Related papers: A functional limit theorem for additive functional…

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…

We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…

In this work we investigate the possibility of using the reflection algebra as a source of functional equations. More precisely, we obtain functional relations determining the partition function of the six-vertex model with domain-wall…

We discuss reflection factors for purely elastic scattering theories and relate them to perturbations of specific conformal boundary conditions, using recent results on exact off-critical g-functions. For the non-unitary cases, we support…

In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…

We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…

We consider the so-called Dickman subordinator, whose Levy measure has density 1/x restricted to the interval (0,1). The marginal density of this process, known as the Dickman function, appears in many areas of mathematics, from number…

Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…

We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…

We construct an explicit Lyapunov function for scalar parabolic reaction-advection-diffusion equations under periodic boundary conditions. We assume the nonlinearity is even in the advection term. We follow a method originally suggested by…

I calculate the limitations on the widely-used forward-only (uni-directional) propagation assumption by considering the effects of transverse effects (e.g. diffraction). The starting point is the scalar second order wave equation, and…

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

Conformal field theory (CFT) dispersion relations reconstruct correlators in terms of their double discontinuity. When applied to the crossing equation, such dispersive transforms lead to sum rules that suppress the double-twist sector of…

In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…