activity
20202024
most citedStochastic billiards with Markovian reflections in generalized parabolic domains

2 citations · 5 across the 7 of their papers we have counts for

collaborators

7 papers

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.PR2024

Superdiffusive planar random walks with polynomial space-time drifts

Conrado da Costa, Mikhail Menshikov, Vadim Shcherbakov +1

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is…

math.PR2023

Limiting distributions for RWCRE in the sub-ballistic regime and in the critical Gaussian regime

Conrado da Costa, Jonathon Peterson, Yongjia Xie

Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the environment is frozen between a fixed sequence of times (cal…

math.PR2023

Passage-times for partially-homogeneous reflected random walks on the quadrant

Conrado da Costa, Mikhail Menshikov, Andrew Wade

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the tw…

math.PR2022★ 1 cited

Gradual convergence for Langevin dynamics on a degenerate potential

Gerardo Barrera, Conrado da Costa, Milton Jara

In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its…

math.PR2021★ 2 cited

Stochastic billiards with Markovian reflections in generalized parabolic domains

Conrado da Costa, Mikhail V. Menshikov, Andrew R. Wade

We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by…

math.PR2020

Reaction-diffusion models for a class of infinite-dimensional non-linear stochastic differential equations

Conrado da Costa, Bernardo Freitas Paulo da Costa, Daniel Valesin

We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corres…