36 citations · 424 across the 30 of their papers we have counts for
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Nonequilibrium diffusion processes via non-Hermitian electromagnetic quantum mechanics with application to the statistics of entropy production in the Brownian gyrator
Alain Mazzolo, Cécile Monthus
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field in dimension is revisited via the correspondence with the non-hermitian quantum mechanic…
Joint distribution of two Local Times for diffusion processes with the application to the construction of various conditioned processes
Alain Mazzolo, Cécile Monthus
For a diffusion process of drift and of diffusion coefficient , we study the joint distribution of the two local times and $B(t…
Conditioning diffusion processes with respect to the local time at the origin
Alain Mazzolo, Cécile Monthus
When the unconditioned process is a diffusion process of drift and of diffusion coefficient , the local time at the origin $x=0…
Conditioning diffusion processes with killing rates
Alain Mazzolo, Cécile Monthus
When the unconditioned process is a diffusion submitted to a space-dependent killing rate , various conditioning constraints can be imposed for a finite time horizon …
Conditioning two diffusion processes with respect to their first-encounter properties
Alain Mazzolo, Cécile Monthus
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For th…
Conditioned diffusion processes with an absorbing boundary condition for finite or infinite horizon
Cécile Monthus, Alain Mazzolo
When the unconditioned process is a diffusion living on the half-line in the presence of an absorbing boundary condition at position , we construct various…