Related papers: General diffusions on the star graph as time-chang…
The modeling of diffusion processes on graphs is the basis for many network science and machine learning approaches. Entropic measures of network-based diffusion have recently been employed to investigate the reversibility of these…
We define the Schr\"odinger equation with focusing, cubic nonlinearity on one-vertex graphs. We prove global well-posedness in the energy domain and conservation laws for some self-adjoint boundary conditions at the vertex, i.e. Kirchhoff…
We investigate dispersive and Strichartz estimates for the Schr\"{o}dinger time evolution propagator $\mathrm{e}^{-\mathrm{i}tH}$ on a star-shaped metric graph. The linear operator, $H$, taken into consideration is the self-adjoint…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
From the perspective of the theory of operator semigroups, we reflect back on the classical theorem of Portenko devoted to approximation of skew Brownian motion. The theorem says that by concentrating the power of drift of a diffusion…
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
The aim of this article is to give several results related to Walsh's spider diffusions living on a star-shaped network that have a spinning measure selected from the own local time of the motion at the vertex (cf.[17]). We prove the…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…
In this paper we study existence and uniqueness of solutions for a very general class of doubly nonlinear diffusion equations on metric graphs, which provide the appropriate mathematical framework to describe complex tubular networks in…
In this paper we consider a generalized diffusion equation on a square lattice corresponding to Mellin transforms of the $k$-path Laplacian. In particular, we prove that superdiffusion occurs when the parameter $s$ in the Mellin transform…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
In order to study the stochastic Markov processes conditioned on a specific value of a time-integrated observable, the concept of ensembles of trajectories has been recently used extensively. In this paper, we consider a generic…