Conditioning two diffusion processes with respect to their first-encounter properties
From MaRDI portal
Recommendations
- On conditional diffusion processes
- Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
- Conditioning diffusion processes with killing rates
- Conditioning diffusion processes with respect to the local time at the origin
- On the two-boundary first-crossing-time problem for diffusion processes
- The lifetimes of conditioned diffusion processes
- scientific article; zbMATH DE number 1795964
- scientific article; zbMATH DE number 1829207
- First-passage problems for degenerate two-dimensional diffusion processes
- First passage densities and boundary crossing probabilities for diffusion processes
Cites work
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- A formal view on level 2.5 large deviations and fluctuation relations
- A guide to first-passage processes
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- Applied stochastic differential equations
- Aspects of non-equilibrium in classical and quantum systems: slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics
- Bethe Ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution
- Brownian Local Times and Taboo Processes
- Coincidence probabilities
- Conditioned diffusions which are Brownian bridges
- Conditioned stochastic differential equations: theory, examples and application to finance.
- Constrained Brownian processes and constrained Brownian bridges
- Constraint Ornstein-Uhlenbeck bridges
- Current fluctuations in periodically driven systems
- Diffusion processes with identical bridges
- Diffusions conditioned on occupation measures
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume
- Entropy and large deviations for discrete-time Markov chains
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Exact and efficient sampling of conditioned walks
- Excursions in Brownian motion
- First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
- First-passage phenomena and their applications
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Generating constrained run-and-tumble trajectories
- Generating stochastic trajectories with global dynamical constraints
- Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion
- scientific article; zbMATH DE number 5943539 (Why is no real title available?)
- scientific article; zbMATH DE number 3875656 (Why is no real title available?)
- scientific article; zbMATH DE number 4082653 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 3001084 (Why is no real title available?)
- scientific article; zbMATH DE number 1478492 (Why is no real title available?)
- scientific article; zbMATH DE number 5251308 (Why is no real title available?)
- Hyperbolic Ornstein-Uhlenbeck process
- 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
- Introduction to dynamical large deviations of Markov processes
- Introduction to random matrices. Theory and practice
- 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 and ensembles of trajectories in stochastic models
- Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates
- Large deviations conditioned on large deviations II: Fluctuating hydrodynamics
- 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 currents in diffusions with reflective boundaries
- 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
- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Markov processes with identical bridges
- Microcanonical conditioning of Markov processes on time-additive observables
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Microscopic structure of shocks and antishocks in the ASEP conditioned on low current
- 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 Karlin-McGregor theorem and applications
- 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
- Preface: new trends in first-passage methods and applications in the life sciences and engineering
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
- Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models
- Simulating rare events in dynamical processes
- 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
- Sweetest taboo processes
- The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases
- Thermodynamic formalism for systems with Markov dynamics
- Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux
Cited in
(9)- Sweetest taboo processes
- Conditioning diffusion processes with killing rates
- Conditioning diffusion processes with respect to the local time at the origin
- Strongly constrained stochastic processes: the multi-ends Brownian bridge
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Inferring evanescent stochastic dynamics from marginal distributions
- Markov spin models for image generation: explicit large deviations with respect to the number of pixels
- Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences
- Self-interacting processes via Doob conditioning
This page was built for publication: Conditioning two diffusion processes with respect to their first-encounter properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5054702)