Related papers: Recent advances in ambit stochastics with a view t…
We study the asymptotic properties of a stochastic model for the induction equations of the magnetic field in a three dimensional periodic domain. The turbulent velocity field driving the electromotive force on the magnetic field is modeled…
Invariant sets define regions of the state space where system constraints are always satisfied. The majority of numerical techniques for computing invariant sets have been developed for discrete-time systems with a fixed sampling time.…
This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
MHD Turbulence is a critical component of the current paradigms of star formation, particle transport, magnetic reconnection and evolution of the ISM. Progress on this difficult subject is made via numerical simulations and observational…
Accurate models of turbulent wind fields have become increasingly important in the atmospheric sciences, e.g., for the determination of spatiotemporal correlations in wind parks, the estimation of individual loads on turbine rotor and…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
This paper investigates the stability of distance-based \textit{flexible} undirected formations in the plane. Without rigidity, there exists a set of connected shapes for given distance constraints, which is called the ambit. We show that a…
We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…
A small-time Edgeworth expansion of the density of an asset price is given under a general stochastic volatility model, from which asymptotic expansions of put option prices and at-the-money implied volatilities follow. A limit theorem for…
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…
In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis…
The paper is concerned with patchy vector fields, a class of discontinuous, piecewise smooth vector fields that were introduced in AB to study feedback stabilization problems. We prove the stability of the corresponding solution set w.r.t.…
In the modulated reheating scenario, the field that drives inflation has a spatially varying decay rate, and the resulting inhomogeneous reheating process generates adiabatic perturbations. We examine the statistical properties of the…
The research field of spatial scientometrics is dedicated to measuring and analyzing science with spatial components (e.g., location, place, mapping). Because of the dynamic nature of this field, researchers from multidisciplinary domains…
Modelling amplitudes of stochastically excited oscillations in stars is a powerful tool for understanding the properties of the convective zones. For instance, it gives us information on the way turbulent eddies are temporally correlated in…