Related papers: Shot-down stable processes
Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…
We consider shot-noise processes with an impulse response written in terms of the logarithm of the ratio between current and event time (instead of the usual absolute time difference). We study its finite-time properties as well as its weak…
The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…
We consider a metric measure space with a local regular Dirichlet form. We establish necessary and sufficient conditions for upper heat kernel bounds with sub-diffusive space-time exponent to hold. This characterization is stable under…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
An equation describing subdiffusion with possible immobilization of particles is derived by means of the continuous time random walk model. The equation contains a fractional time derivative of Riemann--Liouville type which is a…
The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of central heavy ion reactions are parameterized in terms of time dependent thermodynamical variables in the Fermi liquid sense. This allows one to…
In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during…
It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…
The dynamical transition occurring in spin-glass models with one step of Replica-Symmetry-Breaking is a mean-field artifact that disappears in finite systems and/or in finite dimensions. The critical fluctuations that smooth the transition…
For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators…
We study the hydrodynamic and the hydrostatic behavior of the Simple Symmetric Exclusion Process with \emph{slow boundary}. The term \emph{slow boundary} means that particles can be born or die at the boundary sites, at a rate proportional…
In this paper we continue our investigation of the potential theory of Markov processes with jump kernels decaying at the boundary. To be more precise, we consider processes in ${\mathbb R}^d_+$ with jump kernels of the form ${\mathcal…
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…
An exactly solvable reaction-diffusion model consisting of first-class particles in the presence of a single second-class particle is introduced on a one-dimensional lattice with periodic boundary condition. The number of first-class…
The objective of this paper is to examine the restriction of a right process on a Radon topological space, excluding a negligible set, and investigate whether the restricted object can induce a Markov process with desirable properties. We…