Abstract Domain walls in magnets, vortex lattices in superconductors, contact lines at
depinning, and many other systems can be modeled as an elastic system subject to …

How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …

This paper is concerned with the stochastic thermodynamics of nonequilibrium Gaussian
processes that can exhibit anomalous diffusion. In the systems considered, the noise …

We introduce a simulation-based, amortized Bayesian inference scheme to infer the
parameters of random walks. Our approach learns the posterior distribution of the walks' …

Field-driven particle diffusion in heterogeneous viscoelastic environments is a ubiquitous
process in biological systems such as cell cytoplasm. In this paper, we study the behavior of …

Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst
exponent H∈(0, 1), generalizing standard Brownian motion to account for anomalous …

Fractional Brownian motion and the fractional Langevin equation are models of anomalous
diffusion processes characterized by long-range power-law correlations in time. We employ …

We present an algorithm to efficiently sample first-passage times for fractional Brownian
motion. To increase the resolution, an initial coarse lattice is successively refined close to …

The Kramers escape problem is a paradigmatic model for the kinetics of rare events, which
are usually characterized by Arrhenius law. So far, analytical approaches have failed to …

In this chapter, we consider the problem of a non-Markovian random walker (displaying
memory effects) searching for a target. We review an approach that links the first passage …