Related papers: A new formulation of the spine approach to branchi…
We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the…
The aim of this note is to propose a novel numerical scheme for drift-less one dimensional stochastic differential equations of It\^o's type driven by standard Brownian motion. Our approximation method is equivalent to the well known…
A fundamental problem in plasma physics, space science, and astrophysics is the transport of energetic particles interacting with stochastic magnetic fields. In particular the motion of particles across a large scale magnetic field is…
Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…
We return to our study \cite{BEH} of invariant spin fields and spin tunes for polarized beams in storage rings but in contrast to the continuous-time treatment in \cite{BEH}, we now employ a discrete-time formalism, beginning with the…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…
Contributions of the present paper consist of two parts. In the first one, we contribute to the theory of stochastic calculus for signed measures. For instance, we provide some results permitting to characterize martingales and Brownian…
This article demonstrates that flexible and statistically tractable multi-modal diffusion models can be attained by transformation of simple well-known diffusion models such as the Ornstein-Uhlenbeck model, or more generally a Pearson…
We present a numerical approach to efficiently calculate spin-wave dispersions and spatial mode profiles in magnetic waveguides of arbitrarily shaped cross section with any non-collinear equilibrium magnetization which is translationally…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…
In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…
In this paper, we provide a pathwise spine decomposition for superprocesses with both local and non-local branching mechanisms under a martingale change of measure. This result complements the related results obtained in Evans (1993),…
We compute the partition function of the su(m) Polychronakos-Frahm spin chain of BC_N type by means of the freezing trick. We use this partition function to study several statistical properties of the spectrum, which turn out to be…
We present a simple method to derive the semiclassical equations of motion for a spinning particle in a gravitational field. We investigate the cases of classical, rotating particles (pole-dipole particles), as well as particles with…
We investigate the transport of inertial particles by cellular flows when advection dominates over inertia and diffusion, that is, for Stokes and P\'eclet numbers satisfying $\mathrm{St} \ll 1$ and $\mathrm{Pe} \gg 1$. Starting from the…
Morphology of coalescing BBH waveforms are affected by its spins. Waveform models built for inference of source parameters have several in-built approximations. In current precessing IMRPhenom and SEOBNR waveform models, systems with the…
We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…
Bass and Pardoux (1987) deduce from the Krein-Rutman theorem a reverse ergodic theorem for a sub-probability transition function, which turns out to be a key tool in proving uniqueness of reflecting Brownian Motion in cones in Kwon and…
The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…