Related papers: Extinction for two parabolic stochastic PDE's on t…
We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
We study a continuous-time branching random walk on the lattice $\mathbb{Z}^{d}$, $d\in \mathbb{N}$, with a single source of branching, that is the lattice point where the birth and death of particles can occur. The random walk is assumed…
Consider the $[0,1]$-valued continuous random field solution $(u_t(x))_{t\geq 0, x\in \mathbb R}$ to the one-dimensional stochastic heat equation \[ \partial_t u_t = \frac{1}{2}\Delta u_t + b(u_t) + \sqrt{u_t(1-u_t)} \dot W, \] where…
We study dynamical supersymmetry breaking and the transition point by non-perturbative lattice techniques in a class of two-dimensional N=1 Wess-Zumino model. The method is based on the calculation of rigorous lower bounds on the ground…
This paper is devoted to studying the properties of the exit times of stochastic differential equations driven by $G$-Brownian motion ($G$-SDEs). In particular, we prove that the exit times of $G$-SDEs has the quasi-continuity property. As…
Finite lattice models are a prototype for strongly correlated quantum systems and capture essential properties of condensed matter systems. With the dramatic progress in ultracold atoms in optical lattices, finite fermionic Hubbard systems…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
Lower and upper bounds for the cumulative distribution function (cdf) of the time to extinction in a subcritical two-sex branching process are derived. A recursive procedure for approximating this cdf is also utilized. The results are…
In this paper, we derive a parabolic partial differential equation for the expected exit time of non-autonomous time-periodic non-degenerate stochastic differential equations. This establishes a Feynman-Kac duality between expected exit…
We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…
We introduce a two-dimensional walk model in which a random walker can only move on the first quarter of a two-dimensional plane. We calculate the partition function of this walk model using a transfer matrix method and show that the model…
In this work, we study the finite time blow-up phenomenon of three types of semilinear wave systems with multiple speeds, posed on asymptotically Euclidean manifolds. We establish the upper bound estimates for the lifespan of solutions when…
On the basis of the recently developed lattice formulation of supersymmetric theories which keeps a part of the supersymmetry, we propose a method of observing dynamical SUSY breaking with lattice simulation. We use Hamiltonian as an order…
We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…
Exact analytical solutions to the dissipative time-dependent Schr\"odinger equation are obtained for a decaying two-state system with decay rates $\Gamma_{1}$ and $\Gamma_{2}$ for levels with extremal spin projections. The system is…
A new approach to the study of the transition point in a class of two dimensional Wess-Zumino models is presented. The method is based on the calculation of rigorous lower bounds on the ground state energy density in the infinite lattice…
We study the long time behaviour of solutions of semi-linear parabolic equation of the following type $\partial_t u-\Delta u+a_0(x)u^q=0$ where $a_0(x) \geq d_0 \exp(\frac{\omega(|x|)}{|x|^2})$, $d_0>0$, $1>q>0$ and $\omega$ a positive…
In this note, we are interested on the event of extinction and the property of coming down from infinity of continuous state branching (or CB for short) processes with competition in a L\'evy environment whose branching mechanism satisfies…