Related papers: Spatial and Temporal white noises under sublinear …
In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling…
In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…
This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…
Likelihood analysis is typically limited to normally distributed noise due to the difficulty of determining the probability density function of complex, high-dimensional, non-Gaussian, and anisotropic noise. This is a major limitation for…
In order to test theoretical predictions, we have studied the phenomenon of stochastic resonance in an electronic experimental system driven by white non Gaussian noise. In agreement with the theoretical predictions our main findings are:…
The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…
We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…
We study a minimal shell model for the advection of a passive scalar by a Gaussian time correlated velocity field. The anomalous scaling properties of the white noise limit are studied analytically. The effect of the time correlations are…
We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
We investigate temporal coherence and spatial synchronization on small-world networks consisting of noisy Terman-Wang (TW) excitable neurons in dependence on two types of time-delayed coupling: $\{x_j(t-\tau)-x_i (t)\}$ and…
Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…
The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…
Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
In this work, we analyse the effect of adding Gaussian white noise to the slow variable of a slow--fast system passing through a saddle--node (or fold) bifurcation. This problem is mainly motivated by applications to non-equilibrium energy…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
Many existing studies on pattern formation in the reaction-diffusion systems rely on deterministic models. However, environmental noise is often a major factor which leads to significant changes in the spatiotemporal dynamics. In this…
Time-varying gravitomagnetic fields are considered within the linear post-Newtonian approach to general relativity. A simple model is developed in which the gravitomagnetic field of a localized mass-energy current varies linearly with time.…