Conditioning diffusion processes with killing rates (Q5043080): Difference between revisions

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scientific article; zbMATH DE number 7604517

Language	Label	Description	Also known as
English	Conditioning diffusion processes with killing rates	scientific article; zbMATH DE number 7604517

Statements

scholarly article

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Conditioning diffusion processes with killing rates (English)

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Cécile Monthus

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Journal of Statistical Mechanics: Theory and Experiment

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publication date

20 October 2022

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full work available at URL

https://arxiv.org/abs/2204.05607

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zbMATH Keywords

Brownian motion

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diffusion

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large deviation

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stochastic processes

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MaRDI profile type

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Conditional brownian motion and the boundary limits of harmonic functions

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Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces

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Excursions in Brownian motion

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On the time to reach maximum for a variety of constrained Brownian motions

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Brownian Local Times and Taboo Processes

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On diffusions that cannot escape from a convex set

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Exact and efficient sampling of conditioned walks

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Sweetest taboo processes

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Non-intersecting Brownian bridges in the flat-to-flat geometry

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Generating constrained run-and-tumble trajectories

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Constrained Brownian processes and constrained Brownian bridges

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Constraint Ornstein-Uhlenbeck bridges

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Generating stochastic trajectories with global dynamical constraints

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Microcanonical conditioning of Markov processes on time-additive observables

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Survival functions induced by stochastic covariate processes

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Distributions associated with markov processes with killing

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A diffusion process with killing: The time to formation of recurrent deleterious mutant genes

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A Class of Diffusion Processes with Killing Arising in Population Genetics

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Gussian diffusions and continuous state branching processes with killing

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Quasistationary distributions for one-dimensional diffusions with killing

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Quasilimiting behavior for one-dimensional diffusions with killing

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Markov processes conditioned on their location at large exponential times

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On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint

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Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge

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Conditioned stochastic differential equations: theory, examples and application to finance.

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Strongly constrained stochastic processes: the multi-ends Brownian bridge

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Conditioning two diffusion processes with respect to their first-encounter properties

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Handbook of stochastic methods for physics, chemistry and the natural sciences.

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Brownian motion with dry friction: Fokker–Planck approach

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Brownian motion with dry friction

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Nonequilibrium Markov processes conditioned on large deviations

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Entropy and large deviations for discrete-time Markov chains

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Revisiting classical and quantum disordered systems from the unifying perspective of large deviations

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Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets

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Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media

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Large deviation principle for Markov chains in continuous time

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A formal view on level 2.5 large deviations and fluctuation relations

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Large deviations of the empirical flow for continuous time Markov chains

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Flows, currents, and cycles for Markov chains: large deviation asymptotics

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Large deviations for the density and current in non-equilibrium-steady-states on disordered rings

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Microscopic fluctuation theory (mFT) for interacting Poisson processes

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Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees

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Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs

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Current fluctuations in periodically driven systems

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Periodically driven jump processes conditioned on large deviations

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Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates

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Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps

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Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model

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Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment

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Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation

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Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1088/1742-5468/AC85EA

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Sitelinks

Mathematics(1 entry)

mardi Publication:5043080

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