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We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of…

Probability · Mathematics 2013-04-26 K. Horbacz , M. Ślęczka

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to -infinity and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we…

Probability · Mathematics 2017-11-29 Sergey Foss , Takis Konstantopoulos , Stan Zachary

In this paper, using Zvonkin type transform, the large deviation principle is proved for stochastic differential equations with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and…

Probability · Mathematics 2018-12-31 Lingyan Cheng , Xing Huang

A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…

Statistical Mechanics · Physics 2015-07-20 T. Srokowski , A. Kaminska

In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…

Probability · Mathematics 2016-09-07 Arne Lokka , Bernt Oksendal , Frank Proske

We present a model for the dynamics of a population of bacteria with a continuum of traits, who compete for resources and exchange horizontally (transfer) an otherwise vertically inherited trait with possible mutations. Competition…

Probability · Mathematics 2017-07-27 Sylvain Billiard , Pierre Collet , Régis Ferrière , Sylvie Méléard , Viet Chi Tran

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…

Machine Learning · Statistics 2021-10-01 Yang Li , Yubin Lu , Shengyuan Xu , Jinqiao Duan

We study the large deviations principle (LDP) of Donsker-Varadhan type for the white-forced Navier-Stokes system in a bounded domain. Under the assumption that the noise is non-degenerate, we establish level-2 and level-3 LDPs with rate…

Analysis of PDEs · Mathematics 2025-06-18 Meng Zhao

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

We consider the globally modified stochastic (hyperviscous) Navier-Stokes equations with transport noise on 3D torus. We first establish the existence and pathwise uniqueness of the weak solutions, and then show their convergence to the…

Probability · Mathematics 2025-01-22 Chang Liu , Dejun Luo

We study the effect of noise on the evolution of the growth factor of density perturbations in the context of the LCDM model. Stochasticity is introduced as a Wiener process amplified by an intensity parameter alpha. By comparing the…

Cosmology and Nongalactic Astrophysics · Physics 2010-11-23 A. L. B. Ribeiro , A. P. A. Andrade , P. S. Letelier

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

Probability · Mathematics 2014-03-13 Vasileios Maroulas

The Laplace principle for the strong solution of the stochastic shell model of turbulence perturbed by Levy noise is established in a suitable Polish space using weak convergence approach. The large deviation principle is proved using the…

Probability · Mathematics 2014-12-22 Utpal Manna , Manil T. Mohan

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. The existing methods on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs)…

Probability · Mathematics 2025-05-27 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

Probability · Mathematics 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim