Related papers: Construction of Immigration Superprocesses with De…
We study the steady state structure and dynamics of a 2-d Ising interface placed in an inhomogeneous external field with a sigmoidal profile which moves with velocity $v_{e}$. In the strong coupling limit the problem maps onto an…
Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
We give a deterministic algorithm to construct a graph with no loops (a tree or a forest) whose vertices are the points of a d-dimensional stationary Poisson process S, subset of R^d. The algorithm is independent of the origin of…
We show how from an unique standard Poisson process we can build a family of processes that converges in law to a $d$-dimensional standard Brownian motion for any $d \ge 1$.
We introduce a non-diffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…
Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…
In this paper we consider a triangular array of branching processes with non-stationary immigration. We prove a weak convergence of properly normalized branching processes with immigration to deterministic function under assumption that…
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…
We introduce and study suitable Poisson structures for four dimensional maps derived as lifts and specific periodic reductions of integrable lattice equations. These maps are Poisson with respect to these structures and the corresponding…
It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritial superprocesses. The Markov branching…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
We present three-dimensional SPH calculations of giant planets embedded in gaseous disks. Our findings are collected into a map of parameter space, exhibiting four distinct regions: Type I migration, gap formation, triggered formation of…
We investigate the dynamics of a single deformable self-propelled particle which undergoes a spinning motion in a two-dimensional space. Equations of motion are derived from the symmetry argument for three kinds of variables. One is a…
We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…
We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…