Related papers: Planar diffusions with a point interaction on a fi…
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
Complex systems display anomalous diffusion, whose signature is a space/time scaling $x\sim t^\delta$ with $\delta \ne 1/2$ in the Probability Density Function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g.,…
We construct and analyze generative diffusions that transport a point mass to a prescribed target distribution over a finite time horizon using the stochastic interpolant framework. The drift is expressed as a conditional expectation that…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
This paper reviews (and expands) some recent results on the modeling of aggregation-diffusion phenomena at various scales, focusing on the emergence of collective dynamics as a result of the competition between attractive and repulsive…
We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…
We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of…
We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…