Related papers: First Passage through a Continuous Barrier: Pathwi…
Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…
The recrossing correction to the transition state theory estimate of a thermal rate can be difficult to calculate when the energy barrier is flat. This problem arises, for example, in polymer escape if the polymer is long enough to stretch…
We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…
We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…
We introduce a formalism for the calculation of the time of arrival t at a detector of particles traveling through interacting environments. We develop a general formulation that employs quantum canonical transformations from the free to…
We establish some statistical properties of the hyperbolic times for a class of nonuniformly expanding dynamical systems. The maps arise as factors of area preserving maps of the unit square via a geometric Baker's map type construction,…
We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
We consider the optimal stopping problem for a Gauss-Markov process conditioned to adopt a prescribed terminal distribution. By applying a time-space transformation, we show it is equivalent to stopping a Brownian bridge pinned at a random…
We study the efficiency of a two-channel reaction between two walkers on a finite one-dimensional periodic lattice. The walkers perform a combination of synchronous and asynchronous jumps on the lattice and react instantaneously when they…
Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…
In the first part of this paper, we study RBSDEs in the case where the filtration is not quasi-left continuous and the lower obstacle is given by a predictable process. We prove the existence and uniqueness by using some results of optimal…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These variables are i.i.d.\, nonnegative, continuous, and have a…
We consider a reflected backward stochastic differential equations with default time and an optional barrier in a filtration generated by a one-dimensional Brownian motion and a defaultable process. We suppose that the barrier have…
We consider a one-dimensional simple random walk surviving among a field of static soft traps : each time it meets a trap the walk is killed with probability 1--e --$\beta$ , where $\beta$ is a positive and fixed parameter. The positions of…
We study map lattices coupled by collision and show how perturbations of transfer operators associated with the spatially periodic approximation of the model can be used to extract information about collisions per lattice unit. More…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
We find a series of topological phase transitions of increasing order, beyond the more standard second-order phase transition in a one-dimensional topological superconductor. The jumps in the order of the transitions depend on the range of…