Related papers: It\^o versus Stratonovich in a stochastic cosmolog…
The $f(T)$ theory is recently proposed to explain the present cosmic accelerating expansion of the universe. $f(T)$ theory is an extension of Teleparallel theory of gravity, where $T$ is the torsion scalar. This paper contains the…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the…
A free choice of the integration sense would lead to the paradox that the number of possible equations (thus of solutions for a given model) can vary under a mere change of the variables. This is shown by a specific change which neutralizes…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
The Hamiltonian approach to cosmological perturbations in general relativity in finite space-time is developed, where a cosmological scale factor is identified with spatial averaging the metric determinant logarithm. This identification…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
Adiabatic Quantum Computing relies on the quantum adiabatic theorem, which states that a quantum system evolves along its ground state with time if the governing Hamiltonian varies infinitely slowly. However, practical limitations force…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic $\alpha$-, prescription ($\alpha=0$, $1/2$ and $1$ respectively correspond to the It\^o, Stratonovich and anti-It\^o…
We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…
In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…
We consider an anisotropic $d$-dimensional Swift-Hohenberg model $ \mathcal{O}(\varepsilon^2) $-close to the first instability, where $ 0 < \varepsilon \ll 1 $ is a small perturbation parameter. This model for pattern formation is perturbed…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
In the present paper, the effect of noise intensity on stochastic parabolic equations is discussed. We focus on the effect of noise on the energy solutions of the stochastic parabolic equations. By utilising It\^o's formula and the energy…
We study a wave equation in dimension $d\in \{1,2\}$ with a multiplicative space-time Gaussian noise. The existence and uniqueness of the Stratonovich solution is obtained under some conditions imposed on the Gaussian noise. The strategy is…
In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…