相关论文: Branching Interval Partition Diffusions
We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…
The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
Diffusion at solid-liquid interfaces is crucial in many technological and biophysical processes. Although its behavior seems deceivingly simple, recent studies showing passive superdiffusive transport suggest diffusion on surfaces may hide…
Characterizing the occupation statistics of a radiation flow through confined geometries is key to such technological issues as nuclear reactor design and medical diagnosis. This amounts to assessing the distribution of the travelled length…
An increasing number of experimental studies employ single particle tracking to probe the physical environment in complex systems. We here propose and discuss new methods to analyze the time series of the particle traces, in particular, for…
We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…
We study time continuous branching processes with exponentially distributed lifetimes, with two types of cells that proliferate according to binary fission. A range of possible system dynamics are considered, each of which is characterized…
We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…
The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…
We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…
We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…
This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…