Related papers: Sticky CIR process with potential: invariant measu…
We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…
Cox-Ingersoll-Ross (CIR) processes are extensively used in state-of-the-art models for the approximative pricing of financial derivatives. In particular, CIR processes are day after day employed to model instantaneous variances (squared…
We present and analyze a control variate strategy based on couplings to reduce the variance of finite difference estimators of sensitivity coefficients, called transport coefficients in the physics literature. We study the bias and variance…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
Diffusion models typically operate in the standard framework of generative modelling by producing continuously-valued datapoints. To this end, they rely on a progressive Gaussian smoothing of the original data distribution, which admits an…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly decaying step-sizes, we establish that the…
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…
Here we review a universal model for chirally induced spin-selectivity (CISS) as a standalone effect occurring in chiral molecules. We tie together the results of forward scattering in the gas phase to the results for photoelectrons in…
We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…
We study a Cahn-Hilliard-Darcy system with mass sources, which can be considered as a basic, though simplified, diffuse interface model for the evolution of tumor growth. This system is equipped with an impermeability condition for the…
This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the…
We consider a one-dimensional totally asymmetric nearest-neighbor zero-range process with site-dependent jump-rates - an environment. For each environment p we prove that the set of all invariant measures is the convex hull of a set of…
The elastic scattering {12}^C(p,p{o}_) Excitation Function (EF) was measured in the energy range Ep =16 - 19.5 MeV with resolution about 10 keV by means of innovative approach - MSS - the Method of Spectra Superposition at the 14-angle…
Chirally Induced Spin Selectivity (CISS) is a transport phenomenon observed in both linear and non-linear regimes, where the spin-orbit coupling (SOC) acts as the key driver and electron tunneling serves as the dominant mechanism for charge…
Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…
We establish the consistency of a local time approximation of a diffusion at a sticky threshold based on high-frequency observations. First, we prove the result for sticky Brownian motion, and then extend it to It\^o diffusions with a…