negative sets…
We address the dynamics of adsorbed molecules (a fundamental issue in surface physics) within the framework of a Master Equation scheme, and study the diffusion of particles in a finite cubic lattice whose boundaries are at the $z=1$ and…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
Motion in bounded domains represents a paradigm in several settings: from billiard dynamics, to random walks in a finite lattice, with applications to relevant physical, ecological and biological problems. A remarkable universal property,…
Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
We consider an infinite system of particles in one dimension, each particle performs independant Sinai's random walk in random environment. Considering an instant $t$, large enough, we prove a result in probability showing that the…
The phase diagram and the thermodynamics of the random field Ising model (RFIM) defined on a family of diamond hierarchical lattices of arbitrary dimension and scaling factor $b=2$ is investigated. The phase diagram is studied considering…
We consider the class of control systems where the differential equation, state and control system are described by polynomials. Given a set of trajectories and a class of Lagrangians, we are interested to find a Lagrangian in this class…
In this paper, we consider the inverse problem of determining some coefficients within a coupled nonlinear parabolic system, through boundary observation of its non-negative solutions. In the physical setup, the non-negative solutions…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We examine problem of existence of stationary random fields with linear regressions and quadratic conditional variances, introduced by Bryc in "Stationary random fields with linear regressions" (Annals of Probability 29, No. 1, 504-519).…
We continue the study of the fine properties of sets having locally finite distributional fractional perimeter. We refine the characterization of their blow-ups and prove a Leibniz rule for the intersection of sets with locally finite…
For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…