Related papers: Mapping multiplicative to additive noise
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
Large populations of globally-coupled identical maps subjected to independent additive noise are shown to undergo qualitative changes as the features of the stochastic process are varied. We show that for strong coupling, the collective…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
This paper concerns about the large time behavior of acoustic wave motion driven by a random force acting through the boundary. We begin with an abstract result showing the interconnection between the regularity of Markov semigroup…
We have studied the synchronization induced by periodic inputs applied to the finite $N$-unit coupled bistable Langevin model which is subjected to cross-correlated additive and multiplicative noises. Effects on the synchronization of the…
Firstly, the Markovian stochastic Schr\"odinger equations are presented, together with their connections with the theory of measurements in continuous time. Moreover, the stochastic evolution equations are translated into a simulation…
The ever-growing appearance of infinitely divisible laws and related processes in various areas, such as physics, mathematical biology, finance and economics, has fuelled an increasing demand for numerical methods of sampling and sample…
While loss-gain-induced Langevin noises have been intensively studied in quantum optics, the effect of a complex-valued nonlinear coupling coefficient on the noises of two coupled phase-conjugated optical fields has never been questioned…
We study Langevin dynamics with noise projected onto the directions orthogonal to an isometric group action. This mathematical model is introduced to shed new light on the effects of symmetry on stochastic gradient descent for…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time…
We demonstrate the phenomenon of stochastic resonance (SR) for discrete-time dynamical systems. We investigate various systems that are not necessarily bistable, but do have two well defined states, switching between which is aided by…
We have derived exact Langevin equations for a model of quasispecies dynamics. The inherent multiplicative reaction noise is complex and its statistical properties are specified completely. The numerical simulation of the complex Langevin…