Related papers: Dirichlet form approach to diffusions with discont…
In this paper, we are concerned with polymer models based on $\alpha$-stable processes, where $\alpha\in (\frac{d}{2},d\wedge 2)$ and $d$ stands for dimension. They are attached with a delta potential at the origin and the associated Gibbs…
To study diffusion processes on the p-Wasserstein space $\mathscr P_p$ for $p\in [1,\infty)$ over a separable, reflexive Banach space $X$, we present a criterion on the quasi-regularity of Dirichlet forms in $L^2(\mathscr P_p,\Lambda)$ for…
The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…
In an earlier paper, we studied solutions g to convolution equations of the form a_d*g^{*d}+a_{d-1}*g^{*(d-1)}+...+a_1*g+a_0=0, where a_0, ..., a_d are given arithmetic functions associated with Dirichlet series which converge on some right…
We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established…
We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
A systematic theory for the diffusion--limited reaction processes $A + A \to 0$ and $A \to (m+1) A$ is developed. Fluctuations are taken into account via the field--theoretic dynamical renormalization group. For $m$ even the mean field rate…
The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…
We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
Let $q\ge3$ be an integer, $\chi$ denote a Dirichlet character modulo $q$, for any real number $a\ge 0$, we define the generalized Dirichlet $L$-functions $$ L(s,\chi,a)=\sum_{n=1}^{\infty}\frac{\chi(n)}{(n+a)^s}, $$ where $s=\sigma+it$…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
The metrical theory of the product of consecutive partial quotients is associated with the uniform Diophantine approximation, specifically to the improvements to Dirichlet's theorem. Achieving some variant forms of metrical theory in…