Related papers: Efficiency functionals for the L\'evy flight forag…
Avanzi et al. (2016) recently studied an optimal dividend problem where dividends are paid both periodically and continuously with different transaction costs. In the Brownian model with Poissonian periodic dividend payment opportunities,…
Recently, anomalous superdiffusion of ultra cold 87Rb atoms in an optical lattice has been observed along with a fat-tailed, L\'evy type, spatial distribution. The anomalous exponents were found to depend on the depth of the optical…
In the spirit of [Surya07'], we develop an average problem approach to prove the optimality of threshold type strategies for optimal stopping of L\'evy models with a continuous additive functional (CAF) discounting. Under spectrally…
The efficiency of a Brownian particle moving in periodic potential in the presence of asymmetric unbiased fluctuations is investigated. We found that there is a regime where the efficiency can be a peaked function of temperature, which…
We explore the complex dynamical behavior of two simple predator-prey models of biological coevolution that on the ecological level account for interspecific and intraspecific competition, as well as adaptive foraging behavior. The…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
We present a novel model of stochastic differential equations for foraging behavior of fish schools in space including obstacles. We then study the model numerically. Three configurations of space with different locations of food resource…
We study Markovian continuous-time random walk models for L\'evy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
This paper investigates the dynamical behaviors of a Holling type I Leslie-Gower predator-prey model where the predator exhibits an Allee effect and is subjected to constant harvesting. The model demonstrates three types of equilibrium…
We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…
We explore the complex dynamical behavior of simple predator-prey models of biological coevolution that account for interspecific and intraspecific competition for resources, as well as adaptive foraging behavior. In long kinetic Monte…
We use the optimal foraging theory to study coexistence between two plant species and a generalist pollinator. We compare conditions for plant coexistence for non-adaptive vs. adaptive pollinators that adjust their foraging strategy to…
The dynamic problem of enclosing an expanding fire can be modelled by a discrete variant in a grid graph. While the fire expands to all neighbouring cells in any time step, the fire fighter is allowed to block $c$ cells in the average…
Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also…
We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…
The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
We propose a novel predator-prey model that integrate two ecologically significant mechanisms: the Allee effect in the prey population and cooperative hunting behavior among predators. Building upon the Rosenzweig-MacArthur framework, our…
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential functionals, which have been discussed in the first part. Pricing…