:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Ryter, Dietrich
Format:	Preprint
Published:	2020
Subjects:	Probability Statistical Mechanics 60H10
Online Access:	https://arxiv.org/abs/2011.11476
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Diffusive flux into a stochastically gated tube
by: Lawley, Sean D
Published: (2026)

Yet another look at narrow escape through a tube
by: Richardson, Victorya, et al.
Published: (2026)

Reversibility, covariance and coarse-graining for Langevin dynamics: On the choice of multiplicative noise
by: Ayala, Mario, et al.
Published: (2025)

Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
by: Esaki, Syota, et al.
Published: (2023)

Stochastic search with space-dependent diffusivity
by: Tung, Hwai-Ray, et al.
Published: (2026)

Escape from heterogeneous diffusion
by: Tung, Hwai-Ray, et al.
Published: (2025)

Channel transport: gating, geometry, and heterogeneous diffusion
by: Lawley, Sean D
Published: (2026)

Statistical inference for a stochastic generalized logistic differential equation
by: Baltazar-Larios, Fernando, et al.
Published: (2024)

Martingale properties of entropy production and a generalized work theorem with decoupled forward and backward processes
by: Li, Xiangting, et al.
Published: (2024)

Jump Processes with Self-Interactions: Large Deviation Asymptotics
by: Budhiraja, Amarjit, et al.
Published: (2025)

Current fluctuations for the boundary-driven zero-range process on graphs: microscopic versus macroscopic approach and a theory of non-reversible resistor-like networks
by: Gabrielli, Davide, et al.
Published: (2024)

Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
by: Dareiotis, Konstantinos, et al.
Published: (2022)

Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
by: Haress, El Mehdi, et al.
Published: (2023)

Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
by: Ringh, Axel, et al.
Published: (2025)

The Gamma Expansion of the Level Two Large Deviation Rate Functional for Reversible Diffusion Processes
by: Landim, Claudio, et al.
Published: (2025)

Distribution dependent SDEs with multiplicative fractional noise
by: Fan, Xiliang, et al.
Published: (2024)

Using stochastic thermodynamics with internal variables to capture orientational spreading in cell populations undergoing cyclic stretch
by: Abeyaratne, Rohan, et al.
Published: (2025)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
by: Søjmark, Andreas, et al.
Published: (2024)

Stochastic Transport Maps in Diffusion Models and Sampling
by: Zhang, Xicheng
Published: (2025)

Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell
by: Bertini, Lorenzo, et al.
Published: (2022)

Cover times of many random walkers on a discrete network
by: Kim, Hyunjoong, et al.
Published: (2023)

Realisation of constraints in underdamped Langevin dynamics
by: Hartmann, Carsten, et al.
Published: (2026)

On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
by: Krylov, N. V.
Published: (2023)

Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
by: Chen, Xia, et al.
Published: (2024)

The relation of bias with risk in empirically constrained inferences
by: Sakthivadivel, Dalton A R
Published: (2025)

From entropic constraints to reinforced processes: a probabilistic origin of multiscale measures
by: Camilli, Francesco, et al.
Published: (2025)

Stable distributions and domains of attraction for unitarily invariant Hermitian random matrix ensembles
by: Kieburg, Mario, et al.
Published: (2021)

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
by: Kalinin, Alexander, et al.
Published: (2021)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

Weak solution for distribution dependent SDEs driven by Lévy noise
by: Ye, Mingkun
Published: (2026)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

Macroscopic fluctuation theory from a Lagrangian viewpoint and the Schrödinger problem
by: Bertini, L., et al.
Published: (2025)

Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
by: Ma, Ying, et al.
Published: (2026)

Onsager-Machlup functional for stochastic differential equations with time-varying noise
by: Zhang, Xinze, et al.
Published: (2024)

McKean-Vlasov equations with rough common noise
by: Friz, Peter K., et al.
Published: (2025)

Entropy production reveals hidden dynamical constraints rather than stochastic disorder
by: Romanescu, Patrick
Published: (2026)

On weak convergence of stochastic wave equation with colored noise on $\mathbb{R}$
by: Tao, Wenxuan
Published: (2024)

Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
by: Anzeletti, Lukas, et al.
Published: (2023)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

Large deviation principle for stochastic reaction-diffusion equations with super-linear drift on $\mathbb{R}$ driven by space-time white noise
by: Li, Yue, et al.
Published: (2023)