相关论文: On the conservativeness and the recurrence of symm…
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of $R^{m}$ with some concrete examples.
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…
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 consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a…
In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of $\R^d$, $d\geq 1$. We give a sufficient criterion for the family of empirical distributions of…
Tunneling of a two-state particle through a squeezed vacuum is considered. It has been shown that repetitive measurement or interaction with the external field can preserve the coherence. Moreover, the coherence time in terms of the…
We investigate which jump-diffusion models are convexity preserving. The study of convexity preserving models is motivated by monotonicity results for such models in the volatility and in the jump parameters. We give a necessary condition…
The behavior of affine processes, which are ubiquitous in a wide range of applications, depends crucially on the choice of state space. We study the case where the state space is compact, and prove in particular that (i) no diffusion is…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.
Cooperative jump motions are studied for mutually interacting particles in a one-dimensional periodic potential. The diffusion constant for the cooperative motion in systems including a small number of particles is numerically calculated…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
It is considered to re-formulate quantum theory as it appears: A theory of continuous and causal time evolution, interrupted by discontinuous and stochastic jumps. To develop the (missing) theory of jumps a heuristic-phenomenological…
We study the dynamics of an infinite system of point particles of two types. They perform random jumps in $\mathbf{R}^d$ in the course of which particles of different types repel each other whereas those of the same type do not interact.…
We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\R^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the…
Over the past few years the displacement statistics of self-propelled particles has been intensely studied, revealing their long-time diffusive behavior. Here, we demonstrate that a concerted combination of boundary conditions and switching…
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…
We consider an exclusion process with long jumps in the box $\Lambda\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability…