Related papers: Hitting probabilities for non-linear systems of st…

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Analysis of pulsar timing data have provided evidence for a stochastic gravitational wave background in the nHz frequency band. The most plausible source of such a background is the superposition of signals from millions of supermassive…

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

The Cauchy- and periodic boundary value problem for the nonlinear Schroedinger equations in $n$ space dimensions [u_t - i\Delta u = (\nabla \bar{u})^{\beta}, |\beta|=m \ge 2, u(0)=u_0 \in H^{s+1}_x] is shown to be locally well posed for $s…

In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Fine regularity of stochastic processes is usually measured in a local way by local H\"older exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian…

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

We consider the Ekst\''om-Persson conjecture concerning the value of the Hausdorff dimension of random covering sets formed by balls with radii $(k^{-\alpha})_{k=1}^\infty$ and centres chosen independently at random according to an…

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment…

We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…

We develop a general formalism for analysing parameter information from non-Gaussian cosmic fields. The method can be adapted to include the nonlinear effects in galaxy redshift surveys, weak lensing surveys and cosmic velocity field…

We consider stochastic heat equations with fractional Laplacian on $\mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We…