Related papers: Stochastic trace formulas
In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
We study a non-autonomous, non-linear evolution equation on the space of operators on a complex Hilbert space. We specify assumptions that ensure the global existence of its solutions and allow us to derive its asymptotics at temporal…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We develop a complete and rigorous mathematical framework for the analysis of stochastic neural field equations under the influence of spatially extended additive noise. By comparing a solution to a fixed deterministic front profile it is…
The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…
We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…
Classical spectral theory provides powerful tools for analyzing linear operators, but does not extend naturally to nonlinear or compositional settings. In particular, there is no general way to transport spectral invariants in a functorial…
We introduce a semiclassical quantization method which is based on a stroboscopic description of the classical and the quantum flows. We show that this approach emerges naturally when one is interested in extracting the energy spectrum…