Effective Langevin equations for constrained stochastic processes
From MaRDI portal
Publication:3302318
DOI10.1088/1742-5468/2015/06/P06039zbMath1456.82777arXiv1503.02639MaRDI QIDQ3302318
Satya N. Majumdar, Henri Orland
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.02639
Related Items (24)
Transport properties of diffusive particles conditioned to survive in trapping environments ⋮ Microcanonical conditioning of Markov processes on time-additive observables ⋮ Periodic Airy process and equilibrium dynamics of edge fermions in a trap ⋮ Design of biased random walks on a graph with application to collaborative recommendation ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ Variational Inference for Stochastic Differential Equations ⋮ Asymptotic of the running maximum distribution of a Gaussian Bridge ⋮ Exact solutions for the probability density of various conditioned processes with an entrance boundary ⋮ Constraint Ornstein-Uhlenbeck bridges ⋮ Exact and efficient sampling of conditioned walks ⋮ Record statistics for random walk bridges ⋮ Constrained Brownian processes and constrained Brownian bridges ⋮ Sweetest taboo processes ⋮ Strongly constrained stochastic processes: the multi-ends Brownian bridge ⋮ Universal excursion and bridge shapes in ABBM/CIR/Bessel processes ⋮ Diffusions conditioned on occupation measures ⋮ Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary ⋮ Non-intersecting Brownian bridges in the flat-to-flat geometry ⋮ First-passage dynamics of linear stochastic interface models: numerical simulations and entropic repulsion effect ⋮ Large deviations conditioned on large deviations. I: Markov chain and Langevin equation ⋮ Large deviations conditioned on large deviations II: Fluctuating hydrodynamics ⋮ Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry ⋮ Generating stochastic trajectories with global dynamical constraints ⋮ Generating constrained run-and-tumble trajectories
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
- On the supremum of a certain Gaussian process
- The Brownian excursion area: A numerical analysis
- A relation between Brownian bridge and Brownian excursion
- On the analysis of linear probing hashing
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
- Statistics of the first passage time of Brownian motion conditioned by maximum value or area
- On the area under a continuous time Brownian motion till its first-passage time
- Conditional brownian motion and the boundary limits of harmonic functions
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- Brownian motion: a paradigm of soft matter and biological physics
- The perils of thresholding
- The first-passage area for drifted Brownian motion and the moments of the Airy distribution
- Decomposing the Brownian path
- Functionals of Brownian motion, localization and metric graphs
This page was built for publication: Effective Langevin equations for constrained stochastic processes
