Skip to Main content Skip to Navigation
New interface
Preprints, Working Papers, ...

Long time behavior in locally activated random walks

Abstract : 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.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [7 references]  Display  Hide  Download
Contributor : Nicolas Meunier Connect in order to contact the contributor
Submitted on : Thursday, November 24, 2016 - 11:30:23 AM
Last modification on : Sunday, June 26, 2022 - 5:12:42 AM
Long-term archiving on: : Tuesday, March 21, 2017 - 2:28:53 AM


Files produced by the author(s)


  • HAL Id : hal-01402104, version 1
  • ARXIV : 1611.08173


Nicolas Meunier, Clément Mouhot, Raphaël Roux. Long time behavior in locally activated random walks. {date}. ⟨hal-01402104⟩



Record views


Files downloads