相关论文: A new property of absorbed diffusions

In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…

We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

This study explores the integration of a diffusion control parameter into the chaotic dynamics of a modified bouncing ball model. By extending beyond simple elastic collisions, the model introduces elements that affect the diffusive…

The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…

We show that it is possible to derive the stationary coverage of an adsorption-desorption process of dimers with diffusional relaxation with a very simple ansatz for the stationary distribution of the process supplemented by a hypothesis of…

We examine the effects of introducing a wall or edge into a directed percolation process. Scaling ansatzes are presented for the density and survival probability of a cluster in these geometries, and we make the connection to surface…

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…

In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Anomalous resonances in properly shaped plasmonic nanostructures can in principle lead to infinite absorption/gain efficiencies over broad bandwidths. By developing a closed-form analytical solution for the fields scattered by conjoined…

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…