Related papers: It\^o versus Stratonovich in a stochastic cosmolog…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
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…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…
We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…
We perturb the 3D Euler equations by a particular non-linear Stratonovich noise. We show the existence and uniqueness of a global-in-time (i.e. no blow-up) smooth solution. The result is a corollary of a more general theorem valid in an…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
A generalized dynamical equation for the scale factor of the universe is proposed to describe the cosmological evolution, of which the $\Lambda$CDM model is a special case. It also provides a general example to show the equivalence of the…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
As a Newtonian cosmological model the Vlasov-Poisson-Boltzmann system is considered, and a slightly modified Boltzmann equation, which describes the stability of an expanding universe, is derived. Asymptotic behaviour of solutions turns out…
We present a new $f(Q)$ cosmological model capable of reproducing late-time acceleration, i.e. $f\left( Q\right) = \lambda_{0}\left( \lambda +Q\right) ^{n}$ by supporting certain parametrization of the Hubble parameter. By using…
The cosmological constant, i.e., the energy density stored in the true vacuum state of all existing fields in the Universe, is the simplest and the most natural possibility to describe the current cosmic acceleration. However, despite its…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…
The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
Understanding the evolution of dark energy poses a significant challenge in modern cosmology, as it is responsible for the universe's accelerated expansion. In this study, we focus on a specific $f(T)$ cosmological model and analyze its…
We investigate a fourth order model of gravity, having a free length parameter, and no cosmological constant or dark energy. We consider cosmological evolution of a flat Friedmann universe in this model for the case that the length…