Related papers: Stochastic equations for two-type continuous-state…
We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
We consider the time evolution of a lattice branching random walk with local perturbations. Under certain conditions, we prove the Carleman type estimation for the moments of a particle subpopulation number and show the existence of a…
We consider linear time invariant systems with exogenous stochastic disturbances, and in feedback with structured stochastic uncertainties. This setting encompasses linear systems with both additive and multiplicative noise. Our concern is…
We study an evolutionary $p$-Laplace problem whose potential is subject to a translation in time. Provided the trajectory along which the potential is translated admits a sufficiently regular local time, we establish existence of solutions…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
This work deals with two problems arising in mathematical ecology. The first problem is concerned with diploid branching particle models and its behavior when rapid stirring is added to the interaction. The particle models involve two types…
In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to…
For a stochastic system, its evolution from one state to another can have a large number of possible paths. Non-uniformity in the field of system variables leads the local dynamics in state transition varies considerably from path to path…
Scrambling in interacting quantum systems out of equilibrium is particularly effective in the chaotic regime. Under time evolution, initially localized information is said to be scrambled as it spreads throughout the entire system. This…
This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…
Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…
We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…
We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…
The pole condition approach for deriving transparent boundary conditions is extended to the time-dependent, two-dimensional case. Non-physical modes of the solution are identified by the position of poles of the solution's spatial Laplace…
We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…