Related papers: Convergence of symmetric diffusions on Wiener spac…
In this work, we study convection-diffusion equations in the cases of bounded drifts and drifts induced by the gradient of a potential. We define a new notion of solution and prove its existence and uniqueness. Furthermore, we show the…
We consider the energy saving approximation of a Wiener process under unilateral constraints. We show that, almost surely, on large time intervals the minimal energy necessary for the approximation logarithmically depends on the interval's…
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…
In this paper, we will consider the problem that how far from Hunt's hypothesis (H) to symmetrization for a general 1-dimensional diffusion. A characterization of (H) involving the classification of points for this diffusion will be first…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…
We investigate the saturation regime of the condensing symmetric inclusion process on the discrete one-dimensional torus in the thermodynamical limit. In this regime, the total mass concentrates on a finite number of sites, forming…
We study the homogenization of a diffusion process which takes place in a binary structure formed by an ambiental connected phase surrounding a suspension of very small spheres distributed in an $\veps$-periodic network. The asymptotic…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
Steiner symmetrization is well known for its rounding and general convergence properties. We identify a whole family of symmetrizations sharing analogue behaviors: In fact we prove that all these symmetrizations share the same converging…
We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…
Let $v_1, ..., v_m$ be a finite set of unit vectors in $\RR^n$. Suppose that an infinite sequence of Steiner symmetrizations are applied to a compact convex set $K$ in $\RR^n$, where each of the symmetrizations is taken with respect to a…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…