Conditioning diffusion processes with killing rates
From MaRDI portal
Recommendations
- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- Killed diffusions and their conditioning
- Quasistationary distributions for one-dimensional diffusions with killing
- Schrödinger processes and large deviations
Cites work
- A Class of Diffusion Processes with Killing Arising in Population Genetics
- A diffusion process with killing: The time to formation of recurrent deleterious mutant genes
- A formal view on level 2.5 large deviations and fluctuation relations
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- Brownian Local Times and Taboo Processes
- Brownian motion with dry friction
- Brownian motion with dry friction: Fokker–Planck approach
- Conditional brownian motion and the boundary limits of harmonic functions
- Conditioned stochastic differential equations: theory, examples and application to finance.
- Conditioning two diffusion processes with respect to their first-encounter properties
- Constrained Brownian processes and constrained Brownian bridges
- Constraint Ornstein-Uhlenbeck bridges
- Current fluctuations in periodically driven systems
- Distributions associated with markov processes with killing
- Entropy and large deviations for discrete-time Markov chains
- Exact and efficient sampling of conditioned walks
- Excursions in Brownian motion
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Generating constrained run-and-tumble trajectories
- Generating stochastic trajectories with global dynamical constraints
- Gussian diffusions and continuous state branching processes with killing
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 3875656 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 1515832 (Why is no real title available?)
- scientific article; zbMATH DE number 5251308 (Why is no real title available?)
- Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
- Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation
- Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps
- Large deviation principle for Markov chains in continuous time
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates
- Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
- Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
- Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
- Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model
- Large deviations of the empirical flow for continuous time Markov chains
- Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models
- Markov processes conditioned on their location at large exponential times
- Microcanonical conditioning of Markov processes on time-additive observables
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Non-intersecting Brownian bridges in the flat-to-flat geometry
- Nonequilibrium Markov processes conditioned on large deviations
- On and beyond entropy production: the case of Markov jump processes
- On diffusions that cannot escape from a convex set
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- On the time to reach maximum for a variety of constrained Brownian motions
- Periodically driven jump processes conditioned on large deviations
- Quasilimiting behavior for one-dimensional diffusions with killing
- Quasistationary distributions for one-dimensional diffusions with killing
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
- Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs
- Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
- Strongly constrained stochastic processes: the multi-ends Brownian bridge
- Survival functions induced by stochastic covariate processes
- Sweetest taboo processes
Cited in
(7)- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
- Optimal survival strategies for diffusive flows: a Schrödinger bridge approach to unbalanced transport
- Inferring evanescent stochastic dynamics from marginal distributions
- Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences
This page was built for publication: Conditioning diffusion processes with killing rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5043080)
