相关论文: Superprocesses with Coalescing Brownian Spatial Mo…
We consider a fully asymmetric one-dimensional model with mass-conserving coalescence. Particles of unit mass enter at one edge of the chain and coalescence while performing a biased random walk towards the other edge where they exit. The…
Brownian motion provides a bedrock for the understanding of soft condensed matter and, therefore, of the physical description of the microscopic biological world. Inspired by this domain, and combining softness with hydrodynamic energy…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
It is proposed the generalized action functional for N=1 superparticle in D=3,4,6 and 10 space-time dimensions. The superfield geometric approach equations describing superparticle motion in terms of extrinsic geometry of the worldline…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
We consider a superintegrable Hamiltonian system in a two-dimensional space with a scalar potential that allows one quadratic and one cubic integral of motion. We construct the most general cubic algebra and we present specific…
Evans (1992) described the semi-group of a superprocess with quadratic branching mechanism under a martingale change of measure in terms of the semi-group of an immortal particle and the semigroup of the superprocess prior to the change of…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…
We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…
The goal of this paper has two-folds. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Second, we use these decompositions to obtain weak and strong…
We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
We study the zero temperature limit for interacting Brownian particles in one dimension with a pairwise potential which is of finite range and attains a unique minimum when the distance of two particles becomes a>0. We say a chain is formed…
In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…
Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated in Mishura (2008) and Prakasa Rao(2010) among others. Similar problems for processes driven by an infinite dimensional…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
A Lagrangian formulation is given extending to N = 1 supersymmetry the motion of a charged point particle with spin in a non-abelian external field. The classical formulation is constructed for any external static non-abelian SU(N) gauge…
Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…