Related papers: First hitting time and place, monopoles and multip…

We investigate nonnegative solutions $u(x,t)$ and $v(x,t)$ of the nonlinear system of inequalities \[0\leq(\partial_t -\Delta)^\alpha u\leq v^\lambda\] \[ 0\leq (\partial_t -\Delta)^\beta v\leq u^\sigma\] in $\mathbb{R}^n \times\mathbb{R}$,…

We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings…

In this short note we prove that if $u$ solves $(\partial_t - \Delta)^s u = Vu$ in $\mathbb R^n_x \times \mathbb R_t$, and vanishes to infinite order at a point $(x_0, t_0)$, then $u \equiv 0$ in $\mathbb R^n_x \times \mathbb R_t$. This…

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $\alpha $,…

For a continuous-time Bienaym\'e-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or…

The subcritical Markov branching process X(t) starting with one particle as the initial condition has the ultimate extinction probability q = 1. The branching mechanism in consideration is defined by the mixture of logarithmic distributions…

We study the fully nonlocal semilinear equation $\partial_t^\alpha u+(-\Delta)^\beta u=|u|^{p-1}u$, $p\ge1$, where $\partial_t^\alpha$ stands for the Caputo derivative of order $\alpha\in (0,1)$ and $(-\Delta)^\beta$, $\beta\in(0,1]$, is…

The paper is devoted to the integral functionals $\int_0^\infty f(X_t)\,{\mathrm{d}t}$ of Markov processes in $\X$ in the case $d\ge 3$. It is established that such functionals can be presented as the integrals $\int_{\X} f(y) \G(x,…

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

This paper deals with the following Petrovsky equation with damping and nonlinear source \[u_{tt}+\Delta^2 u-M(\|\nabla u\|_2^2)\Delta u-\Delta u_t+|u_t|^{m(x)-2}u_t=|u|^{p(x)-2}u\] under initial-boundary value conditions, where $M(s)=a+…

We study the thermal partition function of level $k$ U(N) Chern-Simons theories on $S^2$ interacting with matter in the fundamental representation. We work in the 't Hooft limit, $N,k\to\infty$, with $\lambda = N/k$ and $\frac{T^2…

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

We consider scattering processes involving massless fermions and 't Hooft-Polyakov magnetic monopoles in a minimal SU(2) model and in the Grand Unified SU(5) theory. We construct expressions for on-shell amplitudes for these processes in…

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

In this article, we consider a Markov process X, starting from x and solving a stochastic differential equation, which is driven by a Brownian motion and an independent pure jump component exhibiting state-dependent jump intensity and…

Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…

The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…