Related papers: An alternative expression of Di Paola and Falson's…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…
The stochastic Gross-Pitaevskii equation represents a versatile approach for studying the dynamics of trapped degenerate ultracold Bose gases in the presence of large phase and density fluctuations. Following a brief review of the original…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
We prove the existence, uniqueness, and comparison of solutions for a nonlinear stochastic parabolic partial differential equation that includes the Solar variability in terms of a multiplicative Wiener cylindrical noise in the term of the…
A further generalization of the stochastic replicator dynamic derived by Fudenberg and Harris \cite{FH92} is considered. In particular, a Poissonian integral is introduced to the fitness to simulate the affects of anomalous events. For the…
We show that it is possible to replace the actual implicit distribution function of the fractional exclusion statistics by an explicit one whose form does not change with the parameter $\alpha$. This alternative simpler distribution…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
Ambiguities in the functional-integral solution of the stochastic differential equation (SDE) arising due to the definition on the functional Jacobi determinant and the white-in-time limit in the noise are analyzed and two forms of the de…
In a recent letter ({\it{EPL}}, {\bf{104}} (2013) 60003; see also {\it {arXiv:1309.5645}}), Plastino and Rocca suggest that the divergences inherent to the formulation of nonextensive statistical mechanics can be eliminated {\it {via}} the…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
The dynamical property of the Tsallis distribution is studied from a Fokker-Planck equation. For the Langevin dynamical system with an arbitrary potential function, Markovian friction and Gaussian white noise, we show that no possible…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…