Related papers: Non-Gaussian Limit Theorem for Non-Linear Langevin…
We extend the second-order von Neumann approach within the generalized master equation formalism for quantum electronic transport to include the counting field. The resulting non-Markovian evolution equation for the reduced density matrix…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…
We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…
We propose a model based on a generalized effective Hamiltonian for studying the effect of noise in quantum computations. The system-environment interactions are taken into account by including stochastic fluctuating terms in the system…
A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…
Quantum systems are unavoidably open to their surrounding degrees of freedom. The theory of open quantum systems is thus crucial to understanding the fluctuations, dissipation, and decoherence of a quantum system of interest. Typically, the…
We study the evolution equations for gravitational waves, which are derived using the full metric to raise and lower indices. This method ensures full consistency between the Ricci tensor and all gauge restrictions and requirements, and…
We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
This study examines a nonparametric inference on a stationary L\'evy-driven Ornstein-Uhlenbeck (OU) process $X = (X_{t})_{t \geq 0}$ with a compound Poisson subordinator. We propose a new spectral estimator for the L\'evy measure of the…
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
Previous works have shown that time asymmetric forcing on the one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian…
We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…