We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient: emergence of a non-Gaussian mul-tipeaked probability distribution and a dynamical transition to an absorbing static state. We compute the generator and we study the partial differential equation which involves its adjoint. We discuss global existence and blow-up of the solution to this latter equation
We introduce a persistent random walk model for the stochastic transport of particles involving self...
In view of the interest in the occurrence of anomalous diffusion (<r2(t)>~t2H, 0 < H < ...
International audienceLet $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state...
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the o...
We study the random field of local time picked up over the entire life of a super-Brownian motion on...
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introd...
AbstractWe study the random field of local time picked up over the entire life of a super-Brownian m...
A Langevin process describing diffusion in a periodic potential landscape has a time-dependent diffu...
In this paper the authors analyze the long time behavior of certain Markov chains, namely jump proce...
61 pagesInternational audienceWe study a one-dimensional diffusion $X$ in a drifted Brownian potenti...
In this paper, we are interested in a diffusion process based on a gradient descent. The process is ...
In this paper, we are interested in a diffusion process based on a gradient descent. The process is ...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We introduce a persistent random walk model for the stochastic transport of particles involving self...
International audienceWe discuss the dynamics of a Brownian particle under the influence of a spatia...
We introduce a persistent random walk model for the stochastic transport of particles involving self...
In view of the interest in the occurrence of anomalous diffusion (<r2(t)>~t2H, 0 < H < ...
International audienceLet $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state...
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the o...
We study the random field of local time picked up over the entire life of a super-Brownian motion on...
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introd...
AbstractWe study the random field of local time picked up over the entire life of a super-Brownian m...
A Langevin process describing diffusion in a periodic potential landscape has a time-dependent diffu...
In this paper the authors analyze the long time behavior of certain Markov chains, namely jump proce...
61 pagesInternational audienceWe study a one-dimensional diffusion $X$ in a drifted Brownian potenti...
In this paper, we are interested in a diffusion process based on a gradient descent. The process is ...
In this paper, we are interested in a diffusion process based on a gradient descent. The process is ...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We introduce a persistent random walk model for the stochastic transport of particles involving self...
International audienceWe discuss the dynamics of a Brownian particle under the influence of a spatia...
We introduce a persistent random walk model for the stochastic transport of particles involving self...
In view of the interest in the occurrence of anomalous diffusion (<r2(t)>~t2H, 0 < H < ...
International audienceLet $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state...