相关论文: Global Existence of Bell's Time-Inhomogeneous Jump…

We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…

By formulating the axioms of quantum mechanics, von Neumann also laid the foundations of a "quantum probability theory". As such, it is regarded a generalization of the "classical probability theory" due to Kolmogorov. Outside of quantum…

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…

We consider partial exclusion processes~(PEPs) on the one-dimensional square lattice, that is, a system of interacting particles where each particle random walks according to a jump rate satisfying an exclusion rule that allows up to a…

We consider an exclusion process with long jumps in the box $\Lambda\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability…

We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…

The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…

We present a lattice-based numerical method to describe the non equilibrium behavior of a simple fluid under non-uniform spatial conditions. The evolution equation for the one-particle phase-space distribution function is derived starting…

We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions…

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

We investigate the relation between non-Hermitian Hamiltonian and Lindblad dynamics in nonequilibrium open quantum systems. Non-Hermitian models can extend phase diagrams and enable sensing advantages, but such effects often rely on…

Time has a fundamentally different character in quantum mechanics and in general relativity. In quantum theory events unfold in a fixed time order while in general relativity temporal order is influenced by the distribution of matter. When…

So far it has been shown that the quantum dynamics cannot be described as a classical Markov process unless the number of classical states is uncountably infinite. In this paper, we present a stochastic model with time-correlated noise that…

Quantum open systems are described in the Markovian limit by master equations in Lindblad form. I argue that common ``quantum jumps'' techniques, which solve the master equation by unraveling its evolution into stochastic trajectories in…

The purpose of this paper is to investigate properties of self-exciting jump processes. We derive the Laplace transform of SDE driven self-exciting processes with independent, identically distributed jump sizes. By using this Laplace…

We consider thermodynamically consistent autonomous Markov jump processes displaying a macroscopic limit in which the logarithm of the probability distribution is proportional to a scale-independent rate function (i.e., a large deviations…

Double (or parity conserving) branching annihilating random walk, introduced by Sudbury in '90, is a one-dimensional non-attractive particle system in which positive and negative particles perform nearest neighbor hopping, produce two…