Related papers: Intrinsic scales for high-dimensional LEVY-driven …
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…
We study the convergence in probability in the non-standard $M_1$ Skorokhod topology of the Hilbert valued stochastic convolution integrals of the type $\int_0^t F_\gamma(t-s)\,d L(s)$ to a process $\int_0^t F(t-s)\, d L(s)$ driven by a…
We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…
The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in…
We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…
A finite array of $N$ globally coupled Stratonovich models exhibits a continuous nonequilibrium phase transition. In the limit of strong coupling there is a clear separation of time scales of center of mass and relative coordinates. The…
This paper concerns the numerical approximation for the invariant distribution of Markovian switching L\'evy-driven stochastic differential equations. By combining the tamed-adaptive Euler-Maruyama scheme with the Multi-level Monte Carlo…
We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an…
We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…
Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
Recent analyses suggest that in TeV scales that will be made accessible at the LHC copious amounts of color scalar parton bound states may be produced. Would this be the case, the scalars would leave long enough to interact and this could…
In this work, we establish a direct connection between generative diffusion models (DMs) and stochastic quantization (SQ). The DM is realized by approximating the reversal of a stochastic process dictated by the Langevin equation,…
Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…
Many systems in biology, physics and chemistry can be modeled through ordinary differential equations, which are piecewise smooth, but switch between different states according to a Markov jump process. In the fast switching limit, the…