Related papers: Symmetries of generating functionals of Langevin p…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…
We study the symmetries enjoyed by the Newtonian equations of motion of the non-relativistic dark matter fluid coupled to gravity which give rise to the phenomenon of gravitational instability. We also discuss some consistency relations…
We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
The Hartle-Hawking and Tunneling (Vilenkin) wave functions are treated in the Hamiltonian formalism. We find that the leading (i.e. quadratic) terms in the fluctuations around a maximally symmetric background, are indeed Gaussian (rather…
New classes of generalized Nevanlinna functions, which under multiplication with an arbitrary fixed symmetric rational function remain generalized Nevanlinna functions, are introduced. Characterizations for these classes of functions are…
We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…
In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…