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Piecewise-tunneled captive processes and corridored random particle systems

Title	Piecewise-tunneled captive processes and corridored random particle systems
Author	Mengütürk, L. A., Mengütürk, Murat Cahit
Publication Date:	2023-01
Publication Place	- Springer
Subject	Bounded processes, Captive diffusions, Particle systems
Type	Periodical
Language	English
Digital	Yes
Manuscript	No
Library:	Özyeğin University
Library Asset ID	0022-4715
Record ID	64bba38d-a636-4043-83d3-1bd90cbfd6cd
Library Location	Business Administration
Date	2023-01
Sample Text	We introduce a family of processes that generalises captive diffusions, whereby the stochastic evolution that remains within a pair of time-dependent boundaries can further be piecewise-tunneled internally. The tunneling effect on the dynamics can be random such that the process has non-zero probability to find itself within any possible tunnel at any given time. We study some properties of these processes and apply them in modelling corridored random particles that can be observed in fluid dynamics and channeled systems. We construct and simulate mean-reverting piecewise-tunneled captive models for demonstration. We also propose a doubly-stochastic system in which the tunnels themselves are generated randomly by another stochastic process that jumps at random times.
DOI	10.1007/s10955-022-02996-2
Cilt	190

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Özyeğin University

Piecewise-tunneled captive processes and corridored random particle systems

Author Mengütürk, L. A., Mengütürk, Murat Cahit

Publication Date 2023-01

Publication Place - Springer

Subject Bounded processes, Captive diffusions, Particle systems

Type Periodical

Language English

Digital Yes

Manuscript No

Library Özyeğin University

Library Asset ID 0022-4715

Record ID 64bba38d-a636-4043-83d3-1bd90cbfd6cd

Library Location Business Administration

Date 2023-01

Sample Text We introduce a family of processes that generalises captive diffusions, whereby the stochastic evolution that remains within a pair of time-dependent boundaries can further be piecewise-tunneled internally. The tunneling effect on the dynamics can be random such that the process has non-zero probability to find itself within any possible tunnel at any given time. We study some properties of these processes and apply them in modelling corridored random particles that can be observed in fluid dynamics and channeled systems. We construct and simulate mean-reverting piecewise-tunneled captive models for demonstration. We also propose a doubly-stochastic system in which the tunnels themselves are generated randomly by another stochastic process that jumps at random times.

DOI 10.1007/s10955-022-02996-2

Cilt 190