Related papers: Kinetic time-inhomogeneous L{\'e}vy-driven model
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…
We study the long-time behavior of global strong solutions to a hydrodynamic system for nonhomogeneous incompressible nematic liquid crystal flows driven by two types of external forces in a smooth bounded domain in $\mathbb{R}^2$. For…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
The transport coefficients of a granular fluid driven by a stochastic bath with friction are obtained by solving the inelastic Enskog kinetic equation from the Chapman-Enskog method. The heat and momentum fluxes as well as the cooling rate…
We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…
A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…
The problem of integrated volatility estimation for the solution X of a stochastic differential equation with L{\'e}vy-type jumps is considered under discrete high-frequency observations in both short and long time horizon. We provide an…
This paper has incorporated the stochasticity into the Newell car following model. Three stochastic driving factors have been considered: (i) Driver's acceleration is bounded. (ii) Driver's deceleration includes stochastic component, which…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
We consider the parametric estimation of the driving L\'evy process of a multivariate continuous-time autoregressive moving average (MCARMA) process, which is observed on the discrete time grid $(0,h,2h,...)$. Beginning with a new state…
In this paper we investigate the ability of some recently introduced discrete kinetic models of vehicular traffic to catch, in their large time behavior, typical features of theoretical fundamental diagrams. Specifically, we address the…
The paper studies the rate of convergence of the weak Euler approximation for solutions to SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the regularity of coefficients and…