相关论文: Localization of favorite points for diffusion in r…

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

We study a mutation-selection model with a fluctuating environment. More precisely, individuals in a large population are assumed to have a modifier locus determining the mutation rate $u \in [0,\vartheta]$ at a second locus with types $v…

The time dependency of the diffusion coefficient of particles in porous media is an efficient probe of their geometry. The analysis of this quantity, measured e.g. by nuclear magnetic resonance (PGSE-NMR), can provide rich information…

We consider a linear diffusion equation on $\Omega:=\mathbb{R}^2\setminus\bar{\Omega_\mathcal{O}}$, where $\Omega_\mathcal{O}$ is a bounded domain. The time-dependent flux on the boundary $\Gamma:=\partial\Omega_\mathcal{O}$ is prescribed.…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

This paper presents an approach to estimating a hidden process in a continuous-time setting, where the hidden process is a diffusion. The approach is simply to minimize the negative log-likelihood of the hidden path, where the likelihood is…

When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…

The characterization of particle diffusion is a classical problem in physics and probability theory. The field of microrheology is based on experiments in which microscopic tracer beads are placed into a non-Newtonian fluid and tracked…

The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^(t)}{dt}=\frac 1\varepsilon B(X^\varepsilon(t),\xi(t/\varepsilon^2))+b(X^\varepsilon(t),\,\xi(t/\varepsilon^2)),\, t\in [0,T]$ and the discrete time…

The propagation of a narrow-band signal radiated by a point source in a randomly layered absorbing medium is studied asymptotically in the weak-scattering limit. It is shown that in a disordered stratified medium that is homogeneous on…

We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…

The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…

This is a review of the dynamics of wave propagation through a disordered N-mode waveguide in the localized regime. The basic quantities considered are the Wigner-Smith and single-mode delay times, plus the time-dependent power spectrum of…

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…

We study voter models defined on large sets. Through a perspective emphasizing the martingale property of voter density processes, we prove that in general, their convergence to the Wright-Fisher diffusion only involves certain averages of…

This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…