相关论文: Local explosion in self-similar growth-fragmentati…

We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

We consider the fragmentation at nodes of the L\'{e}vy continuous random tree introduced in a previous paper. In this framework we compute the asymptotic for the number of small fragments at time $\theta$. This limit is increasing in…

Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…

We initiate the study of the classical mechanics of non-relativistic fractons in its simplest setting - that of identical one dimensional particles with local Hamiltonians characterized by by a conserved dipole moment in addition to the…

We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…

We consider an exploration algorithm where at each step, a random number of items become active while related items get explored. Given an initial number of items $N$ growing to infinity and building on a strong homogeneity assumption, we…

We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be complete - in the sense that for each initial condition there is almost surely no explosion.…

We define a spatially-dependent fragmentation process, which involves rectangles breaking up into progressively smaller pieces at rates that depend on their shape. Long, thin rectangles are more likely to break quickly, and are also more…

Inertial particles suspended in many natural and industrial flows undergo coagulation upon collisions and fragmentation if their size becomes too large or if they experience large shear. Here we study this coagulation-fragmentation process…

We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…

We introduce a new definition of speculative bubbles in discrete-time models based on the discounted stock price losing mass at some finite drop-down under an equivalent martingale measure. We provide equivalent probabilistic…

We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…

In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new probability measures associated to a positive strict local martingale as done…

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

We study scaling limits of a family of planar random growth processes in which clusters grow by the successive aggregation of small particles. In these models, clusters are encoded as a composition of conformal maps and the location of each…

Coagulation-fragmentation processes describe the stochastic association and dissociation of particles in clusters. Cluster dynamics with cluster-cluster interactions for a finite number of particles has recently attracted attention…

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…

The Marcus-Lushnikov process is a simple mean field model of coagulating particles that converges to the homogeneous Smoluchowski equation in the large mass limit. If the coagulation rates grow sufficiently fast as the size of particles get…