Related papers: 2D- stochastic currents over the Wiener sheet
In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…
We study the statistical properties of stationary, isotropic and homogeneous turbulence in two-dimensional (2D) flows, focusing on the direct cascade, that is on wave-numbers large compared to the integral scale, where both energy and…
Under non-periodic boundary conditions, we consider the long-time behavior for stochastic 2D nematic liquid crystals flows with velocity and orientations perturbed by additive noise and multiplicative noise respectively. It is the first…
Many processes in nature seem to be entirely controlled by transition rates and the corresponding statistical dynamics. Some of them are in essence quantum, like the decay of excited states, the tunneling through barriers or the decay of…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels',…
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
The probability current statistics of two-dimensional open chaotic ballistic billiards is studied both analytically and numerically. Assuming that the real and imaginary parts of the scattering wave function are both random Gaussian fields,…
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…
The Kolmogorov equation associated to a stochastic 2D Euler equations with transport type noise and random initial conditions is studied by a direct approach, based on Fourier analysis, Galerkin approximation and Wiener chaos methods. The…
The work addresses 2D and 3D turbulent transonic flows past a wall with an expansion corner. A curved shock wave is formed upstream of a cylinder located above the corner. Numerical solutions of the Reynolds-averaged Navier-Stokes equations…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$ under Dirichlet boundary condition on…
We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be…
In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a…
The new phenomenon of semiquantum chaos is analyzed in a classically regular double-well oscillator model. Here it arises from a doubling of the number of effectively classical degrees of freedom, which are nonlinearly coupled in a Gaussian…