Related papers: Transition Path Theory For L\'{e}vy-Type Processes…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
Angiogenesis is a multiscale process by which a primary blood vessel issues secondary vessel sprouts that reach regions lacking oxygen. Angiogenesis can be a natural process of organ growth and development or a pathological induced by a…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
The transfer operator (TO) formalism of the dynamical systems (DS) theory is reformulated here in terms of the recently proposed supersymetric theory of stochastic differential equations (SDE). It turns out that the stochastically…
We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed L\'evy processes. These heavy-tailed L\'evy processes do not satisfy the exponential integrability…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
Statistical mechanics is a powerful framework for analyzing optimization yielding analytical results for matching, optimal transport, and other combinatorial problems. However, these methods typically target the zero-temperature limit,…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…
In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…
The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…
The large deviations theory for heavy-tailed processes has seen significant advances in the recent past. In particular, Rhee et al. (2019) and Bazhba et al. (2020) established large deviation asymptotics at the sample-path level for L\'evy…
Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…
Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…
In this paper we develop a general formalism of a path approach for non-equilibrium statistical mechanics. Firstly, we consider the classical Gibbs approach for states and find that this formalism is ineffective for non-equilibrium…
A general framework for the theory of statistical solutions on trajectory spaces is constructed for a wide range of equations involving incompressible viscous flows. This framework is constructed with a general Hausdorff topological space…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.