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pro vyhledávání: '"60J65, 60G55"'
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the related d
Externí odkaz:
http://arxiv.org/abs/2211.03839
Autor:
Kondratiev, Yuri G., da Silva, José L.
Publikováno v:
Methods Funct. Anal. Topology, 26(3), 2020, 241-248
In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular part given in
Externí odkaz:
http://arxiv.org/abs/2006.07514
We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point process in $\mathbb{R}^d$, $d \geq 3$. The potentials we consider are obtained via superposition of tr
Externí odkaz:
http://arxiv.org/abs/1802.00785
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To prove uniqu
Externí odkaz:
http://arxiv.org/abs/1305.4129
Autor:
Depperschmidt, Andrej, Götz, Sophia
We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves as a refl
Externí odkaz:
http://arxiv.org/abs/1202.1001
We study a model for the translocation of proteins across membranes through a nanopore using a ratcheting mechanism. When the protein enters the nanopore it diffuses in and out of the pore according to a Brownian motion. Moreover, it is bound by ratc
Externí odkaz:
http://arxiv.org/abs/1107.5219
Autor:
Leuridan, Christophe
Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set $${\cal M}_{a,b
Externí odkaz:
http://arxiv.org/abs/1004.5530
Protein translocation in cells has been modelled by \emph{Brownian ratchets}. In such models, the protein diffuses through a nanopore. On one side of the pore, ratcheting molecules bind to the protein and hinder it to diffuse out of the pore. We stud
Externí odkaz:
http://arxiv.org/abs/0904.2276
Autor:
Faggionato, A.
We show that the slopes between h-extrema of the drifted 1D Brownian motion form a stationary alternating marked point process, extending the result of J. Neveu and J. Pitman for the non drifted case. Our analysis covers the results on the statistics
Externí odkaz:
http://arxiv.org/abs/0708.0128
Autor:
Adler, Mark, van Moerbeke, Pierre
The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the probability that the eigenvalues of the ensemble belong to a set satisf
Externí odkaz:
http://arxiv.org/abs/math/0509047