Related papers: Non-Gaussian Limit Theorem for Non-Linear Langevin…
We report measurements and analysis of the voltage noise due the to vortex motion, performed in superconducting Niobium micro-bridges. Noise in such small systems exhibits important changes from the behavior commonly reported in macroscopic…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…
We consider the solution $\{u(t,x);t\geq0,x\in\mathbf{R}\}$ of a system of $d$ linear stochastic wave equations driven by a $d$-dimensional symmetric space-time L\'{e}vy noise. We provide a necessary and sufficient condition on the…
We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…
Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…
When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…
When high-frequency sound waves travel through media with anomalous diffusion, such as biological tissues, their motion can be described by nonlinear wave equations of fractional higher order. These can be understood as nonlocal…
In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…
The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions…
Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…
We establish the existence and uniqueness of strong solutions to stochastic porous media equations driven by L\'{e}vy noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and with the Laplacian replaced by a negative definite…
It is possible to construct L\'evy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two…
In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…
In the article, Zakai and Kushner-Stratonovich equations of the nonlinear filtering problem for a non-Gaussian signal-observation system are considered. Moreover, we prove that under some general assumption, the Zakai equation has pathwise…
The Langevin equation for a particle (`random walker') moving in d-dimensional space under an attractive central force, and driven by a Gaussian white noise, is considered for the case of a power-law force, F(r) = - Ar^{-sigma}. The…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time,…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
We study a reaction-diffusion evolution equation perturbed by a space-time L\'evy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a $C_0$-semigroup of strictly negative type acting in a Hilbert space…