Related papers: Limit velocity and zero--one laws for diffusions i…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…
We give sharp estimate for the free energy of directed polymers in random environment in dimension 1+1. This estimate was known for a Gaussian environment, we extend it to the case where the law of the environment is infinitely divisible.
We present theory of two-dimensional turbulence excited by an external force in thin fluid films on scales larger than the film thickness. The principal feature of two-dimensional turbulence is the tendency of producing motions of larger…
We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random…
We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes.…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding…
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…
We study drag-induced diffusion of massive particles in scale-free velocity fields, where superdiffusive behavior emerges due to the scale-free size distribution of the vortices of the underlying velocity field. The results show qualitative…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…
The Lorentz gas is a billiard model involving a point particle diffusing deterministically in a periodic array of convex scatterers. In the two dimensional finite horizon case, in which all trajectories involve collisions with the…
We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion…
We have previously discussed the one-dimensional multitrap system of finite range and found the somewhat unexpected result that the larger is the number of imperfect traps the higher is the transmission through them. We discuss in this work…
In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…
Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…