We consider the problem of describing the dynamics of a test particle moving in a thermal bath using the stochastic differential equations. We briefly recall the stochastic approach to the Brownian based on the statistical ...

In this contribution we show that fractional diffusion emerges from a simple Markovian Gaussian random walk when the medium displays a power-law heterogeneity. Within the framework of the continuous time random walk, the ...

Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting ...

Cellular contacts modify the way cells migrate in a cohesive group with respect to a free single cell. The resulting motion is persistent and correlated, with cells’ velocities self-aligning in time. The presence of a dense ...

We study the extremal properties of a stochastic process $x_t$ defined by the Langevin equation ${\dot {x}}_{t}=\sqrt{2{D}_{t}}\enspace {\xi }_{t}$, in which $\xi_t$ is a Gaussian white noise with zero mean and $D_t$ is a ...

We study Markovian continuous-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal ...

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}= \sqrt{2D_o V (B_t )} \xi_t$, where $\xi$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, ...

In order to calibrate the model parameters, Sensitivity Analysis routines are mandatory to rank the parameters by their relevance and fix to nominal values the least influential factors. Despite the high number of works ...