Related papers: Explicit local density bounds for It\^o-processes …

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

There are two distinct regimes commonly used to model traveling waves in stratified water: continuous stratification, where the density is smooth throughout the fluid, and layer-wise continuous stratification, where the fluid consists of…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

We prove an upper bound on the diffusivity of a general local and translation invariant quantum Markovian spin system: $D \leq D_0 + \left(\alpha \, v_\text{LR} \tau + \beta \, \xi \right) v_\text{C}$. Here $v_\text{LR}$ is the…

We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…

We consider Brox's model: a one-dimensional diffusion in a Brownian potential W. We show that the normalized local time process (L(t;m_(log t) + x)=t; x \in R), where m_(log t) is the bottom of the deepest valley reached by the process…

We establish the Lipschitz regularity of the a priori bounded local minimizers of integral functionals with non autonomous energy densities satisfying non standard growth conditions under a sharp bound on the gap between the growth and the…

We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…

This paper focuses on a drift-diffusion system subjected to boundedly non dissipative Robin boundary conditions. A general existence result with large initial conditions is established by using suitable L1, L2 and trace estimates. Finally,…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

An invertible function is bi-Lipschitz if both the function and its inverse have bounded Lipschitz constants. Nowadays, most Normalizing Flows are bi-Lipschitz by design or by training to limit numerical errors (among other things). In this…

This paper investigates the elastic scattering by unbounded deterministic and random rough surfaces, which both are assumed to be graphs of Lipschitz continuous functions. For the deterministic case, an a priori bound explicitly dependent…

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

We consider the problem of nonparametric estimation of the drift of a continuously observed one-dimensional diffusion with periodic drift. Motivated by computational considerations, van der Meulen e.a. (2014) defined a prior on the drift as…

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…

We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…