Related papers: Poisson-noise induced escape from a metastable sta…
Suppose a two-dimensional dynamical system has a stable attractor that is surrounded by an unstable limit cycle. If the system is additively perturbed by white noise, the rate of escape through the limit cycle will fall off exponentially as…
Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…
A correlation between two noise processes driving the thermally activated particles in a symmetric triple well potential, may cause a symmetry breaking and a difference in relative stability of the two side wells with respect to the middle…
One of the most important challenges in mathematical neuroscience is to properly illustrate the stochastic nature of neurons. Among different approaches, the noisy leaky integrate-and-fire and the escape rate models are probably the most…
We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…
We investigate the diffusive behavior of a quantum particle driven by a correlated Gaussian noise. We derive the analytical solution of the joint probability density function and obtain explicit expressions for the mean square momentum and…
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…
We have analyzed the interplay between an externally added noise and the intrinsic noise of systems that relax fast towards a stationary state, and found that increasing the intensity of the external noise can reduce the total noise of the…
We study an optimal investment problem with multiple entries and forced exits. A closed form solution of the optimisation problem is presented for general underlying diffusion dynamics and a general running payoff function in the case when…
In the analysis of large random wireless networks, the underlying node distribution is almost ubiquitously assumed to be the homogeneous Poisson point process. In this paper, the node locations are assumed to form a Poisson clustered…
Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
The relationship between anomalous superdiffusive behavior and particle trapping probability is analyzed on a rocking ratchet potential with spatially correlated weak disorder. The trapping probability density is shown, analytically and…
We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…
We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables…
In realistic continuous variable quantum key distribution protocols, an eavesdropper may exploit the additional Gaussian noise generated during transmission to mask her presence. We present a theoretical framework for a post-selection based…
Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…
We consider the motion of overdamped particles on random potentials subjected to a Gaussian white noise and a time-dependent periodic external forcing. The random potential is modeled as the potential resulting from the interaction of a…