Related papers: A Moving Boundary Problem for Brownian Particles w…
Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…
In this note we introduce and solve a soft classification version of the famous Bayesian sequential testing problem for a Brownian motion's drift. We establish that the value function is the unique non-trivial solution to a free boundary…
We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the…
The first passage time problem for Brownian motions hitting a barrier has been extensively studied in the literature. In particular, many incarnations of integral equations which link the density of the hitting time to the equation for the…
We introduce and analyse a two-sided branching-selection particle system which generalises the well-known $N$-particle branching Brownian motion ($N$-BBM) model, which we call the $(N,p)$-BBM, where either the leftmost or rightmost particle…
In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
A popular approach to modeling bimolecular reactions between diffusing molecules is through the use of reactive boundary conditions. One common model is the Smoluchowski partial absorption condition, which uses a Robin boundary condition in…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
Active particles, which are self-propelled nonequilibrium systems, are modelled by overdamped Langevin equations with colored noise, emulating the self-propulsion. In this chapter, we present a review of the theoretical results for the…
A system of two biased, mutually exclusive random walkers on an infinite 1D lattice is studied whereby the intrinsic bias of one particle is equal and opposite to that of the other. The propogator for this system is solved exactly and…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…