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math.PR2024★ 2 cited
Superdiffusive limits for stochastic kinetics driven by self-similar drifts
Miha Brešar, Conrado da Costa, Aleksandar Mijatović +1
We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous self-similar noise, and also include…
math.PR2023★ 1 cited
Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability
Miha Brešar, Aleksandar Mijatović, Andrew Wade
We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary.…