Related papers: On the small time asymptotics of the dynamical $\P…
We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…
We provide a rigorous derivation of an asymptotic formula for perturbations in the resonance values caused by the presence of finite number of anisotropic imperfections of small shapes with constitutive parameters different from the…
We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
In this thesis, we study the Hawking and Unruh effects in time-dependent situations, as registered by localised spacetimes observers in several asymptotic situations. (Full abstract inside document.)
We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…
We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…
In this paper, we study a cosmological model inspired in the axionic matter with two canonical scalar fields $\phi_1$ and $\phi_2$ interacting through a term added to its potential. Introducing novel dynamical variables, and a dimensionless…
Generalizing Dollard's strategy, we investigate the structure of the scattering theory associated to any large time reference dynamics $U_D(t)$ allowing for the existence of M{\o}ller operators. We show that (for each scattering channel)…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
This paper is a continuation of the paper \cite{JL}, which focuses on exploring the global stability of nonlinear stochastic feedback systems on the nonnegative orthant driven by multiplicative white noise and presenting a couple of…
We study the asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time Z_t:= X_{Y_t}, t >= 0, where X is a fractional Brownian motion and Y is an independent Brownian motion.
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…
In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…
Recent studies show indication of the effectiveness of synchronization as a data assimilation tool for small or meso-scale forecast when less number of variables are observed frequently. Our main aim here is to understand the effects of…
Using the large deviation principle (LDP) for a re-scaled fractional Brownian motion $B^H_t$ where the rate function is defined via the reproducing kernel Hilbert space, we compute small-time asymptotics for a correlated fractional…
The paper deals with an integrodifferential operator which models numerous phenomena in superconductivity, in biology and in viscoelasticity. Initialboundary value problems with Neumann, Dirichlet and mixed boundary conditions are analyzed.…