相关论文: Equivalent and absolutely continuous measure chang…
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…
We consider a random walk on top of the contact process on $\mathbb{Z}^d$ with $d\geq 1$. In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate of the contact process is…
In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary…
First-passage properties of continuous stochastic processes confined in a 1--dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains…
The one-dimensional reaction diffusion process AA->A and A0A->AAA is exactly solvable through the empty interval method if the diffusion rate equals the coagulation rate. Independently of the particle production rate, the model is always in…
We study distributional similarity measures for the purpose of improving probability estimation for unseen cooccurrences. Our contributions are three-fold: an empirical comparison of a broad range of measures; a classification of similarity…
We consider a bivariate process $X_t=(X^1_t,X^2_t)$, which is observed on a finite time interval $[0,T]$ at discrete times $0,\Delta_n,2\Delta_n,....$ Assuming that its two components $X^1$ and $X^2$ have jumps on $[0,T]$, we derive tests…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…
This paper studies regularity property of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidimensional jump diffusion with possibly `infinite-activity'…
In this work we extend our previous studies on the quantum transfer of a particle through a finite-bandwidth continuum under frequent detections, by replacing the assumed frequent measurements with a genuine continuous monitoring by a…
We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…
In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…
We generalize nonequilibrium integral equalities to situations involving absolutely irreversible processes for which the forward-path probability vanishes and the entropy production diverges, rendering conventional integral fluctuation…
For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We…
We prove that a self similar measure is absolutely continuous providing that it satisfies a condition depending on its Garsia entropy, contraction ratio, and the separation between different points in approximations of the self similar…