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We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…
We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…
We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…
Given $0<q<1,$ every absolutely continuous distribution can be described in two different ways: in terms of a probability density function and also in terms of a $q$-density. Correspondingly, it has a sequence of moments and a sequence of…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
An exactly solvable reaction-diffusion model consisting of first-class particles in the presence of a single second-class particle is introduced on a one-dimensional lattice with periodic boundary condition. The number of first-class…
Every adapted absolutely continuous process has a predictable density. The set of adapted absolutely continuous processes equals the set of time integrals of progressive or predictable pathwise locally integrable processes.
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
In this paper we consider an ergodic diffusion process with jumps whose drift coefficient depends on $\mu$ and volatility coefficient depends on $\sigma$, two unknown parameters. We suppose that the process is discretely observed at the…
We consider Activated Random Walks on $\Z$ with totally asymmetric jumps and critical particle density, with different time scales for the progressive release of particles and the dissipation dynamics. We show that the cumulative flow of…
Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in a discrete-time setting where the notion of a step is fundamental. In our setting we are…
Breakjunction experiments allow investigating electronic and spintronic properties at the atomic and molecular scale. These experiments generate by their very nature broad and asymmetric distributions of the observables of interest, and…
We consider the dynamics of diffusing particles in one space dimension with annihilation on collision and nucleation (creation of particles) with constant probability per unit time and length. The cases of nucleation of single particles and…
We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…
We consider a symmetric finite-range contact process on $\mathbb{Z}$ with two types of particles (or infections), which propagate according to the same supercritical rate and die (or heal) at rate $1$. Particles of type $1$ can enter any…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
Motivated by various applications and examples, the standard notion of potential for dynamical systems has been generalized to almost additive and asymptotically additive potential sequences, and the corresponding thermodynamic formalism,…
We analyze a reaction-diffusion system describing the growth of microbial species in a model of flocculation type that arises in biology. Existence of global classical positive solutions is proved under general growth assumptions, with…
We develop the first exact Bayesian methodology for the problem of inference in discretely observed regime switching diffusions. Switching diffusion models extend ordinary diffusions by allowing for jumps in instantaneous drift and…