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Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…
Mathematical network models are extremely useful to capture complex propagation processes between different regions (nodes), for example the spread of an infectious agent between different countries, or the transport and replication of…
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some…
A variety of transport processes in natural and man-made systems are intrinsically random. To model their stochasticity, lattice random walks have been employed for a long time, mainly by considering Cartesian lattices. However, in many…
This paper presents an analytical study of the coexistence of different transport regimes in quasi-one-dimensional surface-disordered waveguides (or electron conductors). To elucidate main features of surface scattering, the case of two…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…
We introduce a class of one-dimensional lattice models in which a quantity, that may be thought of as an energy, is either transported from one site to a neighbouring one, or locally dissipated. Transport is controlled by a continuous bias…
Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
Locally broken symmetries are used across fields to transport matter, particles and information in preferential directions. Beyond local mechanisms, spatially distributed nonlinearities in crystalline media have enabled non-reciprocal…
Directed transport of overdamped Brownian particles in an asymmetrically periodic tube is investigated in the presence of the tube wall vibration. From the Brownian dynamics simulations we can find that the perpendicular wall vibration can…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the…
In this paper we continue the study of spectral properties of Laplacians associated with an arbitrary smooth distribution on a compact manifold, initiated in a previous paper. Under assumption that the singular foliation generated by the…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…