Related papers: Darboux Transformation of Diffusion Processes
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
In this paper we give a method to obtain Darboux transformations (DTs) of integrable equations. As an example we give a DT of the dispersive water wave equation. Using the Miura map, we also obtain the DT of the Jaulent-Miodek equation.…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
A version of the iterated B\"acklund-Darboux transformation, where Darboux matrix takes a form of the transfer matrix function from the system theory, is constructed for the discrete canonical system and Non-Abelian Toda lattice. Results on…
With this paper we begin an investigation of difference schemes that possess Darboux transformations and can be regarded as natural discretizations of elliptic partial differential equations. We construct, in particular, the Darboux…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
This chapter shows how toroidal diffusions are convenient methodological tools for modelling protein evolution in a probabilistic framework. The chapter addresses the construction of ergodic diffusions with stationary distributions equal to…
We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…
We study Darboux transformations for the two boson (TB) hierarchy both in the scalar as well as in the matrix descriptions of the linear equation. While Darboux transformations have been extensively studied for integrable models based on…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
The nonlocal Darboux transformation of the two - dimensional stationary Schr\"odinger equation is considered and its relation to the Moutard transformation is established. It is shown that a special case of the nonlocal Darboux…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
The standard binary Darboux transformation is investigated and is used to obtain quasi-Grammian multisoliton solutions of the generalized coupled dispersionless integrable system.
We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…
Darboux transformations for linear operators on regular two dimensional lattices are reviewed. The six point scheme is considered as the master linear problem, whose various specifications, reductions, and their sublattice combinations lead…
In [1], a generalized type of Darboux transformations defined in terms of a twisted derivation was constructed in a unified form. Such twisted derivations include regular derivations, difference operators, superderivatives and…
The general approach to chain equations derivation for the function generated by a Miura transformation analog is developing to account evolution (second Lax equation) and illustrated for Sturm-Liouville differential and difference…
In this thesis we study the Darboux transformations related to particular Lax operators of NLS type which are invariant under the action of the so-called reduction group. Specifically, we study the cases of: 1) the nonlinear Schr\"odinger…
The n-fold Darboux transformation (DT) is a 2\times2 matrix for the Kaup-Newell (KN) system. In this paper,each element of this matrix is expressed by a ratio of $(n+1)\times (n+1)$ determinant and $n\times n$ determinant of eigenfunctions.…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…