Related papers: Simultaneous Small Noise Limit for Singularly Pert…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
We address the problem of stability of synchronization in two diffu- sively coupled oscillators under small perturations. We have two cases, namely, when the perturation becomes of a linear operator and the case of non-linear operator. We…
This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
Here, we explore the prospects of carrying out the single qubit spectroscopy of environmental noise when the resolution of the frequency filters produced by the dynamical decoupling pulse sequences can be set high enough to reveal the…
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…
A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…
We investigate the dynamical properties of low dimensional systems, driven by external noise sources. Specifically we consider a resistively shunted Josephson junction and a one dimensional quantum liquid in a commensurate lattice…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…
We consider the maximum process of a random walk with additive independent noise in form of $\max_{i=1,\dots,n}(S_i+Y_i)$. The random walk may have dependent increments, but its sample path is assumed to converge weakly to a fractional…
A low frequency approximation of the discrete Sommerfeld diffraction problems, involving the scattering of a time harmonic lattice wave incident on square lattice by a discrete Dirichlet or a discrete Neumann half-plane, is investigated. It…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…
We study the $N \to \infty$ limit of the normalized largest component in some systems of $N$ diffusive particles with mean-field interaction. By applying a universal time change, the interaction in noises is transferred to the drift terms,…
We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…
We study the time-domain acoustic scattering problem by a cluster of small holes (i.e. sound-soft obstacles). Based on the retarded boundary integral equation method, we derive the asymptotic expansion of the scattered field as the size of…