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D. Campos

Publications and source records attributed to D. Campos.

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The martingale representation theorem for cylindrical martingale valued measures

We prove a martingale representation theorem for cylindrical martingale-valued measures defined on a separable Banach space. The main tool for establishing the theorem, is a new theory of non-radonifying stochastic integration in reflexive Banach spaces. A second one is the study and characterization of cylindrical white noise measure processes. As consequences of our representation theorem, we prove analogous versions for Hilbert space-valued measures and for cylindrical square integrable martingales. Finally, we apply the results to characterize the solutions to the weak martingale problem for SDEs driven by cylindrical white noise measures.

math.PR

Optimal search strategies of space-time coupled random walkers with finite lifetimes

We present a simple paradigm for detection of an immobile target by a space-time coupled random walker with a finite lifetime. The motion of the walker is characterized by linear displacements at a fixed speed and exponentially distributed duration, interrupted by random changes in the direction of motion and resumption of motion in the new direction with the same speed. We call these walkers "mortal creepers". A mortal creeper may die at any time during its motion according to an exponential decay law characterized by a finite mean death rate $ω_m$. While still alive, the creeper has a finite mean frequency $ω$ of change of the direction of motion. In particular, we consider the efficiency of the target search process, characterized by the probability that the creeper will eventually detect the target. Analytic results confirmed by numerical results show that there is an $ω_m$-dependent optimal frequency $ω=ω_{opt}$ that maximizes the probability of eventual target detection. We work primarily in one-dimensional ($d=1$) domains and examine the role of initial conditions and of finite domain sizes. Numerical results in $d=2$ domains confirm the existence of an optimal frequency of change of direction, thereby suggesting that the observed effects are robust to changes in dimensionality. In the $d=1$ case, explicit expressions for the probability of target detection in the long time limit are given. In the case of an infinite domain, we compute the detection probability for arbitrary times and study its early- and late-time behavior. We further consider the survival probability of the target in the presence of many independent creepers beginning their motion at the same location and at the same time. We also consider a version of the standard "target problem" in which many creepers start at random locations at the same time.

cond-mat.stat-mech