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A new variant of the Compressed Sensing problem is investigated when the number of measurements corrupted by errors is upper bounded by some value l but there are no more restrictions on errors. We prove that in this case it is enough to…
We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…
From a quantum point of view, it is mandatory to include the measurement process when predicting the time-evolution of a quantum system. In this paper, a model to treat the measurement of the (TeraHertz) THz electrical current in quantum…
A scalar Langevin-type process $X(t)$ that is driven by Ornstein-Uhlenbeck noise $\eta(t)$ is non-Markovian. However, the joint dynamics of $X$ and $\eta$ is described by a Markov process in two dimensions. But even though there exists a…
We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
This paper considers a continuous time analogue of the classical autoregressive moving average processes, L\'evy-driven CARMA processes. First we describe limiting properties of the periodogram by means of the so-called truncated Fourier…
In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…
This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…
In this work, we obtain performance guarantees for modified-CS and for its improved version, modified-CS-Add-LS-Del, for recursive reconstruction of a time sequence of sparse signals from a reduced set of noisy measurements available at…
We add a time-dependent potential to the inhomogeneous wave equation and consider the task of reconstructing this potential from measurements of the wave field. This dynamic inverse problem becomes more involved compared to static…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
A broken time-reversal symmetry, i.e. broken detailed balance, is central to non-equilibrium physics and is a prerequisite for life. However, it turns out to be quite challenging to unambiguously define and quantify time-reversal symmetry…
A recent original line of research in time--frequency analysis has shifted the interest in energy maxima toward zeros. Initially motivated by the intriguing uniform spread of the zeros of the spectrogram of white noise, it has led to…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
Given a Radon probability measure $\mu$ supported in $\mathbb{R}^d$, we are interested in those points $x$ around which the measure is concentrated infinitely many times on thin annuli centered at $x$. Depending on the lower and upper…
Timing noise in pulsars is often modelled with a Fourier-basis Gaussian process that follows a power law with periodic boundary conditions on the observation time, $T_\mathrm{span}$. However the actual noise processes can extend well below…
The minimal supersymmetric extension of the standard model allows for some of the coupling strengths to be complex parameters. The presence of such imaginary phases can lead to violations of time reversal invariance, which can be tested if…