相关论文: A growth-fragmentation model related to Ornstein-U…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
The paper considers a particular family of set--valued stochastic processes modeling birth--and--growth processes. The proposed setting allows us to investigate the nucleation and the growth processes. A decomposition theorem is established…
We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…
A mathematical model to describe the growth of an arbitrarily large number of nanocrystals from solution is presented. First, the model for a single particle is developed. By non-dimensionalising the system we are able to determine the…
We prove the transfer principle for fractional Ornstein-Uhlenbeck processes, i.e., we construct a Brownian motion that has the same filtration as the fractional Ornstein-Uhlenbeck process and then represent the fractional Ornstein-Uhlenbeck…
Structure-forming systems are ubiquitous in nature, ranging from atoms building molecules to self-assembly of colloidal amphibolic particles. The understanding of the underlying thermodynamics of such systems remains an important problem.…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We study Gibbs partitions that typically form a unique giant component. The remainder is shown to converge in total variation toward a Boltzmann-distributed limit structure. We demon- strate how this setting encompasses arbitrary weighted…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
We examine the question of existence and uniqueness of evolution systems of measures for non-autonomous Ornstein-Uhlenbeck-type processes with jumps. In particular, we give examples where we explicitly compute the densities of such families…
A homogeneous mass-fragmentation, as it has been defined in \cite{RFC}, describes the evolution of the collection of masses of fragments of an object which breaks down into pieces as time passes. Here, we show that this model can be…
We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…
The assessing resources dynamics problem, in the context of an economic system with Gaussian consumption and deterministic productivity, is considered in this paper. Basically it is presented a discrete time recursive equation that supports…
In this paper we study the L\'evy Ornstein- Uhlenbeck equation $\partial_t X_t=-m\,X_t+\eta$. The transition kernel of the L\'evy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion…
The inclusion of a fragmentation mechanism in population balance equations introduces complex interactions that make the analytical or even computational treatment much more difficult than for the pure aggregation case. This is specially…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
Two models of binary fragmentation are introduced in which a time dependent transition size produces two regions of fragment sizes above and below the transition size. In the models we consider a fixed rate of fragmentation for the largest…
We discuss general formation of complementary behaviors, functions and forms in biological species competing for resources. We call orthogonalization the related processes on macro and micro-level of a self-organized formation of…
Growth patterns of complex systems predict how they change in sizes, numbers, masses, etc. Understanding growth is important, especially for many biological, ecological, urban, and socioeconomic systems. One noteworthy growth behavior is…