相关论文: Jump-type Hunt processes generated by lower bounde…

In this paper we study interior potential-theoretic properties of purely discontinuous Markov processes in proper open subsets $D\subset \mathbb{R}^d$. The jump kernels of the processes may be degenerate at the boundary in the sense that…

We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ of $\eta$. We give a Clark-Ocone type…

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

We consider a toy model of rate independent droplet motion on a surface with contact angle hysteresis based on the one-phase Bernoulli free boundary problem. We introduce a notion of solutions based on an obstacle problem. These solutions…

We establish the equivalence of the analytic and probabilistic notions of subharmonicity in the framework of general symmetric Hunt processes on locally compact separable metric spaces, extending an earlier work of the first named author on…

We study ASEP in a spatially inhomogeneous environment on a torus $ \mathbb{T}^{(N)} = \mathbb{Z}/N\mathbb{Z} $ of $ N $ sites. A given inhomogeneity $ \widetilde{a}(x) \in (0,\infty) $, $x \in \mathbb{T} $, perturbs the overall asymmetric…

A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The…

In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the…

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…

We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…

We analyse the hydrodynamical behavior of the long jumps symmetric exclusion process in the presence of a slow barrier. The jump rates are given by a symmetric transition probability $p(\cdot)$ with infinite variance. When jumps occur from…

Using neural networks to solve partial differential equations (PDEs) is gaining popularity as an alternative approach in the scientific computing community. Neural networks can integrate different types of information into the loss…

We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different…

We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…

We prove that the restriction of the vertex-reinforced jump process to a subset of the vertex set is a mixture of vertex-reinforced jump processes. A similar statement holds for the non-linear hyperbolic supersymmetric sigma model. This is…

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…

We price and replicate a variety of claims written on the log price $X$ and quadratic variation $[X]$ of a risky asset, modeled as a positive semimartingale, subject to stochastic volatility and jumps. The pricing and hedging formulas do…

Spatial heterogeneity and habitat characteristic are shown to determine the asymptotic profile of the solution to a reaction-diffusion model with free boundary, which describes the moving front of the invasive species. A threshold value…