Related papers: L\'evy noise-driven escape from arctan potential w…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
We consider motion of a particle in a one-dimensional tilted ratchet potential subject to two-sided tempered stable L\'{e}vy noise characterised by strength $\Omega$, fractional index $\alpha$, skew $\theta$ and tempering $\lambda$. We…
We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the…
Effects of non-Gaussian $\alpha-$stable L\'evy noise on the Gompertz tumor growth model are quantified by considering the mean exit time and escape probability of the cancer cell density from inside a safe or benign domain. The mean exit…
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time,…
Motivated by a problem of optimal harvesting of natural resources, we study a control problem for Volterra type dynamics driven by time-changed L\'evy noises, which are in general not Markovian. To exploit the nature of the noise, we make…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…
We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…
In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…
We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…
The dynamics of a few ultra-cold bosons tunneling from a one-dimensional potential well into open space is studied. In such a system several decay channels can be distinguished, each corresponding to a different number of bosons escaping…
Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For…
We develop a framework to discuss stability of epigenetic states as first exit problems in dynamical systems with noise. We consider in particular the stability of the lysogenic state of the lambda prophage, which is known to exhibit…
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…
The kinetics of two (2D) and three (3D) dimensional diffusion-assisted escaping of Brownian particles from a potential well in the presence of an external force is analyzed in detail. The kinetics is studied within the two-state model (TSM)…
In this paper we introduce a new class of state space models based on shot-noise simulation representations of non-Gaussian L\'evy-driven linear systems, represented as stochastic differential equations. In particular a conditionally…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…
Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on…
Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…