相关论文: Diffusion Approximations to Schr\"{o}dinger Bridge…

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two…

A quantitative model of the mobility of functionalized particles at the interface is pivotal to understanding important systems in biology and nanotechnology. In this work, we investigate the emerging dynamics of particles anchored through…

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

We propose Image-to-Image Schr\"odinger Bridge (I$^2$SB), a new class of conditional diffusion models that directly learn the nonlinear diffusion processes between two given distributions. These diffusion bridges are particularly useful for…

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…

We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…

For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…

Machine learning-based unfolding has enabled unbinned and high-dimensional differential cross section measurements. Two main approaches have emerged in this research area: one based on discriminative models and one based on generative…

We present schemes for simulating Brownian bridges on complete and connected Lie groups and homogeneous spaces. We use this to construct an estimation scheme for recovering an unknown left- or right-invariant Riemannian metric on the Lie…

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…