相关论文: On the Poisson equation and diffusion approximatio…

A superconductive model characterized by a third order parabolic operator L" is analysed. When the viscous terms, represented by higher - order deriva- tives, tend to zero, a hyperbolic operator L0 appears. Furthermore, if P" is the…

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

A homogenization problem of infinite dimensional diffusion processes indexed by ${\mathbf Z}^d$ having periodic drift coefficients is considered. By an application of the uniform ergodic theorem for infinite dimensional diffusion processes…

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

This paper uses the generator comparison approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. The "standard" generator comparison approach starts with the Poisson…

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…

We study the infinitesimal generator of the Poisson semigroup in $L^p$ associated with homogeneous, second-order, strongly elliptic systems with constant complex coefficients in the upper-half space, which is proved to be the…

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…

We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…

We introduce a new diffusion process which arises as the $n\to\infty$ limit of a Bessel process of dimension $d \ge 2$ conditioned upon remaining bounded below one until time $n$. In addition to being interesting in its own right, we argue…

The master equation for the reversible reaction A+A <--> 0 is considered in Poisson representation, where it is equivalent to a Langevin equation with imaginary noise for a complex stochastic variable \phi. Such Langevin equations appear…