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In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
We provide two derivations of the baryonic equations that can be straightforwardly implemented in existing Einstein--Boltzmann solvers. One of the derivations begins with an action principle, while the other exploits the conservation of the…
Several coupled maps models are sketched and reviewed in this short communication. First, a discrete logistic type model that was proposed for the symbiotic interaction of two species. Second, a model of many of these symbiotic species…
The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…
This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts of the results in [1,8,10,11]. We show two instances of…
We define a time dependent empirical process based on $n$ i.i.d.~fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for…
Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional…
A framework for performant Brownian Dynamics (BD) many-body simulations with adaptive timestepping is presented. Contrary to the Euler-Maruyama scheme in common non-adaptive BD, we employ an embedded Heun-Euler integrator for the…
Brownian motion with stochastic resetting-a process combining standard diffusion with random returns to a fixed position-has emerged as a powerful framework with applications spanning statistical physics, chemical kinetics, biology, and…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
Brownian motion of colloidal particles in the quasi-two-dimensional (qTD) confinement displays distinct kinetic characters from that in bulk. Here we experimentally report a dynamic evolution of Brownian particles in the qTD system. The…
We prove a sufficient condition for synchronization for coupled one-dimensional maps and estimate the size of the window of parameters where synchronization takes place. It is shown that coupled systems on graphs with positive eigenvalues…
On the dual space of \textit{extended structure}, equations governing the collective motion of two mutually interacting Lie-Poisson systems are derived. By including a twisted 2-cocycle term, this novel construction is providing the most…
In this paper, we study backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitz coefficients on random time interval. The probabilistic interpretation for the…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…
In this article, we define the new concept of local coupling property for Markov processes and study its relationship with distributional properties of the transition probability. In the special case of L\'evy processes we show that this…
Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated as $\mathbb{R}^3$ tying a half line not contained by…
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by…
Asymptotic behavior of the one-dimensional Brownian motion in general random environments has been investigated by many researchers. However, many of the methods used in the argument are available only for the one-dimensional case. In this…