相关论文: Stability Properties of Constrained Jump-Diffusion…

We consider the constrained-degree percolation (CDP) model on the hypercubic lattice. This is a continuous-time percolation model defined by a sequence $(U_e)_{e\in\mathcal{E}^d}$ of i.i.d. uniform random variables and a positive integer…

This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…

The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach…

We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…

Divergence and vorticity damping, which operate upon horizontal divergence and relative vorticity, are explicit diffusion mechanisms used in dynamical cores to ensure stability. To avoid numerical blow-up from excessively strong diffusion,…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…

We analyze velocity-jump process models of persistent search for a single target on a bounded domain. The searcher proceeds along ballistic trajectories and is absorbed upon collision with the target boundary. When reaching the domain…

We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…

We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is…

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

We study the stability of symmetric trajectories of a particle on the Lie group $SO(3)$ whose motion is governed by an $SO(3)\times SO(2)$ invariant metric and an $SO(2)\times SO(2)$ invariant potential. Our method is to reduce the number…

We study the existence and stability of propagating fronts in Meinhardt's multivariable reaction-diffusion model of branching in one spatial dimension. We identify a saddle-node-infinite-period (SNIPER) bifurcation of fronts that leads to…

The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…