Related papers: A new formulation of the spine approach to branchi…
We introduce a novel bootstrap method for classical Compton scattering amplitudes involving two massless gluon/graviton particles and two arbitrary-spin infinite-mass particles in a heavy-mass effective field theory context. Using a…
In this work, we study the Benjamin-Bona-Mahony like equations with a fully nonlinear dispersive term by means of the factorization technique. In this way we find the travelling wave solutions of this equation in terms of the Weierstrass…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…
A unified numerically solvable framework for dispersion relations with arbitrary number of species drifting at arbitrary directions and with Krook collision is derived for linear uniform/homogenous kinetic plasma, which largely extended the…
We introduce the concept of finite $\gamma$-scaled quadratic variation along a sequence of partitions for paths on a given interval. This concept, with historical roots in the study of Gaussian processes by Gladyshev (1961) and Klein \&…
The Bloch equation describes the evolution of classical particles tagged with a magnetisation vector in a strong magnetic field and is fundamental to many NMR and MRI contrast methods. The equation can be generalised to include the effects…
Basing on main principles of statistical mechanics only, an exact virial expansion for path probability distribution of molecular Brownian particle in a fluid is derived which connects response of the distribution to perturbations of the…
We present a predictive local field theory for the nonequilibrium dynamics of interacting active Brownian particles with a spherical shape in two spatial dimensions. The theory is derived by a rigorous coarse-graining starting from the…
Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…
In this article we contribute to the moment analysis of branching processes in catalytic media. The many-to-few lemma based on the spine technique is used to derive a system of (discrete space) partial differential equations for the number…
This work evaluates the magnitude of the turbulent energy cascade in terms of forward and backward scattering by modeling the "stretch and fold" mechanism through a drift-free Hanggi-Klimontovich stochastic process. Mapping this dynamics…
We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…
We consider one-dimensional branching Brownian motion in spatially random branching environment (BBMRE) and show that for almost every realisation of the environment, the distributions of the maximal particle of the BBMRE re-centred around…
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…