Related papers: On partial diffusion and mixing without hypoellipt…
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Behavior of the mixture of particles and dimers moving with different jump rates at reconstructed surfaces is described. Collective diffusion coefficient is calculated by the variational approach. Anisotropy of the collective particle…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…
Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
The linear transport theory is developed to describe the time dependence of the number density of tracer particles in porous media. The advection is taken into account. The transport equation is numerically solved by the analytical discrete…
Various astrophysical studies have motivated the investigation of the transport of high energy particles in magnetic turbulence, either in the source or en route to the observation sites. For strong turbulence and large rigidity, the…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
The asymmetric simple exclusion process (ASEP) is a model for translation in protein synthesis and traffic flow; it can be defined as a Markov chain describing particles hopping on a one-dimensional lattice. In this article I give an…
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…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…