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We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
By working with the periodic resolvent kernel and Bloch-decomposition, we establish pointwise bounds for the Green function of the linearized equation associated with spatially periodic traveling waves of a system of reaction diffusion…
We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…
In this paper, we solve explicitly the optimal stopping problem with random discounting and an additive functional as cost of observations for a regular linear diffusion. We also extend the results to the class of one-sided regular Feller…
We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…
In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this…
Graph burning is one model for the spread of memes and contagion in social networks. The corresponding graph parameter is the burning number of a graph $G$, written $b(G)$, which measures the speed of the social contagion. While it is…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
Starting from a unit mass on a vertex of a graph, we investigate the minimum number of "\emph{controlled diffusion}" steps needed to transport a constant mass $p$ outside of the ball of radius $n$. In a step of a controlled diffusion…
We rehearse the physical and theoretical considerations that define the nature of Brown Dwarfs, in particular the maximum mass for a Brown Dwarf (set by the Hydrogen-Burning Limit) and the minimum mass for a Brown Dwarf (set by the Opacity…
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
Light transport in superdiffusive media of finite size is studied theoretically. The intensity Green's function for a slab geometry is found by discretizing the fractional diffusion equation and employing the eigenfunction expansion method.…
Understanding the spread of infectious diseases requires integrating movement, physical constraints, and spatial configurations into epidemiological models. In this study, we investigate how particle diffusivity, hardcore interactions, and…
Two stochastic models of susceptible/infected/removed (SIR) type are introduced for the spread of infection through a spatially-distributed population. Individuals are initially distributed at random in space, and they move continuously…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…