相关论文: Time Reversal of Some Stationary Jump-Diffusion Pr…

This paper concerns with the time-reversal characteristics of intrinsic normal diffusion in quantum systems. Time-reversible properties are quantified by the time-reversal test; the system evolved in the forward direction for a certain…

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…

Time-reversal symmetry allows waves to retrace their paths through complex media and refocus at their origin. However, incomplete capture and reversal of scattered waves often limits pulse recompression. We address this challenge for…

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. It is assumed that this reflecting random walk has skip free transitions. We are concerned with its time reversed process assuming that the stationary…

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we…

The reversible A <-> B reaction-diffusion process, when species A and B are initially mixed and diffuse with different diffusion coefficients, is investigated using the boundary layer function method. It is assumed that the ratio of the…

We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

We study time reversal, last passage time, and $h$-transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the…

This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

This paper is concerned with a reaction--diffusion system modeling the fixation and the invasion in a population of a gene drive (an allele biasing inheritance, increasing its own transmission to offspring). In our model, the gene drive has…

We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

In time reversal acoustics experiments, a signal is emitted from a localized source, recorded at an array of receivers-transducers, time reversed, and finally re-emitted into the medium. A celebrated feature of time reversal experiments is…

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…