Related papers: A new property of absorbed diffusions
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
We study a reaction-diffusion process that involves two species of atoms, immobile and diffusing. We assume that initially only immobile atoms, uniformly distributed throughout the entire space, are present. Diffusing atoms are injected at…
Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…
Stochastic features of decay of a metastable phase have been investigated with the help of a new monodisperse approximation. This approximation is more precise than the already used one and namely it allows to give a very simple but rather…
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribution when the terminal state (at a latter time) is…
We study the asymmetric one-dimensional telegraph process in the bounded domain. Lower boundary is absorbing and upper boundary is reflecting with delay. Point stays in the upper boundary until switch of regime occurs. We obtain the…
We develop a new fast-diffusion approximation for the kinetics of deposition of extended objects on a linear substrate, accompanied by diffusional relaxation. This new approximation plays the role of the mean-field theory for such processes…
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
Domain growth is a key process in many areas of biology, including embryonic development, the growth of tissue, and limb regeneration. As a result, mechanisms for incorporating it into traditional models for cell movement, interaction, and…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
A concentration difference of particles across a membrane perforated by pores will induce a diffusive flux. If the diffusing objects are of the same length scale as the the pores, diffusion may not be simple, objects can move into the pore…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
The cellular uptake of nanoparticles or viruses requires that the gain of adhesion energy overcomes the cost of plasma membrane bending. It is well known that this leads to a minimal particle size for uptake. Using a simple deterministic…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…