相关论文: On the conservativeness and the recurrence of symm…

Reaction dynamics involving subdiffusive species is an interesting topic with only few known results, especially when the motion of different species is characterized by different anomalous diffusion exponents. Here we study the reaction…

A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…

We give a general existence result for interacting particle systems with local interactions and bounded jump rates but noncompact state space at each site. We allow for jump events at a site that affect the state of its neighbours. We give…

We study the protection of subradiant states by the symmetry of the atomic distributions in the Dicke limit, in which collective Lamb shifts cannot be neglected. We find that anti-symmetric states are subradiant states for distributions…

An unknown quantum state of a single system cannot be discovered, as a measured system is reprepare: it jumps into an eigenstate of the measured observable. This impossibility of finding the quantum state and other symptoms usually blamed…

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictive condition on the jump measure. We give Laplace transforms…

On the example of a quantum oscillator the connection of the dynamical coherent state with the phase symmetry breaking and the existence of the nondissipative motion is considered. In multiparticle systems of interacting particles similar…

The filtering equations associated to a partially observed jump diffusion model $(Z_t)_{t\in [0,T]}=(X_t,Y_t)_{t\in [0,T]}$, driven by Wiener processes and Poisson martingale measures are considered. Building on results from two preceding…

This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…

Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The…

We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

The total momentum of $N$ interacting bosons or fermions in a cube equipped with periodic boundary conditions is a conserved quantity. Its eigenvalues follow a probability distribution, determined by the thermal equilibrium state. While in…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

The purpose of this paper is to study optimal control of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). To this end, we first prove a stochastic…

Propagation of non-topological soliton in many-nucleus systems is studied based on time-dependent density functional calculations with focusing on mass and energy dependence. The dispersive property and the nonlinearity of the system, which…

Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…

We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options…