Related papers: Behavior of the Euler scheme with decreasing step …
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
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…
Weakly conducting dielectric liquid drops suspended in another dielectric liquid and subject to an applied uniform electric field exhibit a wide range of dynamical behaviors contingent on field strength and material properties. These…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
The paper studies the relationship between diffraction and dynamics for uniformly discrete ergodic point processes in real spaces. This relationship takes the form of an isometric embedding of two L^2 spaces. Diffraction (or equivalently…
We study the scale dependence of effective diffusion of fluid tracers, specifically, its dependence on the P\'{e}clet number, a dimensionless parameter of the ratio between advection and molecular diffusion. Here, we address the case that…
The main goal in this work is to prove the exponential decay of the semigroup associated with a thermoelastic system composed of an Euler-Bernoulli type equation that models the transverse oscillation of a homogeneous microbeam with axial…
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…
In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…
We consider a two dimensional Turing like system with two diffusing species which interact with each other. Considering the species to be charged, we include the effect of an electric field along a given direction which can lead to a drift…
Anisotropic diffusion processes emerge in various fields such as transport in biological tissue and diffusion in liquid crystals. In such systems, the motion is described by a diffusion tensor. For a proper characterization of processes…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
The competition between unitary quantum dynamics and dissipative stochastic effects, as emerging from continuous-monitoring processes, can culminate in measurement-induced phase transitions. Here, a many-body system abruptly passes, when…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…
In this paper, we are interested in the time discrete approximation of Ef(X(T)) when X is the solution of a stochastic differential equation with a diffusion coefficient function of the form |x|^a. We propose a symmetrized version of the…
We study the regularity of a diffusion on a simplex with singular drift and reflecting boundary condition which describes a finite system of particles on an interval with Coulomb interaction and reflection between nearest neighbors. As our…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
Jump diffusion processes are widely used to model asset prices over time, mainly for their ability to capture complex discontinuous behavior, but inference on the model parameters remains a challenge. Here our goal is posterior inference on…
A multi-scale model for the evolution of the velocity gradient tensor in fully developed turbulence is proposed. The model is based on a coupling between a ``Restricted Euler'' dynamics [{\it P. Vieillefosse, Physica A, {\bf 14}, 150…