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We introduce and study branching interval partition diffusions in their natural generality. We let interval widths evolve independently according to a general real-valued diffusion subject only to conditions that ensure finite lifetimes of…
In this paper relativistic-invariant phenomenological Lagrangians of interaction between spin-1 particles and electromagnetic field were obtained in the Duffin-Kemmer-Petiau formalism on the basis of the covariant model that takes into…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
With this paper we extend our studies [1] on polarized beams by distilling tools from the theory of principal bundles. Four major theorems are presented, one which ties invariant fields with the notion of normal form, one which allows one…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
Charge and spin transport in spintronics devices can be described by a spin diffusion equation suitable for modelling scales much larger than the scattering and atomic scales. This work concerns the coarse graining procedure used to compute…
In this paper, we describe a novel application of sigma-point methods to continuous-discrete filtering. In principle, the nonlinear continuous- discrete filtering problem can be solved exactly. In practice, the solution contains terms that…
State-of-the-art techniques in passive particle-tracking microscopy provide high-resolution path trajectories of diverse foreign particles in biological fluids. For particles on the order of 1 micron diameter, these paths are generally…
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…
This thesis contains two parts. The first part deals with pion-nucleon/meson-baryon scattering in the Kadyshevsky formalism. This formalism is introduced and discussed. Problems may arise when derivative couplings and/or higher spin fields…
We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbitrary dimension, based on the skew-product decomposition of the process with respect to the standard geodesic distance. The radial process is…
In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…