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In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…
In this paper, we consider a stochastic model of incompressible second grade fluids on a bounded domain of R^2 driven by linear multiplicative Brownian noise with anticipating initial conditions. The existence and uniqueness of the…
We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…
We investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of stochastic differential equations describing a prey-predator model perturbed by Gaussian noise. We first establish, for any fixed…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method…
The full dynamics of a synchronous recurrent neural network model with Ising binary units and a Hebbian learning rule with a finite self-interaction is studied in order to determine the stability to synaptic and stochastic noise of…
In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…
In this work we investigate the equilibration dynamics after a sudden Hamiltonian quench of a quantum spin system initially prepared in a thermal state. To characterize the equilibration we evaluate the Loschmidt echo, a global measure for…
Quantum synchronization offers new possibilities for the exploration of collective dynamics in many-body systems. However, achieving synchronization in many-body quantum systems still faces numerous challenges. Here, we focus on the…
The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…
We provide a stochastic interpretation of non-commutative Dirichlet forms in the context of quantum filtering. For stochastic processes motivated by quantum optics experiments, we derive an optimal finite time deviation bound expressed in…
We study the stochastic 3D primitive equations of the atmospheric mechanics. We consider them under a bounded and non-degenerate noise, which is statistically periodic in time with period $1$. In such a case we prove that the associated…