Related papers: Doubly Stochastic Yule Cascades (Part I): The expl…
We analyze the explosion problem for a class of stochastic models introduced in Part I (arXiv:2103.06912), referred to as doubly stochastic Yule cascades. These models arise naturally in the construction of solutions to evolutionary PDEs as…
We introduce a self-similar doubly stochastic Yule (DSY) cascade associated with the deterministic Navier-Stokes equations (NSE) in $\mathbb{R}^d$ with fractional dissipation $(-\Delta)^\gamma$. Interestingly, such a structure is…
Velocity increments over a distance r and turbulent energy dissipation on a box of size r are well described by the multifractal models of fully developed turbulence. These quantities and models however, do not involve time-correlations and…
This is largely an attempt to provide probabilists some orientation to an important class of non-linear partial differential equations in applied mathematics, the incompressible Navier-Stokes equations. Particular focus is given to the…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the…
The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…
We introduce a doubly stochastic method for performing material failure theory based forecasts of volcanic eruptions. The method enhances the well known Failure Forecast Method equation, introducing a new formulation similar to the…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
We introduce tree linear cascades, a class of linear structural equation models for which the error variables are uncorrelated but need not be Gaussian nor independent. We show that, in spite of this weak assumption, the tree structure of…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
In recent years, many difficulties appeared when taking into account the inherent stochastic behavior of neurons and voltage-dependent ion channels in Hodgking-Huxley type models. In particular, an open problem for a stochastic model of…
The paper has two main goals. First, we extend the contemporary probability theory on trees to investigate critical phenomena in a stochastic model of Yule type called Aldous-Shields-Athreya (ASA) cascade. Second, we apply the newly…
Stochastic modelling of fatigue (and other material's deterioration), as well as of cumulative damage in risk theory, are often based on compound sums of independent random variables, where the number of addends is represented by an…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…
The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
In this work a phenomenological stochastic differential equation is proposed to model the time evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a stochastic differential…