Conditioning diffusion processes with killing rates (Q5043080)

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

instance of

scholarly article

0 references

title

Conditioning diffusion processes with killing rates (English)

0 references

DOI

10.1088/1742-5468/ac85ea

0 references

0 references

0 references

Journal of Statistical Mechanics: Theory and Experiment

0 references

publication date

20 October 2022

0 references

full work available at URL

https://arxiv.org/abs/2204.05607

0 references

Mathematics Subject Classification ID

0 references

0 references

Brownian motion

0 references

diffusion

0 references

large deviation

0 references

stochastic processes

0 references

MaRDI profile type

MaRDI publication profile

0 references

OpenAlex ID

W4293567223

0 references

cites work

Conditional brownian motion and the boundary limits of harmonic functions

0 references

0 references

0 references

0 references

0 references

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

0 references

Excursions in Brownian motion

0 references

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

0 references

Brownian Local Times and Taboo Processes

0 references

On diffusions that cannot escape from a convex set

0 references

Exact and efficient sampling of conditioned walks

0 references

Sweetest taboo processes

0 references

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

0 references

Generating constrained run-and-tumble trajectories

0 references

Constrained Brownian processes and constrained Brownian bridges

0 references

Constraint Ornstein-Uhlenbeck bridges

0 references

Generating stochastic trajectories with global dynamical constraints

0 references

Microcanonical conditioning of Markov processes on time-additive observables

0 references

Survival functions induced by stochastic covariate processes

0 references

Distributions associated with markov processes with killing

0 references

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

0 references

A Class of Diffusion Processes with Killing Arising in Population Genetics

0 references

Gussian diffusions and continuous state branching processes with killing

0 references

Quasistationary distributions for one-dimensional diffusions with killing

0 references

Quasilimiting behavior for one-dimensional diffusions with killing

0 references

Markov processes conditioned on their location at large exponential times

0 references

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

0 references

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

0 references

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

0 references

Strongly constrained stochastic processes: the multi-ends Brownian bridge

0 references

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

0 references

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

0 references

Q3150773

0 references

Brownian motion with dry friction: Fokker–Planck approach

0 references

Brownian motion with dry friction

0 references

Nonequilibrium Markov processes conditioned on large deviations

0 references

Entropy and large deviations for discrete-time Markov chains

0 references

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

0 references

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

0 references

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

0 references

Large deviation principle for Markov chains in continuous time

0 references

Q5505765

0 references

A formal view on level 2.5 large deviations and fluctuation relations

0 references

Large deviations of the empirical flow for continuous time Markov chains

0 references

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

0 references

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

0 references

Microscopic fluctuation theory (mFT) for interacting Poisson processes

0 references

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

0 references

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

0 references

Current fluctuations in periodically driven systems

0 references

Periodically driven jump processes conditioned on large deviations

0 references

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

0 references

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

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5043080