Related papers: Support theorem for pinned diffusion processes
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.
Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…
We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
I review the Feynman-Wiener path-integral formalism for diffusion with drift and jumps.
We study the effective diffusion constant of a Brownian particle linearly coupled to a thermally fluctuating scalar field. We use a path integral method to compute the effective diffusion coefficient perturbatively to lowest order in the…
Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Stochastic non-local conservation law equation in the presence of discontinuous flux functions is considered in an $L^{1}\cap L^{2}$ setting. The flux function is assumed bounded and integrable (spatial variable). Our result is to prove…
We introduce a simple but powerful technique to study processes driven by two or more reinforcement mechanisms in competition. We apply our method to two types of models: to non conservative zero range processes on finite graphs, and to…
Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee's novel use of Stein's method…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…
We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…
We study structural relaxation of colloidal hard spheres undergoing Brownian motion using dynamical density functional theory. Contrary to the partial linearization route [Stopper {\em et al.}, Phys. Rev. E {\bf 92}, 022151 (2015)] which…