Related papers: Long Memory and Financial Market Bubble Dynamics i…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
We derive a stochastic Gronwall lemma with suprema over the paths in the upper bound of the assumed affine-linear growth assumption. This allows applications to It\^o processes with coefficients which depend on earlier time points such as…
We compute the growth of the mean square of quantum fluctuations of test fields with small effective mass during a slowly changing, nearly de Sitter stage which took place in different inflationary models. We consider a minimally coupled…
We study the asymptotic behaviour near extinction of positive solutions of the Cauchy problem for the fast diffusion equation with a subcritical exponent. We show that separable solutions are stable in some suitable sense by finding a class…
The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…
Evolution of a system of diffusing and proliferating mortal reactants is analyzed in the presence of randomly moving catalysts. While the continuum description of the problem predicts reactant extinction as the average growth rate becomes…
We consider a coupled system of two singularly perturbed reaction-diffusion equations, with two small parameters $0< \epsilon \le \mu \le 1$, each multiplying the highest derivative in the equations. The presence of these parameters causes…
The East model is the simplest one-dimensional kinetically-constrained model of $N$ spins with a trivial equilibrium that displays anomalously large spatio-temporal fluctuations, with characteristic "space-time bubbles" in trajectory space,…
We show that stochastically continuous, time-homogeneous affine processes on the canonical state space $\Rplus^m \times \RR^n$ are always regular. In the paper of \citet{Duffie2003} regularity was used as a crucial basic assumption. It was…
In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…
Aqueous foams and a wide range of related systems are believed to coarsen by gas diffusion between neighboring domains into a statistically self-similar scaling state, after the decay of initial transients, such that dimensionless size and…
In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $D^{\alpha}_Cu(t)=Au(t)+f(t)$ on the half line, where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in Caputo's sense,…
We study a stochastic nonlocal PDE, arising in the context of modelling spatially distributed neural activity, which is capable of sustaining stationary and moving spatially-localized ``activity bumps''. This system is known to undergo a…
The distinct timescales of synaptic plasticity and neural activity dynamics play an important role in the brain's learning and memory systems. Activity-dependent plasticity reshapes neural circuit architecture, determining spontaneous and…
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…