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We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…

Probability · Mathematics 2015-06-10 Mauricio A. Duarte

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 +…

Probability · Mathematics 2013-04-24 Mauricio Duarte E

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

Probability · Mathematics 2012-10-01 E. Aïdékon , J. Berestycki , É. Brunet , Z. Shi

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

Probability · Mathematics 2018-09-13 Oren Louidor , Santiago Saglietti

We establish a new property of Fisher-KPP type propagation in a plane, in the presence of a line with fast diffusion. We prove that the line enhances the asymptotic speed of propagation in a cone of directions. Past the critical angle given…

Analysis of PDEs · Mathematics 2015-01-09 Henri Berestycki , Jean-Michel Roquejoffre , Luca Rossi

In this paper the method of the relativistically-invariant effective tensor representation of Lagrangian decomposition and the amplitudes of the two-photon interaction with hadrons on photon energy is proposed. In the frames…

High Energy Physics - Phenomenology · Physics 2016-12-06 N. V. Maksimenko , E. V. Vakulina

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

Probability · Mathematics 2024-07-31 Cristina Costantini , Thomas G. Kurtz

In the previous paper we have shown analytically that, if the drift function of the d-dimensional Langevin equation is the Langevin function with a properly chosen scale factor, then the evolution of the drift function is a martingale…

Statistical Mechanics · Physics 2024-10-22 Ken Sekimoto

The asymptotic wave speed for FKPP type reaction-diffusion equations on a class of infinite random metric trees are considered. We show that a travelling wavefront emerges, provided that the reaction rate is large enough. The wavefront…

Probability · Mathematics 2021-04-06 Wai-Tong Louis Fan , Wenqing Hu , Grigory Terlov

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We develop methods for investigating protein drift-diffusion dynamics in heterogeneous cell membranes and the roles played by geometry, diffusion, chemical kinetics, and phase separation. Our hybrid stochastic numerical methods combine…

Biological Physics · Physics 2023-02-28 Patrick D. Tran , Thomas A. Blanpied , Paul J. Atzberger

Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…

Probability · Mathematics 2020-07-23 Quan Shi , Alexander R. Watson

We study the maximum of Branching Brownian motion (BBM) with branching rates that vary in space, via a periodic function of a particle's location. This corresponds to a variant of the F-KPP equation in a periodic medium, extensively studied…

Probability · Mathematics 2020-05-22 Eyal Lubetzky , Chris Thornett , Ofer Zeitouni

We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…

Probability · Mathematics 2025-05-01 Lisa Hartung , Oren Louidor , Tianqi Wu

We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$…

Probability · Mathematics 2013-05-07 Etienne Pardoux , Anton Wakolbinger

We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump L\'evy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding…

Functional Analysis · Mathematics 2015-07-01 Rodrigo Bañuelos , Krzysztof Bogdan , Tomasz Luks

By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…

Probability · Mathematics 2010-03-22 Wenming Hong , Huaming Wang

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

Probability · Mathematics 2009-06-10 Amandine Veber

We provide a rigorous derivation of the brownian motion as the hydrodynamic 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…

Analysis of PDEs · Mathematics 2015-02-25 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…

Probability · Mathematics 2017-11-16 Matthieu Jonckheere , Santiago Saglietti