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We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic…

Populations and Evolution · Quantitative Biology 2010-04-16 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

In this paper, we consider stochastic two-phase Stefan problem driven by general jump L\'evy noise. We first obtain the existence and uniqueness of the strong solution and then establish the ergodicity of the stochastic Stefan problem.…

Probability · Mathematics 2024-08-05 Xiaotian Ge , Shijie Shang , Jianliang Zhai , Tusheng Zhang

We study the existence and uniqueness, the regularity, and the long-time behavior of strong solutions to stochastic curve shortening flow driven by a transport-type pure jump L\'evy noise. To obtain the existence and uniqueness of strong…

Probability · Mathematics 2026-05-12 Xiaotian Ge , Shijie Shang , Weina Wu , Jianliang Zhai

In contrast to the neutral population cycles of the deterministic mean-field Lotka--Volterra rate equations, including spatial structure and stochastic noise in models for predator-prey interactions yields complex spatio-temporal structures…

Populations and Evolution · Quantitative Biology 2013-10-16 Ulrich Dobramysl , Uwe C. Tauber

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

We discuss a model of a system of interacting populations for the case when: (i) the growth rates and the coefficients of interaction among the populations depend on the populations densities: and (ii) the environment influences the growth…

Chaotic Dynamics · Physics 2013-11-15 Nikolay K. Vitanov , Kaloyan N. Vitanov

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…

Statistical Mechanics · Physics 2015-06-15 Mariusz Zaba , Piotr Garbaczewski , Vladimir Stephanovich

An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…

Statistical Mechanics · Physics 2016-08-16 Jesús Casado-Pascual , José Gómez-Ordóñez , Manuel Morillo , Peter Hänggi

Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven…

Statistics Theory · Mathematics 2014-01-07 Laszlo Gerencser , Mate Manfay

Logistic growth models are recurrent in biology, epidemiology, market models, and neural and social networks. They find important applications in many other fields including laser modelling. In numerous realistic cases the growth rate…

Statistical Mechanics · Physics 2015-05-18 G. Aquino , M. Bologna , H. Calisto

The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…

Dynamical Systems · Mathematics 2012-05-15 Huijie Qiao , Xingye Kan , Jinqiao Duan

In this paper, we study the stochastic logrithmic Schr\"odinger equation with saturated nonlinear multiplicative L\'evy noise. The global well-posedness is established for the stochastic logrithmic Schr\"odinger equation in an appropriate…

Probability · Mathematics 2025-02-11 Jiahui Zhu , Jianliang Zhai

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient…

Probability · Mathematics 2020-04-14 Nicolas Privault , Liang Wang

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…

Statistical Mechanics · Physics 2016-05-18 Peter G. Hufton , Yen Ting Lin , Tobias Galla , Alan J. McKane