Related papers: Construction of Immigration Superprocesses with De…
We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The…
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.…
This paper deals with the impulsive formation control of spacecraft in the presence of constraints on the position vector and time. Determining a set of path constraints can increase the safety and reliability in an impulsive relative…
Transport properties of particles and waves in spatially periodic structures that are driven by external time-dependent forces manifestly depend on the space-time symmetries of the corresponding equations of motion. A systematic analysis of…
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding…
Although the isogeometric analysis has shown its great potential in achieving highly accurate numerical solutions of partial differential equations, its efficiency is the main factor making the method more competitive in practical…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…
This survey aims at collecting and presenting results for one-type, discrete time branching processes with random control functions. In particular, the subclass of critical migration processes with different regimes of immigration and…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
We report on high-dimensional quantum dynamical simulations of torsion-induced exciton migration in a single-chain oligothiophene segment comprising twenty repeat units, using a first-principles parametrized Frenkel J-aggregate Hamiltonian.…
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The…
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
A condition is defined which determines if a supertranslation is induced in the course of a general evolution from one isolated horizon phase to another via a dynamical horizon. This condition fixes preferred slices on an isolated horizon…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…
Objects driven through periodically modulated potential-energy landscapes in two dimensions can become locked in to symmetry-selected directions that are independent of the driving force's orientation. We investigate this problem in the…