Related papers: Stochastic contribution to the growth factor in th…

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

We formulate and study a general family of (continuous-time) stochastic dynamics for accelerated first-order minimization of smooth convex functions. Building on an averaging formulation of accelerated mirror descent, we propose a…

We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…

Identifying the right tools to express the stochastic aspects of neural activity has proven to be one of the biggest challenges in computational neuroscience. Even if there is no definitive answer to this issue, the most common procedure to…

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…

We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…

The random intensity of noise approach to 1D Laval-Dubrulle-Nazarenko model is used to describe Lagrangian acceleration of a fluid particle in developed turbulence. Intensities of noises entering nonlinear Langevin equation are assumed to…

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…

In this paper, we propose a price staleness factor model that accounts for pervasive market friction across assets and incorporates relevant covariates. Using large-panel high-frequency data, we derive the maximum likelihood estimators of…

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…

In order to investigate the origin of the ongoing tension between the amplitude of matter fluctuations measured by weak lensing experiments at low redshifts and the value inferred from the cosmic microwave background anisotropies, we…

Nanolasers operating at low power levels are strongly affected by intrinsic quantum noise, influencing both intensity fluctuations and laser coherence. Starting from semiclassical rate equations and making a simple hypothesis for the phase…

Let $A_\pm>0$, $\beta\in(0,1)$, and let $Z^{(\alpha)}$ be a strictly $\alpha$-stable L\'evy process with the jump measure $\nu(\mathrm{d} z)=(C_+\mathbb{I}_{(0,\infty)}(z)+ C_-\mathbb{I}_{(-\infty,0)}(z))|z|^{-1-\alpha}\,\mathrm{d} z$,…

We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…

Stochastic resonance is a general phenomenon usually observed in one-dimensional, amplitude modulated, bistable systems.We show experimentally the emergence of phase stochastic resonance in the bidimensional response of a forced…