Related papers: Central limit theorems for nonlinear stochastic wa…
We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated…
We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
In this paper we study approximations to 3D Navier-Stokes (NS) equation driven by space-time white noise by paracontrolled distribution proposed in [GIP13]. A solution theory for this equation has been developed recently in [ZZ14] based on…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
We develop a thorough mathematical analysis of the effective Mori-Zwanzig (EMZ) equation governing the dynamics of noise-averaged observables in stochastic differential equations driven by multiplicative Gaussian white noise. Building upon…
We derive deterministic equations for the evolution of non-Gaussian fluctuations in relativistic stochastic hydrodynamics. This is achieved by defining the average local Landau frame and corresponding fluctuating hydrodynamic variables.…
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…
We consider finite dimensional rough differential equations driven by centered Gaussian processes. Combining Malliavin calculus, rough paths techniques and interpolation inequalities, we establish upper bounds on the density of the…
We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and white or correlated in space. We prove that these…
We study the fluctuations of the outer domain of Hastings-Levitov clusters in the small particle limit. These are shown to be given by a continuous Gaussian process $\mathcal{F}$ taking values in the space of holomorphic functions on $\{…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
We show how two-point correlation functions derived within non-isotropic random wave models are in fact quantum results that are obtained in the appropriate limit in terms of the exact Green function of the quantum system. Since no…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
Let $\{u(t\,,x)\}_{t\ge 0, x\in \mathbb{R}^d}$ denote the solution of a $d$-dimensional nonlinear stochastic heat equation that is driven by a Gaussian noise, white in time with a homogeneous spatial covariance that is a finite Borel…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
A recent paper by Lien et al. (2025) introduces the "colored linear inverse model" (colored LIM), in which stochastic forcing is modeled using Ornstein-Uhlenbeck colored noise rather than idealized white noise. In that work, it is shown…
We address the interaction of single- and two-qubit systems with external fluctuating transverse fields and analyze in details the dynamical decoherence induced by Gaussian and non-Gaussian noise, e.g. random telegraph noise (RTN). Upon…
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
We investigate the problem of metric fluctuations in the presence of the vacuum fluctuations of matter fields and critically assess the usual assertion that vacuum energy implies a Planckian cosmological constant. A new stochastic classical…