A reflected diffusion process is proposed for modeling of viscoelastic fluids. In order to define the viscoelastic stress tensor, the reflected diffusion process is approximated by Ito diffusions with a penalization factor in the drift term. Convergence of ...
The focus of this article is on the different behavior of large deviations of random functionals associated with the parabolic Anderson model above the mean versus large deviations below the mean. The functionals we treat are the solution u(x, t) to the sp ...
We study the threshold theta contact process on Z(d) with infection parameter lambda. We show that the critical point lambda(c), defined as the threshold for survival starting from every site occupied, vanishes as d -> infinity. This implies that the thres ...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish a Holder continuity result that is a refinement of Xiao (Probab Th Rel Fields 109: ...
We study the decay rate of large deviation probabilities of occupation times, up to time t, for the voter model eta : Z(2) x [0, infinity) -> {0, 1} with simple random walk transition kernel, starting from a Bernoulli product distribution with density rho ...
The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage percolation time a(n ...
We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments ...
We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields 92 (1992) 337-349). We prove their conjecture about the asymptotic behavior of the underlying continuous process X-t (corresponding to the ...
We examine the long-range exclusion process introduced by Spitzer and studied by Liggett and answer some of the open questions raised by Liggett. In particular, we show the existence of equilibria corresponding to bounded dual harmonic functions and that t ...
