相关论文: Global Existence of Bell's Time-Inhomogeneous Jump…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
We consider a class of generalized long-range exclusion processes evolving either on $\mathbb Z$ or on a finite lattice with an open boundary. The jump rates are given in terms of a general kernel depending on both the departure and…
A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…
Quantum stochastic master equations of jump type are formulated in a general way and connections with quantum/classical hybrid systems and quantum filtering theory are discussed. By introducing the notion of ``typical trajectory", we show…
Relaxation rates provide important characteristics both for classical and quantum processes. Essentially they control how fast the system thermalizes, equilibrates, {decoheres, and/or dissipates}. Moreover, very often they are directly…
In the strong noise regime, we study the homogeneization of quantum trajectories i.e. stochastic processes appearing in the context of quantum measurement. When the generator of the average semi-group can be separated into three distinct…
This paper discusses tractable development and statistical estimation of a continuous time stochastic process with a finite state space having non-Markov property. The process is formed by a finite mixture of right-continuous Markov jump…
The coincidence-time loophole was identified by Larsson & Gill (Europhys. Lett. 67, 707 (2004)); a concrete model that exploits this loophole has recently been described by De Raedt et al. (Found. Phys., to appear). It is emphasized here…
We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
We consider quantum jump trajectories of Markovian open quantum systems subject to stochastic in time resets of their state to an initial configuration. The reset events provide a partitioning of quantum trajectories into consecutive time…
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
We formally introduce and study locally-balanced Markov jump processes (LBMJPs) defined on a general state space. These continuous-time stochastic processes with a user-specified limiting distribution are designed for sampling in settings…
We define the hitting time for a model of continuous-time open quantum walks in terms of quantum jumps. Our starting point is a master equation in Lindblad form, which can be taken as the quantum analogue of the rate equation for a…
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…
This paper studies a class of mixed mean-field jump processes on an abstract state space $\Pi$, together with their associated $N$-particle systems. The dynamics consist of the superposition of an independent Markovian component and a…
It has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov processes (pssMps) that only jump downwards and do not hit zero in finite time are uniquely determined by their entire moments for which explicit…