Related papers: Shot-down stable processes
We report on a complex zero-temperature decay channel of a classical object in a metastable state coupled to a quantum degree of freedom. This setting can be realized in a dc-SQUID where both Josephson-junctions have identical critical…
In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
We study slow dynamics of particles moving in a matrix of immobile obstacles using molecular dynamics simulations. The glass transition point decreases drastically as the obstacle density increases. At higher obstacle densities, the…
A subordinate Brownian motion is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is $-\phi(-\Delta)$, where…
In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side…
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…
The reformulation of the mode-coupling theory (MCT) of the liquid-glass transition which incorporates the element of metastability is applied to the hard-sphere system. It is shown that the glass transition in this system is not a sharp one…
A theoretical description of quantum mechanical steady states is developed. Applications for simple quantum mechanical systems described in terms of coupled level structures yield a formulation equivalent to time independent scattering…
We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…
An up-down chain is a Markov chain in which each transition is a two-step process that moves up to a larger object and then back down to an object of the original size. The first goal of this paper is to present a general framework for…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
In this paper, we shall consider the killing transform induced by a multiplicative functional on regular Dirichlet subspaces of a fixed Dirichlet form. Roughly speaking, a regular Dirichlet subspace is a closed subspace with Dirichlet and…
We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
We present a scheme for simulating conditioned semimartingales taking values in Riemannian manifolds. Extending the guided bridge proposal approach used for simulating Euclidean bridges, the scheme replaces the drift of the conditioned…
On the unit square, we introduce a method for accurately computing source-neutral Green's functions of the fractional Laplacian operator with either periodic or homogeneous Neumann boundary conditions. This method involves analytically…