Related papers: A functional limit theorem for additive functional…

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

We study how the resolvent-family of a diffusion behaves, as thedrift grows to infinity. The limit turns out to be a selfadjoint pseudo-resolvent.After reduction of the underlying Hilbert-space, this pseudo-resolvent becomesa resolvent to a…

We prove results concerning the behavior of Hodge ideals under restriction to hypersurfaces or fibers of morphisms, and addition. The main tool is the description of restriction functors for mixed Hodge modules by means of the…

We consider heavy-tailed observables maximised on a dynamically defined Cantor set and prove convergence of the associated point processes as well as functional limit theorems. The Cantor structure, and its connection to the dynamics,…

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

Diffusion is a dissipative transport phenomenon ubiquitously present in nature. Its details can now be analysed with modern effective field theory (EFT) techniques that use the closed-time-path (or Schwinger-Keldysh) formalism. We discuss…

We define the notion of an indexed profunctor over a 2-category, and use it to develop an abstract theory of limits. The theory subsumes (conical) limits, weighted limits, ends and Kan extensions. Results include an abstract version of the…

The Skorokhod reflection was used in 1961 to create a reflected diffusion on the half-line. Later, it was used for processes with jumps such as reflected L\'evy processes. Like a Brownian motion, which is a weak limit of random walks,…

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

We expand upon a new theoretical framework for Diffusion Limited Aggregation and associated Dielectric Breakdown Models in two dimensions [R. C. Ball and E. Somfai, Phys. Rev. Lett. 89, 135503 (2002)]. Key steps are understanding how these…

Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…

We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…

We consider the hard-edge scaling of the Mittag-Leffler ensemble confined to a fixed disk inside the droplet. Our primary emphasis is on fluctuations of rotationally-invariant additive statistics that depend on the radius and thus give rise…

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

We investigate the properties of an abstract family of advection diffusion equations in the context of the fractional Laplacian. Two independent diffusion parameters enter the system, one via the constitutive law for the drift velocity and…

In this paper, we introduce the Levy density function as the limit of a generalized Mittag-Leffler density function. The fractional integral equation for the generalized Mittag-Leffler density function is also given. And the role of the…

We consider a diffusion model with limit cycle reaction functions, in the presence of convection. We select a set of functions derived from a realistic reaction model: the Schnakenberg equations. This resultant form is unsymmetrical. We…

It is shown that for sums of functionals of digits in continued fraction expansion the Kolmogorov-Feller weak laws of large numbers and the Khinchine-L\'evy-Feller-Raikov characterization of the domain of attraction of the normal law hold.

We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is…