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The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process can be represented by the solution to an…
For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
We prove a version of pointwise Ergodic Theorem for non-stationary random dynamical systems. Also, we discuss two specific examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix…
We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…
This paper is devoted to the study of the stochastic properties of dynamical systems preserving an infinite measure. More precisely we prove central limit theorems for Birkhoff sums of observables of $\mathbb{Z}^2$-extensions of dynamical…
Many models of population dynamics are formulated as deterministic iterated maps although real populations are stochastic. This is justifiable in the limit of large population sizes, as the stochastic fluctuations are negligible then.…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…
Stiefel manifolds arise naturally as spaces of injective operators and as total spaces of principal bundles over Grassmannians. While their finite-dimensional topology is governed by Bott periodicity, the infinite-dimensional theory…
Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…