Related papers: State dependent jump processes: It\^o-Stratonovich…
Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…
We consider Markovian open quantum systems subject to stochastic resetting, which means that the dissipative time evolution is reset at randomly distributed times to the initial state. We show that the ensuing dynamics is non-Markovian and…
The time evolution of random variables with L\'evy statistics has the ability to develop jumps, displaying very different behaviors from continuously fluctuating cases. Such patterns appear in an ever broadening range of examples including…
Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…
In this paper, we consider the stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps. First, under certain averaging conditions, we are able to show that the solutions of…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
Semiclassical transition probabilities characterize transfer of energy between "hard" and "soft" modes in various physical systems. We establish the boundary problem for singular euclidean solutions used to calculate such probabilities.…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We reveal a nontrivial crossover of subsystem fluctuations of quantum jumps in continuously monitored many-body systems, which have a trivial maximally mixed state as a steady-state density matrix. While the fluctuations exhibit the…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in…
Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study a broad class of renewal processes where a variable's value…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…
The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…
We study random transitions between two metastable states that appear below a critical temperature in a one dimensional self-gravitating Brownian gas with a modified Poisson equation experiencing a second order phase transition from a…