Related papers: Recent advances in ambit stochastics with a view t…
The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…
Cell polarity refers to the spatial asymmetry of molecules on the cell membrane. Altschuler, Angenent, Wang and Wu have proposed a stochastic model for studying the emergence of polarity in the presence of feedback between molecules. We…
We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…
We analyze the physical meaning of fluctuations of the phase space contraction rate, that we also call entropy creation rate, and its observability in space-time intermittency phenomena. For concreteness we consider a Navier-Stokes fluid.
The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…
In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…
In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…
The scope of this manuscript is to review some recent developments in statistics for discretely observed semimartingales which are motivated by applications for financial markets. Our journey through this area stops to take closer looks at…
Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…
The cloud of cold atoms obtained from a magneto-optical trap is known to exhibit two types of instabilities in the regime of high atomic densities: stochastic instabilities and deterministic instabilities. In the present paper, the…
Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…
We consider the stochastic volatility model obtained by adding a compound Hawkes process to the volatility of the well-known Heston model. A Hawkes process is a self-exciting counting process with many applications in mathematical finance,…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…
Empirical diagnosis of stability has received considerable attention, mostly focused on variance metrics for early warning signals of abrupt system change. Despite this, the theoretical foundation and application has been limited to…
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…
In the paper electromagnetic signals distinguished by their discrete modulation of spatial distributions of fields and amplitudes are considered. Amplitudes of the impulses play a role of predicates and discrete spatial distributions of…
The purpose of this work is to explore the role that random arbitrage opportunities play in pricing financial derivatives. We use a non-equilibrium model to set up a stochastic portfolio, and for the random arbitrage return, we choose a…
The design of embedded control systems is mainly done with model-based tools such as Matlab/Simulink. Numerical simulation is the central technique of development and verification of such tools. Floating-point arithmetic, that is well-known…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…