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A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…
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…
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for…
L\'evy stable (jump-type) processes are examples of intrinsically nonlocal random motions. This property becomes a serious obstacle if one attempts to model conditions under which a particular L\'evy process may be subject to physically…
A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We analytically demonstrate the essential role of the logarithmic average phonon frequency in describing the superconducting critical temperature, directly from a predictive function. The current study assumes that the Eliashberg spectral…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
This paper develops a new stochastic volatility model for the temperature that is a natural extension of the Ornstein-Uhlenbeck model proposed by Benth and Benth (2007). This model allows to be more conservative regarding extreme events…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
Gene transcriptional regulatory is an inherently noisy process. In this paper, the study of fluctuations in a gene transcriptional regulatory system is extended to the case of L\'evy noise, a kind of non-Gaussian noises which can describe…
We study the equilibrium statistical properties of the potential energy landscape of several glass models in a temperature regime so far inaccessible to computer simulations. We show that unstable modes of the stationary points undergo a…
Trust is the invisible glue that holds together the fabric of societies, economic systems, and political institutions. Yet, its dynamics-especially in real-world settings remain unpredictable and difficult to control. While classical trust…
Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
Temperature fluctuations in an atmospheric convective boundary layer are investigated by means of Large Eddy Simulations (LES). A statistical characterization for both weak temperature fluctuations and strong temperature fluctuations has…
This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…
We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…
We apply the self-consistent harmonic approximation (SCHA) to study static and dynamic properties of the two-dimensional classical Heisenberg model with easy-axis anisotropy. The static properties obtained are magnetization and spin wave…